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Franklin Equity Income A (FISEX)
On
Dec 22
:
15.08
0.02
(0.13%)
MORE ON FISEX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.36%
Worst 1 Yr Total Return
(2008)
:
-35.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FISEX
Category
Alpha (against Standard Index)
-2.79
-1.37
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
-7.85
-0.45
R-squared (against Standard Index)
94
94.58
Standard Deviation
19.04
20.79
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.86
N/A
5 Years
Statistic
FISEX
Category
Alpha (against Standard Index)
-1.93
-0.29
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
-1.02
0.14
R-squared (against Standard Index)
93
93.49
Standard Deviation
15.32
16.81
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.35
N/A
10 Years
Statistic
FISEX
Category
Alpha (against Standard Index)
2.36
2.74
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
2.43
0.31
R-squared (against Standard Index)
81
81.33
Standard Deviation
14.73
15.97
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.61
N/A
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