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    Franklin Biotechnology Discovery Adv (FTDZX)

    180.15 Up 2.96(1.67%) Nov 23

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    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
    Alpha (against Standard Index)21.8216.14
    Beta (against Standard Index)0.940.84
    Mean Annual Return2.612.05
    R-squared (against Standard Index)19.5039.79
    Standard Deviation23.1415.03
    Sharpe Ratio1.351.66
    Treynor Ratio34.7631.36
    5 Years
    Alpha (against Standard Index)20.2214.38
    Beta (against Standard Index)0.850.74
    Mean Annual Return2.281.72
    R-squared (against Standard Index)29.0949.51
    Standard Deviation21.1514.58
    Sharpe Ratio1.291.42
    Treynor Ratio33.0928.68
    10 Years
    Alpha (against Standard Index)11.247.74
    Beta (against Standard Index)0.660.66
    Mean Annual Return1.361.07
    R-squared (against Standard Index)31.3152.91
    Standard Deviation19.9615.67
    Sharpe Ratio0.750.73
    Treynor Ratio21.1716.49