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Franklin CA High Yield Municipal A (FCAMX)
On
Dec 2
:
9.09
0.02
(0.22%)
MORE ON FCAMX
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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)
:
7.02%
Worst 1 Yr Total Return
(2008)
:
-19.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCAMX
Category
Alpha (against Standard Index)
-3.98
-2.83
Beta (against Standard Index)
1.44
1.27
Mean Annual Return
0.50
0.16
R-squared (against Standard Index)
60
86.16
Standard Deviation
11.28
8.45
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-1.33
N/A
5 Years
Statistic
FCAMX
Category
Alpha (against Standard Index)
-1.41
-1.51
Beta (against Standard Index)
1.38
1.22
Mean Annual Return
2.90
0.25
R-squared (against Standard Index)
59
86.64
Standard Deviation
8.87
6.60
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.09
N/A
10 Years
Statistic
FCAMX
Category
Alpha (against Standard Index)
-1.16
-1.44
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
4.76
0.39
R-squared (against Standard Index)
61
87.45
Standard Deviation
6.94
6.01
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.54
N/A
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