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Templeton Global Smaller Comp Ad (TGSAX)
On
Dec 23
:
5.87
0.04
(0.69%)
MORE ON TGSAX
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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)
:
26.43%
Worst 1 Yr Total Return
(2008)
:
-50.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGSAX
Category
Alpha (against Standard Index)
3.34
0.27
Beta (against Standard Index)
1.16
0.91
Mean Annual Return
-4.60
-0.17
R-squared (against Standard Index)
87
90.08
Standard Deviation
29.67
22.93
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-5.93
N/A
5 Years
Statistic
TGSAX
Category
Alpha (against Standard Index)
-0.21
-0.86
Beta (against Standard Index)
1.14
0.90
Mean Annual Return
3.33
0.41
R-squared (against Standard Index)
86
88.40
Standard Deviation
24.09
18.93
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.30
N/A
10 Years
Statistic
TGSAX
Category
Alpha (against Standard Index)
5.24
0.53
Beta (against Standard Index)
1.05
0.92
Mean Annual Return
6.74
0.33
R-squared (against Standard Index)
81
79.83
Standard Deviation
20.97
18.84
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.64
N/A
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