Franklin risk analysis
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Use Franklin NY Intermediate T-F Income C risk analysis concurrently with your other holdings, portfolios, and investing themes to protect against small markets fluctuations and to back test it against optimization strategy that fits your risk preferences. Analyze Themes
Projected Return Density against MarketAssuming 30 trading days horizon, Franklin NY Intermediate T-F Income C has beta of -0.09 suggesting as returns on benchmark increase, returns on holding Franklin are expected to decrease at a much smaller rate. During bear market, however, Franklin NY Intermediate T-F Income C is likely to outperform the market. Additionally, Franklin NY Intermediate T-F Income C has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500
Actual Return VolatilityFranklin NY Intermediate T-F Income C shows 0.11% volatility of returns over 30 trading days. S&P 500 shows 0.55% volatility of returns over 30 trading days. |
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S&P 500 has a standard deviation of returns of 0.55 and is 5.0 times more volatile than Franklin NY Intermediate T-F Income C. 1% of all equities and portfolios are less risky than Franklin. Compared with the overall equity markets, volatility of historical daily returns of Franklin NY Intermediate T-F Income C is lower than 1 (%) of all global equities and portfolios over the last 30 days. Use Franklin NY Intermediate T-F Income C to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. As returns on market increase, returns on owning Franklin are expected to decrease at a much smaller rate. During bear market, Franklin is likely to outperform the market. Franklin correlation with marketVery good diversificationOverlapping area represents amount of risk that can be diversified away by holding Franklin NY Intermediate T/F I and equity matching GSPC index in the same portfolio Franklin Current Risk Indicators
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