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FRANKLIN FTSE MEXICO ETF ETFs

Alpha 1 Year-0.24 Alpha 3 Years0.51 Alpha 5 Years-0.05 Average Gain 1 Year8.54 Average Gain 3 Years6.67 Average Gain 5 Years5.67 Average Loss 1 Year-4.69 Average Loss 3 Years-4.90 Average Loss 5 Years-5.58 Batting Average 1 Year8.33 Batting Average 3 Years27.78 Batting Average 5 Years33.33 Beta 1 Year1.00 Beta 3 Years1.00 Beta 5 Years1.00 Capture Ratio Down 1 Year100.28 Capture Ratio Down 3 Years100.06 Capture Ratio Down 5 Years98.91 Capture Ratio Up 1 Year99.67 Capture Ratio Up 3 Years99.69 Capture Ratio Up 5 Years98.84 Correlation 1 Year100.00 Correlation 3 Years99.90 Correlation 5 Years99.90 High 1 Year34.57 Information Ratio 1 Year-3.62 Information Ratio 3 Years-1.66 Information Ratio 5 Years-0.08 Low 1 Year26.32 Maximum Loss 1 Year-16.08 Maximum Loss 3 Years-18.41 Maximum Loss 5 Years-37.39 Performance Current Year-16.65 Performance since Inception32.98 R-Squared (R²) 1 Year100.00 R-Squared (R²) 3 Years99.80 R-Squared (R²) 5 Years99.79 Sortino Ratio 1 Year0.65 Sortino Ratio 3 Years0.92 Sortino Ratio 5 Years0.67 Tracking Error 1 Year0.06 Tracking Error 3 Years0.09 Tracking Error 5 Years1.20 Trailing Performance 1 Month-2.28 Trailing Performance 1 Week-6.05 Trailing Performance 1 Year-12.49 Trailing Performance 2 Years25.37 Trailing Performance 3 Months-14.81 Trailing Performance 3 Years24.20 Trailing Performance 4 Years90.71 Trailing Performance 5 Years49.09 Trailing Performance 6 Months-15.17 Trailing Return 1 Month-10.68 Trailing Return 1 Year-5.47 Trailing Return 2 Months-12.82 Trailing Return 2 Years13.78 Trailing Return 3 Months-16.08 Trailing Return 3 Years8.99 Trailing Return 4 Years19.01 Trailing Return 5 Years7.98 Trailing Return 6 Months-14.71 Trailing Return 6 Years5.81 Trailing Return 9 Months-0.04 Trailing Return Since Inception4.74 Trailing Return YTD - Year to Date-14.71 Treynor Ratio 1 Year5.96 Treynor Ratio 3 Years10.09 Treynor Ratio 5 Years9.01

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Patria Henriques

Update: 2024-07-06