• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.25% Nasdaq Up0.65%

    Franklin Biotechnology Discovery Adv (FTDZX)

    135.95 Up 1.48(1.10%) May 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up6
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):69.15%
    Worst 1 Yr Total Return(Dec 30, 2015):5.75%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFTDZXCategory
    Alpha (against Standard Index)10.3410.57
    Beta (against Standard Index)1.160.90
    Mean Annual Return1.401.31
    R-squared (against Standard Index)25.8041.55
    Standard Deviation27.2617.59
    Sharpe Ratio0.620.94
    Treynor Ratio11.9616.87
    5 Years
    StatisticFTDZXCategory
    Alpha (against Standard Index)14.6011.37
    Beta (against Standard Index)0.990.78
    Mean Annual Return1.671.31
    R-squared (against Standard Index)31.4348.32
    Standard Deviation23.9515.81
    Sharpe Ratio0.831.01
    Treynor Ratio18.7219.63
    10 Years
    StatisticFTDZXCategory
    Alpha (against Standard Index)10.027.68
    Beta (against Standard Index)0.720.69
    Mean Annual Return1.180.97
    R-squared (against Standard Index)32.8553.72
    Standard Deviation21.3316.36
    Sharpe Ratio0.610.65
    Treynor Ratio15.9414.17