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Templeton Global Smaller Comp C (TESGX)
On
Dec 24
:
5.74
0.02
(0.35%)
MORE ON TESGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
25.27%
Worst 1 Yr Total Return
(2008)
:
-50.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TESGX
Category
Alpha (against Standard Index)
2.29
0.27
Beta (against Standard Index)
1.16
0.91
Mean Annual Return
-5.55
-0.17
R-squared (against Standard Index)
87
90.08
Standard Deviation
29.55
22.93
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-6.77
N/A
5 Years
Statistic
TESGX
Category
Alpha (against Standard Index)
-1.21
-0.86
Beta (against Standard Index)
1.14
0.90
Mean Annual Return
2.31
0.41
R-squared (against Standard Index)
86
88.40
Standard Deviation
24.02
18.93
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.60
N/A
10 Years
Statistic
TESGX
Category
Alpha (against Standard Index)
4.22
0.53
Beta (against Standard Index)
1.05
0.92
Mean Annual Return
5.68
0.33
R-squared (against Standard Index)
81
79.83
Standard Deviation
20.93
18.84
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.62
N/A
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