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Franklin Biotechnology Discovery A (FBDIX)
On
Dec 24
:
58.68
0.12
(0.20%)
MORE ON FBDIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
11.95%
Worst 1 Yr Total Return
(2008)
:
-10.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBDIX
Category
Alpha (against Standard Index)
1.42
3.83
Beta (against Standard Index)
0.58
0.74
Mean Annual Return
-1.74
0.12
R-squared (against Standard Index)
36
63.76
Standard Deviation
19.27
18.76
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-6.88
N/A
5 Years
Statistic
FBDIX
Category
Alpha (against Standard Index)
1.64
2.90
Beta (against Standard Index)
0.66
0.74
Mean Annual Return
2.34
0.43
R-squared (against Standard Index)
32
58.47
Standard Deviation
18.45
15.92
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.99
N/A
10 Years
Statistic
FBDIX
Category
Alpha (against Standard Index)
9.33
6.40
Beta (against Standard Index)
0.83
0.62
Mean Annual Return
4.79
0.66
R-squared (against Standard Index)
14
29.57
Standard Deviation
35.85
20.00
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.25
N/A
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