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Franklin Balance Sheet Investment A (FRBSX)
On
Dec 24
:
43.45
0.23
(0.53%)
MORE ON FRBSX
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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
(2004)
:
25.30%
Worst 1 Yr Total Return
(2008)
:
-36.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRBSX
Category
Alpha (against Standard Index)
-2.36
0.96
Beta (against Standard Index)
1.17
1.15
Mean Annual Return
-9.91
-0.33
R-squared (against Standard Index)
92
89.96
Standard Deviation
24.22
24.07
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-10.38
N/A
5 Years
Statistic
FRBSX
Category
Alpha (against Standard Index)
-0.64
1.28
Beta (against Standard Index)
1.18
1.16
Mean Annual Return
-0.80
0.26
R-squared (against Standard Index)
90
88.97
Standard Deviation
19.83
19.80
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.22
N/A
10 Years
Statistic
FRBSX
Category
Alpha (against Standard Index)
7.49
7.57
Beta (against Standard Index)
0.83
0.96
Mean Annual Return
7.45
0.70
R-squared (against Standard Index)
66
72.92
Standard Deviation
16.51
18.20
Sharpe Ratio
0.35
N/A
Treynor Ratio
5.45
N/A
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