Data Source: from October 1991 to November 2022 (~31 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 10:39AM Eastern Time
Category: Stocks
ETF: Franklin FTSE Latin America ETF (FLLA)
ETF • LIVE PERFORMANCE (USD currency)
0.09%
1 Day
Dec 07 2022, 10:39AM Eastern Time
2.48%
Current Month
December 2022

In the last 30 Years, the Franklin FTSE Latin America ETF (FLLA) ETF obtained a 7.22% compound annual return, with a 28.96% standard deviation.

In 2021, the ETF granted a 6.03% dividend yield. If you are interested in getting periodic income, please refer to the Franklin FTSE Latin America ETF (FLLA) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Latin America
  • Country: Broad Latin America

Historical Returns as of Nov 30, 2022

Historical returns and Metrics of Franklin FTSE Latin America ETF (FLLA) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends

ETF Returns, up to October 2018, are retrieved using the historical series of equivalent ETFs / Assets.
FRANKLIN FTSE LATIN AMERICA ETF (FLLA) ETF
Portfolio Metrics
Data Source: 1 October 1991 - 30 November 2022 (~31 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~31Y)
Portfolio
Return (%)
0.42 6.35 -5.45 19.12 -0.99 0.41 -1.03 9.93 7.22 6.95
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.50 2.52
Infl. Adjusted
Return (%)
0.42 5.69 -7.26 11.10 -5.73 -3.32 -3.56 7.24 4.60 4.32
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 29.18 35.03 30.92 26.70 27.91 28.96 28.66
Sharpe Ratio 0.62 -0.04 -0.02 -0.06 0.32 0.17 0.10
Sortino Ratio 0.75 -0.05 -0.03 -0.08 0.42 0.23 0.14
MAXIMUM DRAWDOWN
Drawdown Depth (%) -21.26 -46.22 -46.32 -50.26 -64.59 -64.59 -64.59
Start (yyyy mm) 2022 04 2020 01 2018 02 2013 02 2008 06 2008 06 2008 06
Bottom (yyyy mm) 2022 06 2020 03 2020 03 2020 03 2009 02 2009 02 2009 02
Start to Bottom (# months) 3 3 26 86 9 9 9
Start to Recovery (# months) in progress
> 8
> 35
> 58
> 118
31
31
31
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 126.00 67.48 55.52 25.08 12.00 7.22
Worst Return (%) -59.15 -20.64 -14.90 -6.60 4.71 6.45
% Positive Periods 58% 59% 64% 77% 100% 100%
MONTHS
Positive 1 2 4 9 20 31 61 136 205 213
Negative 0 1 2 3 16 29 59 104 155 161
% Positive 100% 67% 67% 75% 56% 52% 51% 57% 57% 57%
WITHDRAWAL RATES (WR)
Safe WR (%) 30.94 19.23 7.83 17.92 7.28 6.63
Perpetual WR (%) 0.00 0.00 0.00 6.75 4.40 4.14
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Nov 30, 2022

Monthly correlations of Franklin FTSE Latin America ETF (FLLA) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

FRANKLIN FTSE LATIN AMERICA ETF (FLLA) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
Correlation vs FLLA
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.65
0.58
0.53
0.66
0.65
US Large Cap
SPY
0.66
0.58
0.53
0.63
0.63
US Small Cap
IJR
0.61
0.59
0.49
0.62
0.62
US REITs
VNQ
0.44
0.49
0.42
0.44
0.44
US Technology
QQQ
0.59
0.43
0.40
0.52
0.52
Preferred Stocks
PFF
0.44
0.55
0.51
0.36
0.36
EAFE Stocks
EFA
0.53
0.66
0.63
0.69
0.68
World All Countries
VT
0.62
0.64
0.63
0.73
0.73
Emerging Markets
EEM
0.27
0.63
0.70
0.83
0.82
Europe
VGK
0.53
0.68
0.62
0.69
0.68
Pacific
VPL
0.49
0.59
0.58
0.60
0.58
US Total Bond Market
BND
0.26
0.13
0.15
0.05
0.05
Long Term Treasuries
TLT
0.09
-0.23
-0.14
-0.20
-0.20
US Cash
BIL
-0.08
-0.18
-0.06
0.00
-0.01
TIPS
TIP
0.39
0.19
0.28
0.13
0.13
Invest. Grade Bonds
LQD
0.36
0.40
0.39
0.23
0.23
High Yield Bonds
HYG
0.60
0.65
0.62
0.56
0.55
International Bonds
BNDX
0.28
0.22
0.18
0.08
0.07
Emerg. Market Bonds
EMB
0.42
0.64
0.63
0.67
0.66
Gold
GLD
0.13
0.23
0.25
0.27
0.26
Commodities
DBC
0.63
0.58
0.54
0.41
0.41

Capital Growth as of Nov 30, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Franklin FTSE Latin America ETF (FLLA) ETF: Dividend Yield page.

