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Franklin Biotechnology Discovery R6 (FRBRX)

154.12 Down 1.66(1.07%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up0
Number of Years Down0
Best 1 Yr Total Return():N/A
Worst 1 Yr Total Return():N/A
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFRBRXCategory
Alpha (against Standard Index)21.6614.86
Beta (against Standard Index)0.810.70
Mean Annual Return2.541.88
R-squared (against Standard Index)27.8052.16
Standard Deviation21.8114.29
Sharpe Ratio1.401.59
Treynor Ratio39.7834.11
5 Years
StatisticFRBRXCategory
Alpha (against Standard Index)14.0610.68
Beta (against Standard Index)0.830.73
Mean Annual Return2.041.66
R-squared (against Standard Index)36.9356.21
Standard Deviation20.0114.56
Sharpe Ratio1.221.38
Treynor Ratio30.0128.10
10 Years
StatisticFRBRXCategory
Alpha (against Standard Index)8.766.23
Beta (against Standard Index)0.640.65
Mean Annual Return1.251.04
R-squared (against Standard Index)30.8453.66
Standard Deviation19.1714.98
Sharpe Ratio0.700.73
Treynor Ratio19.3116.04