Performance analysis of FTF (Franklin Ltd Duration Income Trust)
Annual Return
Over the past 3 years, FTF has had an average annual return of +10.28%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FTF has had an average annual return of +2.24%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, FTF has had an average annual return of +3.82%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Sep 4, 2003, FTF has had an average annual return of +4.94%, underperforming the benchmark SPY, which returned +11.15% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -0.56% | +4.17% | +19.55% | +12.23% | -23.48% | +6.76% | +9.04% | +18.43% | -15.28% | +9.41% | +20.23% | -6.25% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +0.37% | -3.47% | +16.60% | +8.23% | +18.16% | +55.46% | -19.65% | -6.72% | +17.76% | -8.35% | +8.82% | -1.02% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.65% | -0.14% | -3.74% | +2.09% | +0.88% | -1.19% | -0.56% | ||||||
| 2025 | +1.24% | -0.60% | -0.44% | -1.50% | +2.57% | +1.28% | +0.66% | +1.28% | +0.18% | -1.71% | -0.45% | +1.68% | +4.17% |
| 2024 | +2.29% | +0.82% | +0.66% | +0.36% | +2.28% | +1.45% | +4.13% | +3.70% | +0.17% | -1.49% | +2.97% | +0.78% | +19.55% |
| 2023 | +5.63% | -0.78% | -2.35% | +3.73% | -2.85% | +2.11% | +2.59% | -0.33% | -0.83% | -2.32% | +5.56% | +1.91% | +12.23% |
| 2022 | -9.96% | -1.05% | -3.74% | -5.34% | -1.71% | -1.34% | +2.73% | +1.02% | -9.45% | +0.04% | +7.86% | -4.14% | -23.48% |
| 2021 | +0.19% | +0.74% | -0.87% | +1.62% | +0.09% | +1.07% | +1.39% | +1.59% | -1.74% | +0.51% | -0.48% | +2.52% | +6.76% |
| 2020 | +0.57% | -7.59% | -9.71% | +3.62% | +3.26% | +3.44% | +2.20% | +2.75% | -1.40% | -2.50% | +6.40% | +9.30% | +9.04% |
| 2019 | +6.05% | +1.86% | +1.53% | +0.59% | -0.66% | +2.82% | +0.90% | -1.60% | +0.06% | +0.91% | +1.01% | +3.78% | +18.43% |
| 2018 | -0.77% | -3.22% | +0.55% | -0.09% | +0.81% | -0.29% | +3.09% | +2.57% | -9.46% | -7.72% | +0.12% | -1.23% | -15.28% |
| 2017 | +2.49% | +0.41% | -0.75% | +0.82% | +0.66% | +0.06% | +1.08% | +1.16% | +1.99% | -0.03% | -0.80% | +2.01% | +9.41% |
Drawdown analysis of FTF (Franklin Ltd Duration Income Trust)
The maximum drawdown for the FTF was -51.16%, occurring on Nov 21, 2008. Recovery took 212 trading sessions.
The current FTF drawdown is -2.72%.
Since Sep 4, 2003 FTF has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 4 times
- 10% or more: 10 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.16% | May 31, 2007 | 375 | Nov 21, 2008 | 212 | Sep 28, 2009 | 587 |
| -36.63% | Aug 28, 2018 | 390 | Mar 18, 2020 | 192 | Dec 18, 2020 | 582 |
| -28.55% | Dec 28, 2021 | 201 | Oct 14, 2022 | 481 | Sep 16, 2024 | 682 |
| -20.46% | Feb 19, 2013 | 735 | Jan 20, 2016 | 192 | Oct 21, 2016 | 927 |
| -17.04% | Jul 8, 2011 | 62 | Oct 5, 2011 | 119 | Mar 27, 2012 | 181 |
| -15.13% | Mar 7, 2005 | 182 | Nov 22, 2005 | 204 | Sep 15, 2006 | 386 |
| -14.73% | Apr 29, 2010 | 18 | May 25, 2010 | 88 | Sep 29, 2010 | 106 |
| -11.70% | Mar 17, 2004 | 37 | May 10, 2004 | 81 | Sep 3, 2004 | 118 |
| -11.58% | Feb 19, 2025 | 33 | Apr 7, 2025 | 58 | Jul 1, 2025 | 91 |
| -10.83% | Oct 1, 2012 | 31 | Nov 15, 2012 | 31 | Jan 2, 2013 | 62 |
| -8.82% | May 24, 2012 | 8 | Jun 6, 2012 | 15 | Jun 27, 2012 | 23 |
| -7.52% | Oct 26, 2010 | 33 | Dec 13, 2010 | 42 | Feb 11, 2011 | 75 |
| -6.54% | Feb 10, 2026 | 32 | Mar 27, 2026 | Ongoing | Ongoing | Ongoing |
| -6.32% | Sep 29, 2009 | 23 | Oct 30, 2009 | 30 | Dec 14, 2009 | 53 |
| -6.09% | Jan 26, 2018 | 78 | May 18, 2018 | 66 | Aug 22, 2018 | 144 |
| -6.05% | Oct 25, 2016 | 14 | Nov 14, 2016 | 50 | Jan 27, 2017 | 64 |
| -5.72% | Sep 4, 2003 | 64 | Dec 4, 2003 | 21 | Jan 6, 2004 | 85 |
| -5.70% | Sep 16, 2025 | 47 | Nov 20, 2025 | 40 | Jan 21, 2026 | 87 |
| -5.59% | Sep 9, 2021 | 67 | Dec 14, 2021 | 9 | Dec 28, 2021 | 76 |
| -5.35% | Feb 2, 2010 | 3 | Feb 5, 2010 | 9 | Feb 19, 2010 | 12 |
| -4.84% | May 16, 2012 | 4 | May 22, 2012 | 2 | May 24, 2012 | 6 |
| -4.65% | Apr 2, 2012 | 8 | Apr 13, 2012 | 11 | Apr 30, 2012 | 19 |
| -4.25% | Nov 2, 2004 | 5 | Nov 9, 2004 | 29 | Dec 21, 2004 | 34 |
| -4.03% | Dec 11, 2024 | 6 | Dec 19, 2024 | 12 | Jan 8, 2025 | 18 |
| -3.60% | Dec 20, 2006 | 5 | Dec 28, 2006 | 7 | Jan 10, 2007 | 12 |