Franklin Utilities Risk Adjusted Performance
FUFRX Fund | USD 26.25 0.04 0.15% |
Franklin |
| = | 0.1553 |
ER[a] | = | Expected return on investing in Franklin Utilities |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Franklin Utilities Risk Adjusted Performance Peers Comparison
Franklin Risk Adjusted Performance Relative To Other Indicators
Franklin Utilities Fund is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 26.26 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Franklin Utilities Fund is roughly 26.26
Risk Adjusted Performance |
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Thematic Opportunities
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Franklin Utilities Technical Signals
All Franklin Utilities Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1553 | |||
Market Risk Adjusted Performance | 0.8467 | |||
Mean Deviation | 0.6934 | |||
Semi Deviation | 0.6361 | |||
Downside Deviation | 0.8882 | |||
Coefficient Of Variation | 498.05 | |||
Standard Deviation | 0.8907 | |||
Variance | 0.7934 | |||
Information Ratio | 0.06 | |||
Jensen Alpha | 0.1456 | |||
Total Risk Alpha | 0.0347 | |||
Sortino Ratio | 0.0602 | |||
Treynor Ratio | 0.8367 | |||
Maximum Drawdown | 4.08 | |||
Value At Risk | (1.47) | |||
Potential Upside | 1.6 | |||
Downside Variance | 0.7889 | |||
Semi Variance | 0.4046 | |||
Expected Short fall | (0.78) | |||
Skewness | (0.40) | |||
Kurtosis | 0.4783 |