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Templeton China World Adv (TACWX)

19.72 Up 0.16(0.82%) May 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):64.50%
Worst 1 Yr Total Return(Dec 30, 2008):-44.54%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTACWXCategory
Alpha (against Standard Index)-3.291.35
Beta (against Standard Index)1.101.05
Mean Annual Return-0.200.19
R-squared (against Standard Index)68.7457.49
Standard Deviation17.8618.95
Sharpe Ratio-0.140.10
Treynor Ratio-3.570.34
5 Years
StatisticTACWXCategory
Alpha (against Standard Index)-2.70-0.46
Beta (against Standard Index)1.021.05
Mean Annual Return-0.130.06
R-squared (against Standard Index)72.6467.99
Standard Deviation18.6819.86
Sharpe Ratio-0.090.03
Treynor Ratio-3.29-1.35
10 Years
StatisticTACWXCategory
Alpha (against Standard Index)4.554.88
Beta (against Standard Index)1.021.06
Mean Annual Return0.680.72
R-squared (against Standard Index)71.7568.74
Standard Deviation23.1224.64
Sharpe Ratio0.310.31
Treynor Ratio4.484.36