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Franklin CA Interm-Term Tx-Fr Income A (FKCIX)
On
Dec 4
:
11.30
0.00
(0.00%)
MORE ON FKCIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
3.98%
Worst 1 Yr Total Return
(2008)
:
-5.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FKCIX
Category
Alpha (against Standard Index)
-0.94
-1.01
Beta (against Standard Index)
0.90
0.78
Mean Annual Return
3.02
0.24
R-squared (against Standard Index)
90
82.58
Standard Deviation
5.67
5.19
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.68
N/A
5 Years
Statistic
FKCIX
Category
Alpha (against Standard Index)
-0.92
-1.07
Beta (against Standard Index)
0.90
0.82
Mean Annual Return
3.09
0.24
R-squared (against Standard Index)
91
83.89
Standard Deviation
4.66
4.43
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.08
N/A
10 Years
Statistic
FKCIX
Category
Alpha (against Standard Index)
-0.95
-0.89
Beta (against Standard Index)
0.93
0.80
Mean Annual Return
4.48
0.35
R-squared (against Standard Index)
93
85.79
Standard Deviation
4.49
4.01
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.62
N/A
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