Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCMRX (Franklin Mutual Recovery C) | NA | -14.81% | 4.63% | 2.73% | -1.90% | NA | NA | … | … |
Data as of 09/03/2015, Common starting date is 04/14/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCMRX (Franklin Mutual Recovery C) | 04/14/2004 | 09/03/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -14.81 | 4.63 | 2.73 | -1.90 | NA | NA | … | … | -6.26 | -5.26 | 23.00 | 13.92 | -12.84 | 4.70 | 26.11 | -42.93 | -6.47 | 11.00 | 0.32 | 5.04 |
| Sharpe Ratio | NA | -1.85 | 0.63 | 0.29 | -0.20 | NA | NA | … | … | -1.51 | -0.68 | 3.36 | 1.94 | -0.89 | 0.40 | 1.49 | -1.63 | -0.87 | 1.07 | -0.29 | 0.76 |
| Standard Deviation(%) | NA | 8.01 | 7.14 | 9.32 | 13.27 | NA | NA | … | … | 6.05 | 7.75 | 6.83 | 7.19 | 14.54 | 11.64 | 17.45 | 26.83 | 10.92 | 7.26 | 6.47 | 7.95 |
| Draw Down(%) | NA | 16.25 | 17.83 | 20.22 | 60.03 | NA | NA | … | … | 10.52 | 13.28 | 3.85 | 6.27 | 20.22 | 11.07 | 19.54 | 48.54 | 17.94 | 6.13 | 5.83 | 5.00 |
| Yield(%) | 0.00 | 3.03 | 2.10 | 2.73 | 2.78 | 2.60 | 1.95 | … | … | 0.00 | 3.17 | 2.11 | 0.00 | 2.55 | 4.55 | 0.62 | 0.89 | 7.18 | 6.47 | 5.62 | 5.76 |
Data as of 09/03/2015, Common starting date is 04/14/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCMRX (Franklin Mutual Recovery C) |
-20.43%
Feb 2006 – Feb 2009 |
-10.51%
May 2007 – May 2012 |
-1.87%
Aug 2005 – Aug 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCMRX (Franklin Mutual Recovery C) |
13.31%
Sep 2011 – Sep 2014 |
13.06%
Feb 2009 – Feb 2014 |
0.58%
May 2004 – May 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart