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Franklin Biotechnology Discovery Adv (FTDZX)

117.04 Down 1.48(1.25%) Feb 11

Risk as of Jan 30, 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)16.0113.68
Beta (against Standard Index)1.260.99
Mean Annual Return1.801.51
R-squared (against Standard Index)27.5844.57
Standard Deviation27.1717.61
Sharpe Ratio0.791.07
Treynor Ratio15.3918.14
5 Years
StatisticFTDZXCategory
Alpha (against Standard Index)17.0713.20
Beta (against Standard Index)1.000.82
Mean Annual Return1.861.46
R-squared (against Standard Index)31.6250.23
Standard Deviation23.8615.88
Sharpe Ratio0.931.12
Treynor Ratio21.1621.33
10 Years
StatisticFTDZXCategory
Alpha (against Standard Index)9.517.21
Beta (against Standard Index)0.710.69
Mean Annual Return1.120.92
R-squared (against Standard Index)31.2052.68
Standard Deviation21.3516.35
Sharpe Ratio0.570.60
Treynor Ratio14.8813.01