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Franklin CA Insured Tax-Free Inc C (FRCAX)
On
Dec 24
:
12.05
0.00
(0.00%)
MORE ON FRCAX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
4.11%
Worst 1 Yr Total Return
(2008)
:
-7.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRCAX
Category
Alpha (against Standard Index)
-2.79
-3.17
Beta (against Standard Index)
1.10
1.26
Mean Annual Return
1.45
0.14
R-squared (against Standard Index)
90
85.78
Standard Deviation
7.02
8.43
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.74
N/A
5 Years
Statistic
FRCAX
Category
Alpha (against Standard Index)
-1.72
-1.78
Beta (against Standard Index)
1.10
1.22
Mean Annual Return
2.83
0.26
R-squared (against Standard Index)
90
86.44
Standard Deviation
5.68
6.57
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.14
N/A
10 Years
Statistic
FRCAX
Category
Alpha (against Standard Index)
-1.48
-1.52
Beta (against Standard Index)
1.09
1.18
Mean Annual Return
4.32
0.38
R-squared (against Standard Index)
92
87.22
Standard Deviation
5.31
6.01
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.27
N/A
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