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Franklin Intl Small Cap Growth A (FINAX)
On
Dec 24
:
14.26
0.05
(0.35%)
MORE ON FINAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FINAX
Category
Alpha (against Standard Index)
7.50
1.55
Beta (against Standard Index)
0.89
1.10
Mean Annual Return
2.74
-0.14
R-squared (against Standard Index)
89
90.55
Standard Deviation
22.58
27.91
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.52
N/A
5 Years
Statistic
FINAX
Category
Alpha (against Standard Index)
9.38
2.92
Beta (against Standard Index)
0.92
1.12
Mean Annual Return
14.05
0.78
R-squared (against Standard Index)
85
89.30
Standard Deviation
19.56
23.42
Sharpe Ratio
0.63
N/A
Treynor Ratio
12.05
N/A
10 Years
Statistic
FINAX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
77.33
Standard Deviation
N/A
23.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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