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Franklin Biotechnology Discovery Adv (FTDZX)

175.11 Down 0.19(0.11%) Nov 28

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
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)29.0118.82
Beta (against Standard Index)0.760.71
Mean Annual Return3.232.33
R-squared (against Standard Index)15.7339.40
Standard Deviation20.7412.92
Sharpe Ratio1.872.20
Treynor Ratio57.1743.55
5 Years
StatisticFTDZXCategory
Alpha (against Standard Index)20.3814.03
Beta (against Standard Index)0.840.73
Mean Annual Return2.481.85
R-squared (against Standard Index)37.1255.50
Standard Deviation20.1814.52
Sharpe Ratio1.471.53
Treynor Ratio37.4631.96
10 Years
StatisticFTDZXCategory
Alpha (against Standard Index)10.607.56
Beta (against Standard Index)0.660.66
Mean Annual Return1.381.13
R-squared (against Standard Index)30.6253.21
Standard Deviation19.5815.21
Sharpe Ratio0.760.78
Treynor Ratio21.6117.61