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Franklin DynaTech C (FDYNX)
On
Jan 7
:
23.61
0.07
(0.30%)
MORE ON FDYNX
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Risk
As of 30-Nov-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
(2007)
:
22.10%
Worst 1 Yr Total Return
(2008)
:
-41.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDYNX
Category
Alpha (against Standard Index)
6.02
2.20
Beta (against Standard Index)
0.99
0.99
Mean Annual Return
-0.24
-0.14
R-squared (against Standard Index)
82
88.76
Standard Deviation
21.66
21.04
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.55
N/A
5 Years
Statistic
FDYNX
Category
Alpha (against Standard Index)
2.05
0.80
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
2.38
0.24
R-squared (against Standard Index)
79
86.59
Standard Deviation
18.27
17.50
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.60
N/A
10 Years
Statistic
FDYNX
Category
Alpha (against Standard Index)
1.33
-0.13
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
0.53
0.05
R-squared (against Standard Index)
75
78.99
Standard Deviation
18.01
19.17
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.49
N/A
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