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FAAAX: FRANKLIN K2 ALTERNATIVE STRATEGIES FUND CLASS A (MUTUAL FUND)
Basic Info 11.49 0(0.0%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (85%) |
Start Date: | 11/21/2013 |
Last Dividend Date: | 12/28/2023 |
12-Mo. Yield | 2.78% |
Expenses | 2.61% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 5.1 | 8.4 | 0.6 | 2.4 | 2.5 | 2.1 | 2.7 | -8.2 | 2.7 | 7.0 | 7.6 | -2.4 | 6.5 | 1.8 | -0.1 | 5.1 | 2.3 |
Sharpe Ratio | NA | 6.24 | 1.71 | -0.45 | 0.17 | 0.3 | 0.41 | -0.59 | -1.83 | 0.64 | 1.04 | 2.05 | -0.84 | 2.62 | 0.46 | -0.03 | 0.98 | 6.47 |
Draw Down(%) | NA | 0.5 | 1.8 | 11.2 | 11.2 | 11.2 | 11.2 | 2.0 | 9.8 | 2.7 | 10.7 | 1.4 | 6.1 | 0.8 | 4.8 | 4.3 | 4.7 | 0.7 |
Standard Deviation(%) | NA | 3.0 | 2.5 | 4.0 | 4.5 | 4.3 | 4.3 | 2.6 | 5.3 | 4.2 | 6.5 | 3.0 | 4.4 | 2.2 | 3.4 | 4.6 | 5.2 | 3.8 |
Treynor Ratio | NA | 1.13 | 0.43 | -0.11 | 0.05 | 0.07 | 0.09 | -0.19 | -0.57 | 0.11 | 0.43 | 0.35 | -0.16 | 0.28 | 0.08 | -0.01 | 0.13 | 0.67 |
Alpha | NA | 0.04 | 0.01 | -0.01 | -0.01 | 0.0 | 0.0 | -0.01 | -0.03 | -0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.04 |
Beta | NA | 0.17 | 0.1 | 0.16 | 0.16 | 0.19 | 0.19 | 0.08 | 0.17 | 0.25 | 0.16 | 0.18 | 0.22 | 0.21 | 0.21 | 0.25 | 0.38 | 0.36 |
RSquared | NA | 0.42 | 0.23 | 0.53 | 0.61 | 0.61 | 0.61 | 0.18 | 0.64 | 0.7 | 0.72 | 0.56 | 0.75 | 0.42 | 0.66 | 0.68 | 0.74 | 0.69 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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