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Franklin Large Cap Equity Adv (FLCIX)
On
Dec 7
:
5.12
0.02
(0.39%)
MORE ON FLCIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.56%
Worst 1 Yr Total Return
(2008)
:
-38.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLCIX
Category
Alpha (against Standard Index)
2.05
2.45
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-4.77
-0.24
R-squared (against Standard Index)
93
88.47
Standard Deviation
19.46
20.84
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.48
N/A
5 Years
Statistic
FLCIX
Category
Alpha (against Standard Index)
0.07
0.94
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
0.44
0.21
R-squared (against Standard Index)
92
86.37
Standard Deviation
16.02
17.46
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.67
N/A
10 Years
Statistic
FLCIX
Category
Alpha (against Standard Index)
0.08
0.18
Beta (against Standard Index)
0.92
1.04
Mean Annual Return
-0.57
0.04
R-squared (against Standard Index)
91
78.62
Standard Deviation
15.54
19.22
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.85
N/A
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