An investment of 1000$, since December 1992, now would be worth 8094.61$, with a total return of 709.46% (7.22% annualized).

The Inflation Adjusted Capital now would be 3857.01$, with a net total return of 285.70% (4.60% annualized).
An investment of 1000$, since October 1991, now would be worth 8107.17$, with a total return of 710.72% (6.95% annualized).

The Inflation Adjusted Capital now would be 3732.41$, with a net total return of 273.24% (4.32% annualized).

Drawdowns

Worst drawdowns since December 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-64.59% Jun 2008 Feb 2009 9 Dec 2010 22 31
-57.43% Jan 2011 Mar 2020 111 in progress 32 143
-54.82% Aug 1997 Jan 1999 18 Dec 2003 59 77
-46.92% Oct 1994 Mar 1995 6 Jun 1997 27 33
-18.57% Feb 1994 Jun 1994 5 Sep 1994 3 8
-13.93% May 2006 May 2006 1 Oct 2006 5 6
-12.87% Nov 2007 Jan 2008 3 May 2008 4 7
-10.97% Apr 2004 May 2004 2 Sep 2004 4 6
-10.53% Mar 2005 Apr 2005 2 Jun 2005 2 4
-3.77% Oct 2005 Oct 2005 1 Nov 2005 1 2
-3.58% Aug 2007 Aug 2007 1 Sep 2007 1 2
-2.36% Jan 1993 Feb 1993 2 Mar 1993 1 3
-2.35% Apr 1993 Apr 1993 1 Jun 1993 2 3
-1.59% Feb 2007 Feb 2007 1 Mar 2007 1 2
-0.62% Jan 2005 Jan 2005 1 Feb 2005 1 2
-0.60% Feb 2006 Mar 2006 2 Apr 2006 1 3

Worst drawdowns since October 1991.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-64.59% Jun 2008 Feb 2009 9 Dec 2010 22 31
-57.43% Jan 2011 Mar 2020 111 in progress 32 143
-54.82% Aug 1997 Jan 1999 18 Dec 2003 59 77
-46.92% Oct 1994 Mar 1995 6 Jun 1997 27 33
-21.88% Jun 1992 Sep 1992 4 Aug 1993 11 15
-18.57% Feb 1994 Jun 1994 5 Sep 1994 3 8
-13.93% May 2006 May 2006 1 Oct 2006 5 6
-12.87% Nov 2007 Jan 2008 3 May 2008 4 7
-10.97% Apr 2004 May 2004 2 Sep 2004 4 6
-10.53% Mar 2005 Apr 2005 2 Jun 2005 2 4
-3.77% Oct 2005 Oct 2005 1 Nov 2005 1 2
-3.58% Aug 2007 Aug 2007 1 Sep 2007 1 2
-2.19% Nov 1991 Nov 1991 1 Dec 1991 1 2
-1.59% Feb 2007 Feb 2007 1 Mar 2007 1 2
-0.62% Jan 2005 Jan 2005 1 Feb 2005 1 2
-0.60% Feb 2006 Mar 2006 2 Apr 2006 1 3

Rolling Returns ( more details)

Franklin FTSE Latin America ETF (FLLA) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
12.08 126.00
Dec 2008 - Nov 2009
-59.15
Mar 2008 - Feb 2009
41.60%
2 Years
9.27 71.21
May 2004 - Apr 2006
-25.85
Apr 2018 - Mar 2020
45.01%
3 Years
7.85 67.48
Mar 2003 - Feb 2006
-20.64
Feb 2013 - Jan 2016
41.30%
5 Years
8.00 55.52
Oct 2002 - Sep 2007
-14.90
Jan 2011 - Dec 2015
35.87%
7 Years
7.87 35.06
Oct 2002 - Sep 2009
-9.12
Apr 2013 - Mar 2020
33.68%
10 Years
8.65 25.08
Sep 1998 - Aug 2008
-6.60
Apr 2010 - Mar 2020
22.75%
15 Years
10.28 17.08
Nov 1992 - Oct 2007
-1.86
Nov 2007 - Oct 2022
3.08%
20 Years
8.95 12.00
Nov 1991 - Oct 2011
4.71
Apr 2000 - Mar 2020
0.00%
30 Years
6.77 7.22
Dec 1992 - Nov 2022
6.45
May 1992 - Apr 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Franklin FTSE Latin America ETF (FLLA) ETF: Rolling Returns page.

