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Franklin Biotechnology Discovery Adv (FTDZX)

160.23 Up 2.39(1.51%) Sep 16

Risk as of Aug 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)28.4217.21
Beta (against Standard Index)0.710.67
Mean Annual Return3.212.22
R-squared (against Standard Index)20.6647.02
Standard Deviation21.0513.70
Sharpe Ratio1.831.96
Treynor Ratio60.3443.58
5 Years
StatisticFTDZXCategory
Alpha (against Standard Index)16.8911.60
Beta (against Standard Index)0.850.74
Mean Annual Return2.281.72
R-squared (against Standard Index)36.9355.94
Standard Deviation20.5314.71
Sharpe Ratio1.331.42
Treynor Ratio33.2429.05
10 Years
StatisticFTDZXCategory
Alpha (against Standard Index)9.636.62
Beta (against Standard Index)0.650.65
Mean Annual Return1.341.09
R-squared (against Standard Index)30.4253.45
Standard Deviation19.5015.09
Sharpe Ratio0.740.76
Treynor Ratio20.8016.83