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Franklin MicroCap Value A (FRMCX)
On
Dec 22
:
26.57
0.01
(0.04%)
MORE ON FRMCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.94%
Worst 1 Yr Total Return
(2008)
:
-30.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRMCX
Category
Alpha (against Standard Index)
-0.65
-0.27
Beta (against Standard Index)
0.88
1.17
Mean Annual Return
-5.75
-0.44
R-squared (against Standard Index)
75
84.58
Standard Deviation
20.13
25.23
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-9.10
N/A
5 Years
Statistic
FRMCX
Category
Alpha (against Standard Index)
1.66
0.26
Beta (against Standard Index)
0.89
1.19
Mean Annual Return
2.40
0.18
R-squared (against Standard Index)
72
81.92
Standard Deviation
16.72
21.20
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.67
N/A
10 Years
Statistic
FRMCX
Category
Alpha (against Standard Index)
10.05
8.93
Beta (against Standard Index)
0.61
0.95
Mean Annual Return
11.08
0.82
R-squared (against Standard Index)
45
64.94
Standard Deviation
14.67
19.09
Sharpe Ratio
0.60
N/A
Treynor Ratio
13.40
N/A
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