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Franklin AZ Tax-Free Income A (FTAZX)
On
Dec 8
:
10.80
0.03
(0.28%)
MORE ON FTAZX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
6.05%
Worst 1 Yr Total Return
(2008)
:
-6.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTAZX
Category
Alpha (against Standard Index)
-0.93
-2.20
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
3.38
0.20
R-squared (against Standard Index)
95
87.28
Standard Deviation
6.91
7.96
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.86
N/A
5 Years
Statistic
FTAZX
Category
Alpha (against Standard Index)
-0.51
-1.03
Beta (against Standard Index)
1.11
1.11
Mean Annual Return
3.72
0.28
R-squared (against Standard Index)
94
90.28
Standard Deviation
5.58
5.80
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.63
N/A
10 Years
Statistic
FTAZX
Category
Alpha (against Standard Index)
-0.68
-0.99
Beta (against Standard Index)
1.06
1.07
Mean Annual Return
5.08
0.40
R-squared (against Standard Index)
94
91.11
Standard Deviation
5.04
5.25
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.00
N/A
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