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Franklin Small Cap Value A (FRVLX)

54.47 Up 0.28(0.52%) Jan 20

Risk as of Dec 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up12
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 2013):34.72%
Worst 1 Yr Total Return(Dec 30, 2008):-32.78%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFRVLXCategory
Alpha (against Standard Index)-3.52-2.33
Beta (against Standard Index)1.171.09
Mean Annual Return0.590.63
R-squared (against Standard Index)68.2760.49
Standard Deviation15.1715.14
Sharpe Ratio0.460.50
Treynor Ratio5.116.09
5 Years
StatisticFRVLXCategory
Alpha (against Standard Index)-2.12-1.58
Beta (against Standard Index)1.121.10
Mean Annual Return1.161.17
R-squared (against Standard Index)68.0665.59
Standard Deviation14.1414.11
Sharpe Ratio0.981.00
Treynor Ratio12.1212.71
10 Years
StatisticFRVLXCategory
Alpha (against Standard Index)-0.49-0.60
Beta (against Standard Index)1.241.18
Mean Annual Return0.760.72
R-squared (against Standard Index)83.1580.63
Standard Deviation20.7720.11
Sharpe Ratio0.400.40
Treynor Ratio5.245.25