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Franklin Large Cap Value A (FLVAX)
On
Jan 6
:
11.51
0.04
(0.35%)
MORE ON FLVAX
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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
(2006)
:
15.95%
Worst 1 Yr Total Return
(2008)
:
-36.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLVAX
Category
Alpha (against Standard Index)
-1.52
-1.37
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
-7.90
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
21.52
20.79
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.55
N/A
5 Years
Statistic
FLVAX
Category
Alpha (against Standard Index)
-1.55
-0.29
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
-1.07
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
17.21
16.81
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.87
N/A
10 Years
Statistic
FLVAX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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