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 TSX Up0.84% TSX Ventures 0.00%

Franklin Utilities Adv (FRUAX)

15.71 Down 0.03(0.19%) May 20


Risk as of 2013-02-27Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up12
Number of Years Down4
Best 1 Yr Total Return(2000-12-30):41.66%
Worst 1 Yr Total Return(2008-12-30):-25.50%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFRUAXCategory
Alpha (against Standard Index)11.548.54
Beta (against Standard Index)0.280.52
Mean Annual Return1.221.17
R-squared (against Standard Index)29.9859.60
Standard Deviation8.8111.25
Sharpe Ratio1.661.26
Treynor Ratio53.2730.59
5 Years
StatisticFRUAXCategory
Alpha (against Standard Index)5.602.86
Beta (against Standard Index)0.440.62
Mean Annual Return0.620.45
R-squared (against Standard Index)48.6566.22
Standard Deviation12.9915.85
Sharpe Ratio0.540.33
Treynor Ratio14.696.78
10 Years
StatisticFRUAXCategory
Alpha (against Standard Index)6.715.46
Beta (against Standard Index)0.470.64
Mean Annual Return1.011.00
R-squared (against Standard Index)41.8658.34
Standard Deviation11.7413.55
Sharpe Ratio0.890.77
Treynor Ratio22.0315.78