Franklin Mutual Market Risk Adjusted Performance

TEMIX Fund  USD 23.89  0.34  1.40%   
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Franklin Mutual European has current Market Risk Adjusted Performance of 0.0645.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.0645
ER[a] = Expected return on investing in Franklin Mutual
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Franklin Mutual Market Risk Adjusted Performance Peers Comparison

Franklin Market Risk Adjusted Performance Relative To Other Indicators

Franklin Mutual European is rated fourth largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  38.85  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Franklin Mutual European is roughly  38.85 
Compare Franklin Mutual to Peers

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