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Franklin CA High Yield Municipal Advisor (FVCAX)
On
Dec 23
:
9.09
0.01
(0.11%)
MORE ON FVCAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-1.48%
Worst 1 Yr Total Return
(2008)
:
-19.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FVCAX
Category
Alpha (against Standard Index)
-4.32
-3.17
Beta (against Standard Index)
1.44
1.26
Mean Annual Return
0.21
0.14
R-squared (against Standard Index)
59
85.78
Standard Deviation
11.30
8.43
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.43
N/A
5 Years
Statistic
FVCAX
Category
Alpha (against Standard Index)
-1.82
-1.78
Beta (against Standard Index)
1.39
1.22
Mean Annual Return
2.97
0.26
R-squared (against Standard Index)
59
86.44
Standard Deviation
8.89
6.57
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.02
N/A
10 Years
Statistic
FVCAX
Category
Alpha (against Standard Index)
-1.23
-1.52
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
4.66
0.38
R-squared (against Standard Index)
61
87.22
Standard Deviation
6.95
6.01
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.50
N/A
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