Seasonality

Franklin FTSE Latin America ETF (FLLA) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
4.51
60%
-3.46
20%
-4.02
60%
-0.52
60%
1.06
60%
-1.08
60%
3.87
60%
-3.91
20%
-2.35
40%
2.79
60%
2.32
40%
6.35
80%
 Capital Growth on monthly avg returns
100
104.51
100.89
96.84
96.34
97.36
96.31
100.03
96.11
93.86
96.48
98.72
104.98
Best 14.9
2019
4.3
2022
12.4
2022
5.8
2020
7.7
2022
6.5
2020
11.6
2018
2.3
2022
3.8
2018
10.1
2022
22.1
2020
11.4
2019
Worst -6.6
2021
-11.6
2020
-35.5
2020
-12.1
2022
-14.6
2018
-16.8
2022
-5.7
2021
-9.7
2018
-9.5
2021
-6.3
2021
-4.7
2019
-0.9
2018
Monthly Seasonality over the period Dec 2017 - Nov 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.68
50%
-0.72
50%
-0.35
60%
1.54
70%
-1.91
40%
0.03
70%
2.66
60%
-1.82
40%
-2.21
40%
2.55
60%
-1.01
20%
2.26
50%
 Capital Growth on monthly avg returns
100
101.68
100.95
100.59
102.14
100.19
100.23
102.89
101.02
98.79
101.31
100.29
102.56
Best 14.9
2019
4.3
2022
15.9
2016
7.3
2016
7.7
2022
10.1
2016
11.6
2018
9.9
2014
8.5
2013
10.1
2022
22.1
2020
11.4
2019
Worst -9.6
2014
-11.6
2020
-35.5
2020
-12.1
2022
-14.6
2018
-16.8
2022
-7.0
2015
-9.7
2018
-14.3
2014
-6.3
2021
-11.2
2016
-9.4
2014
Monthly Seasonality over the period Dec 2012 - Nov 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.05
48%
0.91
55%
1.32
61%
2.58
61%
-0.43
52%
0.11
58%
1.55
61%
-1.08
52%
-0.63
58%
1.08
63%
1.06
47%
3.50
68%
 Capital Growth on monthly avg returns
100
101.05
101.97
103.32
105.99
105.53
105.65
107.29
106.13
105.46
106.60
107.74
111.50
Best 18.8
2006
12.8
2005
22.7
1999
20.8
2009
21.9
2009
13.3
2000
13.5
2010
13.0
1994
15.3
2005
17.0
2011
22.1
2020
21.8
1999
Worst -13.5
1995
-12.9
1995
-35.5
2020
-12.1
2022
-14.6
2018
-16.8
2022
-15.0
2002
-37.0
1998
-21.3
2008
-34.9
2008
-11.2
2016
-19.0
1994
Monthly Seasonality over the period Oct 1991 - Nov 2022

