Dow Down0.48% Nasdaq Up0.29%

Franklin Utilities Adv (FRUAX)

17.76 Up 0.10(0.57%) May 31

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up14
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2014):25.42%
Worst 1 Yr Total Return(Dec 30, 2008):-25.50%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFRUAXCategory
Alpha (against Standard Index)6.693.36
Beta (against Standard Index)0.350.55
Mean Annual Return0.730.54
R-squared (against Standard Index)10.7933.33
Standard Deviation12.8412.25
Sharpe Ratio0.670.52
Treynor Ratio23.1412.26
5 Years
StatisticFRUAXCategory
Alpha (against Standard Index)10.526.21
Beta (against Standard Index)0.230.46
Mean Annual Return0.990.73
R-squared (against Standard Index)7.9534.89
Standard Deviation11.2511.34
Sharpe Ratio1.050.77
Treynor Ratio50.5322.86
10 Years
StatisticFRUAXCategory
Alpha (against Standard Index)6.874.28
Beta (against Standard Index)0.430.60
Mean Annual Return0.810.66
R-squared (against Standard Index)33.9154.96
Standard Deviation12.7113.93
Sharpe Ratio0.690.50
Treynor Ratio19.1010.61