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Franklin Federal Interm-Term T/F Inc C (FCITX)
On
Dec 2
:
11.54
0.02
(0.17%)
MORE ON FCITX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.51%
Worst 1 Yr Total Return
(2008)
:
-2.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCITX
Category
Alpha (against Standard Index)
-1.03
-0.48
Beta (against Standard Index)
0.95
0.85
Mean Annual Return
3.03
0.29
R-squared (against Standard Index)
97
90.10
Standard Deviation
5.80
5.40
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.64
N/A
5 Years
Statistic
FCITX
Category
Alpha (against Standard Index)
-1.31
-0.83
Beta (against Standard Index)
0.98
0.85
Mean Annual Return
2.77
0.27
R-squared (against Standard Index)
97
90.34
Standard Deviation
4.87
4.41
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.26
N/A
10 Years
Statistic
FCITX
Category
Alpha (against Standard Index)
-1.35
-0.73
Beta (against Standard Index)
0.98
0.88
Mean Annual Return
4.19
0.38
R-squared (against Standard Index)
95
92.14
Standard Deviation
4.66
4.29
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.25
N/A
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