Franklin Real Risk Adjusted Performance

FREEX Fund  USD 16.15  -0.52  -3.12%   
The Risk Adjusted Performance indicator for Franklin Real is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Investing Opportunities provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Diversification analysis considers the interaction of positions within a portfolio. All figures are based on reported data and are informational in nature. A position in Franklin Real Estate is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.
Franklin Real Estate has current Risk Adjusted Performance of 0.0263.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0263
ER[a] = Expected return on investing in Franklin Real
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Franklin Real Estate is rated fifth in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 121.26 of Maximum Drawdown per Risk Adjusted Performance. At 121.26 , Franklin Real Estate's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Compare Franklin Real to Peers

Other Technical Indicators