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Franklin Mutual International C (FCMIX)

14.77 Up 0.14(0.96%) Oct 21

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):18.54%
Worst 1 Yr Total Return(Dec 30, 2011):-11.98%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFCMIXCategory
Alpha (against Standard Index)3.241.82
Beta (against Standard Index)0.740.94
Mean Annual Return1.021.10
R-squared (against Standard Index)85.1990.46
Standard Deviation11.4814.12
Sharpe Ratio1.060.94
Treynor Ratio16.5414.03
5 Years
StatisticFCMIXCategory
Alpha (against Standard Index)1.49-0.04
Beta (against Standard Index)0.740.99
Mean Annual Return0.570.59
R-squared (against Standard Index)88.4192.91
Standard Deviation13.0316.88
Sharpe Ratio0.520.42
Treynor Ratio8.246.01
10 Years
StatisticFCMIXCategory
Alpha (against Standard Index)N/A-1.08
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.61
R-squared (against Standard Index)N/A93.77
Standard DeviationN/A18.85
Sharpe RatioN/A0.31
Treynor RatioN/A4.36