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Franklin Convertible Securities C (FROTX)
On
Dec 30
:
13.08
0.01
(0.08%)
MORE ON FROTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
15.10%
Worst 1 Yr Total Return
(2008)
:
-35.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FROTX
Category
Alpha (against Standard Index)
-2.80
-0.95
Beta (against Standard Index)
1.38
1.21
Mean Annual Return
-3.05
0.07
R-squared (against Standard Index)
84
80.73
Standard Deviation
19.90
17.91
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-3.86
N/A
5 Years
Statistic
FROTX
Category
Alpha (against Standard Index)
-2.65
-2.13
Beta (against Standard Index)
1.36
1.20
Mean Annual Return
2.19
0.30
R-squared (against Standard Index)
83
79.99
Standard Deviation
16.02
14.54
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.59
N/A
10 Years
Statistic
FROTX
Category
Alpha (against Standard Index)
0.38
-0.63
Beta (against Standard Index)
1.37
1.19
Mean Annual Return
5.56
0.43
R-squared (against Standard Index)
79
71.60
Standard Deviation
15.38
14.11
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.92
N/A
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