Franklin MicroCap Value Fund

Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) -21.28 -7.28 -1.54 4.16 8.80
Fund with Sales Charge (%) (POP) -25.60 -9.02 -2.64 3.58 8.55
Russell 2000 Value Index (%) -23.84 -6.06 0.30 5.30 8.01
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) -27.57 -10.49 -3.69 3.48 8.34
Fund with Sales Charge (%) (POP) -31.56 -12.16 -4.77 2.90 8.09
Russell 2000 Value Index (%) -29.64 -9.51 -2.42 4.79 7.52

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -24.19 -9.41 -3.85 2.21
Fund without Sales Charge (%) (NAV) After Shares Sold -9.19 -4.75 -0.65 3.67
Fund with Sales Charge (%) (POP) Before Shares Sold -28.35 -11.11 -4.93 1.63
Fund with Sales Charge (%) (POP) After Shares Sold -11.94 -6.03 -1.49 3.18
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -30.25 -12.54 -5.96 1.54
Fund without Sales Charge (%) (NAV) After Shares Sold -12.64 -6.81 -2.00 3.33
Fund with Sales Charge (%) (POP) Before Shares Sold -34.09 -14.18 -7.01 0.97
Fund with Sales Charge (%) (POP) After Shares Sold -15.20 -8.03 -2.81 2.85

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 18.16 -17.73 8.22 28.86 -7.33 -3.77 35.67 20.54 -0.14 22.07
Fund with Sales Charge (%) (POP) 11.65 -22.26 2.01 21.45 -12.67 -9.30 27.86 13.60 -5.89 15.05
Russell 2000 Value Index (%) 22.39 -12.86 7.84 31.74 -7.47 4.22 34.52 18.05 -5.50 24.50

Cumulative Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) -21.19 -26.55 -21.28 -20.30 -7.46 50.35 681.90
Fund with Sales Charge (%) (POP) -25.52 -30.58 -25.60 -24.68 -12.54 42.09 639.04
Russell 2000 Value Index (%) -23.60 -27.72 -23.84 -17.09 1.53 67.61 554.81
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) -34.15 -34.15 -27.57 -28.28 -17.15 40.81 600.99
Fund with Sales Charge (%) (POP) -37.76 -37.76 -31.56 -32.22 -21.70 33.08 562.56
Russell 2000 Value Index (%) -35.66 -35.66 -29.64 -25.91 -11.55 59.65 482.91

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 22.34 19.76 17.50
Standard Deviation (Russell 2000 Value Index) 23.27 20.50 18.97
Beta 0.93 0.92 0.87
Sharpe Ratio -0.40 -0.13 0.20
Information Ratio -0.21 -0.31 -0.18
Tracking Error 5.86 6.04 6.25

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.01 1.00 0.92
Beta Bear 0.84 0.85 0.86
Bull Bear Capture Ratio 0.91 0.89 0.92
% of Positive Months 44.44 50.00 55.83
Gains/Losses 0.84 1.02 1.28
Maximum Drawdown
38.01 38.01 38.01

SALES CHARGE, EXPENSES & FEES As of 03/01/2020 (updated annually)

Gross Expense Ratio 1.23%
Net Expense Ratio [further-information] 1.22%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 0.93
Sharpe Ratio -0.40
Standard Deviation 22.34

Benchmarks

A benchmark is a comparable broad-based index that can be used to evaluate a fund's performance.

  • Russell 2000 Value Index