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Franklin Equity Income C (FRETX)
On
Dec 7
:
14.86
0.00
(0.00%)
MORE ON FRETX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.52%
Worst 1 Yr Total Return
(2008)
:
-35.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRETX
Category
Alpha (against Standard Index)
-3.36
-1.05
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
-9.51
-0.55
R-squared (against Standard Index)
94
94.27
Standard Deviation
18.79
20.65
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-12.78
N/A
5 Years
Statistic
FRETX
Category
Alpha (against Standard Index)
-2.52
0.04
Beta (against Standard Index)
0.92
1.02
Mean Annual Return
-1.95
0.14
R-squared (against Standard Index)
93
93.13
Standard Deviation
15.25
16.85
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-5.39
N/A
10 Years
Statistic
FRETX
Category
Alpha (against Standard Index)
1.32
2.54
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
1.07
0.27
R-squared (against Standard Index)
81
80.76
Standard Deviation
14.65
15.89
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.33
N/A
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