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Franklin Mutual Quest A (TEQIX)

14.73 Down 0.02(0.14%) May 4

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up15
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):29.99%
Worst 1 Yr Total Return(Dec 30, 2008):-25.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTEQIXCategory
Alpha (against Standard Index)-0.24-2.89
Beta (against Standard Index)1.121.11
Mean Annual Return0.420.20
R-squared (against Standard Index)84.6986.58
Standard Deviation8.678.53
Sharpe Ratio0.570.29
Treynor Ratio4.161.86
5 Years
StatisticTEQIXCategory
Alpha (against Standard Index)-0.30-3.06
Beta (against Standard Index)1.121.16
Mean Annual Return0.480.29
R-squared (against Standard Index)86.2989.40
Standard Deviation9.589.77
Sharpe Ratio0.590.38
Treynor Ratio4.732.83
10 Years
StatisticTEQIXCategory
Alpha (against Standard Index)-0.12-1.62
Beta (against Standard Index)0.951.11
Mean Annual Return0.450.39
R-squared (against Standard Index)84.7088.92
Standard Deviation10.2511.68
Sharpe Ratio0.430.32
Treynor Ratio4.192.90