Monthly/Yearly Returns

Franklin FTSE Latin America ETF (FLLA) ETF data source starts from October 1991: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Oct 1991 - Nov 2022
213 Positive Months (57%) - 161 Negative Months (43%)
MONTHLY RETURNS TABLE
Oct 1991 - Nov 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
+13.10 +5.81 7.8 4.3 12.4 -12.1 7.7 -16.8 4.4 2.3 -3.8 10.1 0.4
2021
-9.34 -15.30 -6.6 -3.4 5.7 4.2 7.3 4.2 -5.7 -0.3 -9.5 -6.3 -2.9 5.3
2020
-15.02 -16.16 -5.6 -11.6 -35.5 5.8 7.2 6.5 9.6 -5.6 -5.2 -1.6 22.1 11.1
2019
+19.53 +16.86 14.9 -4.0 -2.9 1.7 -2.3 5.7 -0.6 -6.2 2.9 4.3 -4.7 11.4
2018
-6.47 -8.23 12.0 -2.6 0.3 -2.2 -14.6 -5.0 11.6 -9.7 3.8 7.5 -3.4 -0.9
2017
+27.79 +25.15 9.9 2.5 1.5 0.0 -3.5 0.7 8.7 4.6 2.9 -4.2 -2.0 4.8
2016
+24.15 +21.63 -4.1 2.4 15.9 7.3 -9.2 10.1 5.4 0.7 -0.5 8.9 -11.2 -0.4
2015
-30.66 -31.16 -5.7 4.2 -7.5 7.2 -6.3 0.7 -7.0 -9.2 -7.0 3.8 -2.4 -5.2
2014
-9.59 -10.26 -9.6 3.0 7.5 3.3 0.8 4.1 0.5 9.9 -14.3 -0.2 -2.8 -9.4
2013
-13.72 -15.00 3.7 -2.1 -0.8 0.3 -6.3 -9.8 -0.4 -4.6 8.5 3.4 -3.4 -1.9
2012
+8.48 +6.62 11.5 5.8 -3.7 -5.0 -11.6 3.0 1.2 0.8 2.9 -0.9 -1.5 7.8
2011
-23.95 -26.14 -6.0 0.7 3.4 1.4 -3.0 -0.6 -4.3 -5.7 -18.4 17.0 -5.3 -2.4
2010
+18.68 +16.93 -10.5 4.8 6.6 -0.2 -10.6 -0.5 13.5 -2.0 11.8 4.5 -2.1 5.0
2009
+120.24 +114.41 -1.4 -6.7 11.7 20.8 21.9 -0.7 11.0 2.7 13.0 0.9 10.4 2.1
2008
-54.66 -54.71 -6.0 8.7 -5.7 11.7 9.5 -8.1 -8.7 -8.6 -21.3 -34.9 -6.5 4.8
2007
+45.09 +39.40 2.0 -1.6 6.2 4.9 11.7 1.6 1.6 -3.6 13.7 10.8 -7.2 -0.2
2006
+46.83 +43.19 18.8 -0.3 -0.3 7.8 -13.9 3.5 2.7 1.7 0.5 7.8 6.1 7.9
2005
+54.97 +49.86 -0.6 12.8 -8.6 -2.1 7.5 4.9 5.7 6.1 15.3 -3.8 8.8 1.3
2004
+43.26 +38.75 1.7 4.9 1.3 -10.8 -0.2 3.2 3.2 5.3 7.5 3.2 9.5 9.2
2003
+68.14 +65.04 -3.1 -2.9 5.1 17.6 2.2 2.3 3.8 5.7 3.3 6.9 3.0 10.8
2002
-19.04 -20.92 1.2 2.0 6.4 -1.1 -4.7 -12.7 -15.0 7.1 -16.2 10.8 3.7 2.3
2001
-6.06 -7.50 10.9 -5.8 -7.3 5.1 4.0 -0.5 -5.1 -4.8 -18.8 2.3 7.2 10.9
2000
-11.48 -14.38 -6.7 10.4 4.4 -11.2 -6.5 13.3 -0.5 5.7 -7.1 -4.8 -10.4 5.0
1999
+70.83 +66.36 -13.1 6.5 22.7 15.4 -4.8 6.0 -8.9 -2.0 2.0 1.9 14.5 21.8
1998
-38.80 -39.77 -10.0 5.2 7.3 -1.2 -13.5 -6.3 5.4 -37.0 4.2 9.5 8.4 -8.4
1997
+24.98 +22.89 9.9 7.2 -1.9 4.5 5.8 8.8 5.8 -9.9 9.8 -19.1 1.1 4.9
1996
+25.69 +21.65 12.3 -4.8 3.4 4.4 4.0 1.6 -4.0 4.4 1.0 -1.6 1.2 2.2
1995
-24.01 -25.89 -13.5 -12.9 -6.7 11.9 0.1 -0.1 4.2 1.7 -0.9 -8.2 1.6 -1.4
1994
-15.25 -17.46 9.2 -2.5 -7.0 -7.5 4.5 -7.0 7.7 13.0 3.7 -4.5 -2.5 -19.0
1993
+64.23 +59.83 -1.8 -0.6 6.9 -2.4 1.9 5.4 2.4 8.2 1.9 7.5 6.4 16.1
1992
+2.16 -0.72 11.1 4.3 0.3 0.6 1.7 -13.9 -0.3 -4.0 -5.3 3.8 -0.4 6.5
1991
- - 0.3 -2.2 6.4

ETF Returns, up to October 2018, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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