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Franklin Gold and Precious Metals A (FKRCX)
On
Dec 22
:
38.65
0.09
(0.23%)
MORE ON FKRCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
40.59%
Worst 1 Yr Total Return
(2008)
:
-30.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FKRCX
Category
Alpha (against Standard Index)
16.33
10.54
Beta (against Standard Index)
4.61
5.79
Mean Annual Return
14.68
1.70
R-squared (against Standard Index)
0
0.49
Standard Deviation
46.14
45.29
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.69
N/A
5 Years
Statistic
FKRCX
Category
Alpha (against Standard Index)
23.53
19.07
Beta (against Standard Index)
2.22
2.91
Mean Annual Return
21.79
2.02
R-squared (against Standard Index)
0
0.16
Standard Deviation
40.37
40.09
Sharpe Ratio
0.62
N/A
Treynor Ratio
8.49
N/A
10 Years
Statistic
FKRCX
Category
Alpha (against Standard Index)
18.89
19.59
Beta (against Standard Index)
3.76
3.26
Mean Annual Return
19.46
2.03
R-squared (against Standard Index)
0
0.14
Standard Deviation
34.55
35.61
Sharpe Ratio
0.61
N/A
Treynor Ratio
4.40
N/A
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