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    Franklin Mutual International C (FCMIX)

    15.11 Up 0.02(0.13%) Jul 29

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up3
    Number of Years Down2
    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
    Alpha (against Standard Index)3.881.13
    Beta (against Standard Index)0.671.00
    Mean Annual Return0.860.90
    R-squared (against Standard Index)73.1588.36
    Standard Deviation8.0811.06
    Sharpe Ratio1.270.98
    Treynor Ratio15.5610.72
    5 Years
    Alpha (against Standard Index)1.980.86
    Beta (against Standard Index)0.741.00
    Mean Annual Return0.710.80
    R-squared (against Standard Index)88.0292.86
    Standard Deviation12.4116.19
    Sharpe Ratio0.680.59
    Treynor Ratio10.648.63
    10 Years
    Alpha (against Standard Index)N/A-1.15
    Beta (against Standard Index)N/A0.99
    Mean Annual ReturnN/A0.50
    R-squared (against Standard Index)N/A94.04
    Standard DeviationN/A19.21
    Sharpe RatioN/A0.24
    Treynor RatioN/A2.92