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Franklin CA Insured Tax-Free Inc B (FRCBX)
On
Dec 3
:
12.01
0.02
(0.17%)
MORE ON FRCBX
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Research Reports
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
(2004)
:
4.14%
Worst 1 Yr Total Return
(2008)
:
-7.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRCBX
Category
Alpha (against Standard Index)
-2.47
-2.83
Beta (against Standard Index)
1.11
1.27
Mean Annual Return
1.78
0.16
R-squared (against Standard Index)
91
86.16
Standard Deviation
7.04
8.45
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.57
N/A
5 Years
Statistic
FRCBX
Category
Alpha (against Standard Index)
-1.53
-1.51
Beta (against Standard Index)
1.10
1.22
Mean Annual Return
2.67
0.25
R-squared (against Standard Index)
91
86.64
Standard Deviation
5.69
6.60
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.33
N/A
10 Years
Statistic
FRCBX
Category
Alpha (against Standard Index)
-1.38
-1.44
Beta (against Standard Index)
1.09
1.19
Mean Annual Return
4.44
0.39
R-squared (against Standard Index)
93
87.45
Standard Deviation
5.31
6.01
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.35
N/A
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