Dow Up0.19% Nasdaq Up0.28%

Franklin Utilities Adv (FRUAX)

17.25 Up 0.12(0.70%) Oct 21

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up13
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2000):41.66%
Worst 1 Yr Total Return(Dec 30, 2008):-25.50%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFRUAXCategory
Alpha (against Standard Index)8.636.47
Beta (against Standard Index)0.320.50
Mean Annual Return1.161.21
R-squared (against Standard Index)12.4033.79
Standard Deviation11.1311.07
Sharpe Ratio1.241.31
Treynor Ratio43.5431.58
5 Years
StatisticFRUAXCategory
Alpha (against Standard Index)9.366.27
Beta (against Standard Index)0.370.56
Mean Annual Return1.121.03
R-squared (against Standard Index)25.3051.43
Standard Deviation10.8511.67
Sharpe Ratio1.231.05
Treynor Ratio36.2422.81
10 Years
StatisticFRUAXCategory
Alpha (against Standard Index)5.804.35
Beta (against Standard Index)0.450.61
Mean Annual Return0.870.84
R-squared (against Standard Index)38.7156.63
Standard Deviation12.1313.57
Sharpe Ratio0.740.63
Treynor Ratio19.0113.28