Franklin Mutual Recovery Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 10.44
Mean 0.8
Sharpe Ratio 0.91
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Morningstar Mid Value TR USD
R-Squared 78.18 85.64
Beta 1.11 0.66
Alpha 0.39 -1.02

See Also:

Top Franklin Templeton Investments Funds