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    Franklin Biotechnology Discovery Adv (FTDZX)

    177.97 Up 2.70(1.54%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up4
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):69.15%
    Worst 1 Yr Total Return(Dec 30, 2011):8.65%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFTDZXCategory
    Alpha (against Standard Index)27.1318.40
    Beta (against Standard Index)0.790.72
    Mean Annual Return3.212.40
    R-squared (against Standard Index)15.9038.98
    Standard Deviation20.7612.86
    Sharpe Ratio1.852.29
    Treynor Ratio54.7644.34
    5 Years
    StatisticFTDZXCategory
    Alpha (against Standard Index)20.0813.64
    Beta (against Standard Index)0.840.72
    Mean Annual Return2.421.78
    R-squared (against Standard Index)36.8255.31
    Standard Deviation20.1614.31
    Sharpe Ratio1.441.49
    Treynor Ratio36.4030.98
    10 Years
    StatisticFTDZXCategory
    Alpha (against Standard Index)10.807.78
    Beta (against Standard Index)0.660.66
    Mean Annual Return1.381.13
    R-squared (against Standard Index)30.8553.28
    Standard Deviation19.5815.20
    Sharpe Ratio0.760.79
    Treynor Ratio21.4417.55