Dow Up0.09% Nasdaq Down0.02%

Franklin Biotechnology Discovery Adv (FTDZX)

162.14 Down 0.57(0.35%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
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)21.7714.86
Beta (against Standard Index)0.810.70
Mean Annual Return2.551.88
R-squared (against Standard Index)27.8252.16
Standard Deviation21.8014.29
Sharpe Ratio1.401.59
Treynor Ratio39.9634.11
5 Years
StatisticFTDZXCategory
Alpha (against Standard Index)14.2410.68
Beta (against Standard Index)0.830.73
Mean Annual Return2.061.66
R-squared (against Standard Index)36.9656.21
Standard Deviation20.0214.56
Sharpe Ratio1.231.38
Treynor Ratio30.2528.10
10 Years
StatisticFTDZXCategory
Alpha (against Standard Index)8.856.23
Beta (against Standard Index)0.640.65
Mean Annual Return1.261.04
R-squared (against Standard Index)30.8553.66
Standard Deviation19.1714.98
Sharpe Ratio0.700.73
Treynor Ratio19.4516.04