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    Franklin Mutual International C (FCMIX)

    13.45 Up 0.02(0.15%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up3
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):18.54%
    Worst 1 Yr Total Return(Dec 30, 2011):-11.98%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFCMIXCategory
    Alpha (against Standard Index)0.54-0.33
    Beta (against Standard Index)0.770.94
    Mean Annual Return0.180.13
    R-squared (against Standard Index)80.5689.91
    Standard Deviation11.4113.19
    Sharpe Ratio0.180.12
    Treynor Ratio1.800.83
    5 Years
    StatisticFCMIXCategory
    Alpha (against Standard Index)0.800.30
    Beta (against Standard Index)0.800.95
    Mean Annual Return0.150.13
    R-squared (against Standard Index)86.5991.26
    Standard Deviation13.3215.51
    Sharpe Ratio0.130.10
    Treynor Ratio1.120.40
    10 Years
    StatisticFCMIXCategory
    Alpha (against Standard Index)N/A-1.26
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.20
    R-squared (against Standard Index)N/A93.52
    Standard DeviationN/A19.56
    Sharpe RatioN/A0.08
    Treynor RatioN/A-0.43