Dow Down0.09% Nasdaq Down1.45%

Franklin Small Cap Value R (FVFRX)

51.29 Down 0.12(0.23%) Oct 21

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up8
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):34.46%
Worst 1 Yr Total Return(Dec 30, 2008):-32.95%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-5.74-4.68
Beta (against Standard Index)1.110.99
Mean Annual Return0.550.54
R-squared (against Standard Index)69.6264.24
Standard Deviation14.3713.56
Sharpe Ratio0.460.49
Treynor Ratio5.125.82
5 Years
Alpha (against Standard Index)-3.14-2.70
Beta (against Standard Index)1.191.10
Mean Annual Return1.321.22
R-squared (against Standard Index)73.1472.86
Standard Deviation15.5314.34
Sharpe Ratio1.011.03
Treynor Ratio13.0213.32
10 Years
Alpha (against Standard Index)-1.10-1.13
Beta (against Standard Index)1.231.16
Mean Annual Return0.730.69
R-squared (against Standard Index)83.2181.48
Standard Deviation20.6319.66
Sharpe Ratio0.390.38
Treynor Ratio4.904.98