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Franklin Gold and Precious Metals B (FAGPX)
On
Dec 4
:
39.77
1.72
(4.15%)
MORE ON FAGPX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
39.44%
Worst 1 Yr Total Return
(2008)
:
-31.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAGPX
Category
Alpha (against Standard Index)
11.11
6.81
Beta (against Standard Index)
5.60
6.36
Mean Annual Return
10.84
1.46
R-squared (against Standard Index)
0
0.66
Standard Deviation
45.24
44.41
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.50
N/A
5 Years
Statistic
FAGPX
Category
Alpha (against Standard Index)
19.53
16.06
Beta (against Standard Index)
2.65
3.04
Mean Annual Return
17.78
1.77
R-squared (against Standard Index)
0
0.24
Standard Deviation
39.63
39.29
Sharpe Ratio
0.54
N/A
Treynor Ratio
5.57
N/A
10 Years
Statistic
FAGPX
Category
Alpha (against Standard Index)
16.10
17.52
Beta (against Standard Index)
4.11
3.02
Mean Annual Return
16.70
1.85
R-squared (against Standard Index)
0
0.17
Standard Deviation
34.10
35.11
Sharpe Ratio
0.54
N/A
Treynor Ratio
3.34
N/A
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