Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 3, 2009, 2:13PM ET - U.S. Markets close in 1 hour and 47 minutes.
Dow
0.03%
Nasdaq
0.38%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Franklin CA High Yield Municipal C (FCAHX)
On
Dec 2
:
9.14
0.02
(0.22%)
MORE ON FCAHX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
6.41%
Worst 1 Yr Total Return
(2008)
:
-20.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCAHX
Category
Alpha (against Standard Index)
-4.50
-2.83
Beta (against Standard Index)
1.45
1.27
Mean Annual Return
-0.01
0.16
R-squared (against Standard Index)
60
86.16
Standard Deviation
11.37
8.45
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-1.67
N/A
5 Years
Statistic
FCAHX
Category
Alpha (against Standard Index)
-1.95
-1.51
Beta (against Standard Index)
1.39
1.22
Mean Annual Return
2.35
0.25
R-squared (against Standard Index)
60
86.64
Standard Deviation
8.93
6.60
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.48
N/A
10 Years
Statistic
FCAHX
Category
Alpha (against Standard Index)
-1.71
-1.44
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
4.20
0.39
R-squared (against Standard Index)
61
87.45
Standard Deviation
6.97
6.01
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.06
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center