Franklin MicroCap Value Fund

Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) 4.72 2.50 4.80 9.76 10.55
Fund with Sales Charge (%) (POP) 4.72 2.50 4.80 9.76 10.55
Russell 2000 Value Index (%) 3.96 4.99 6.83 10.99 9.47
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) -9.25 3.75 3.88 8.81 10.42
Fund with Sales Charge (%) (POP) -9.25 3.75 3.88 8.81 10.42
Russell 2000 Value Index (%) -8.24 6.54 7.17 10.06 9.33

After-Tax Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.20 0.69 2.60 8.07
Fund without Sales Charge (%) (NAV) After Shares Sold 3.66 1.88 3.50 7.88
Fund with Sales Charge (%) (POP) Before Shares Sold 3.20 0.69 2.60 8.07
Fund with Sales Charge (%) (POP) After Shares Sold 3.66 1.88 3.50 7.88
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -10.57 1.92 1.71 7.13
Fund without Sales Charge (%) (NAV) After Shares Sold -4.65 2.91 2.85 7.11
Fund with Sales Charge (%) (POP) Before Shares Sold -10.57 1.92 1.71 7.13
Fund with Sales Charge (%) (POP) After Shares Sold -4.65 2.91 2.85 7.11

Calendar Year Returns

2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) -17.45 8.60 29.37 -6.94 -3.38 36.15
Fund with Sales Charge (%) (POP) -17.45 8.60 29.37 -6.94 -3.38 36.15
Russell 2000 Value Index (%) -12.86 7.84 31.74 -7.47 4.22 34.52

Cumulative Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) 12.03 15.24 4.72 7.67 26.39 153.81 1,006.25
Fund with Sales Charge (%) (POP) 12.03 15.24 4.72 7.67 26.39 153.81 1,006.25
Russell 2000 Value Index (%) 10.20 18.25 3.96 15.71 39.16 183.74 775.34
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) 1.91 10.16 -9.25 11.68 20.98 132.59 957.50
Fund with Sales Charge (%) (POP) 1.91 10.16 -9.25 11.68 20.98 132.59 957.50
Russell 2000 Value Index (%) -0.57 12.82 -8.24 20.93 41.37 160.75 735.08

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.76 15.60 15.35
Standard Deviation (Russell 2000 Value Index) 15.72 15.72 16.82
Beta 0.93 0.92 0.85
Sharpe Ratio 0.06 0.24 0.60
Information Ratio -0.41 -0.33 -0.19
Tracking Error 6.06 6.19 6.33

ADDITIONAL RISK STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.08 1.00 0.90
Beta Bear 0.76 0.73 0.77
Bull Bear Capture Ratio 0.87 0.90 0.95
% of Positive Months 47.22 51.67 57.50
Gains/Losses 1.19 1.32 1.66
Maximum Drawdown
20.22 20.22 20.22

SALES CHARGE, EXPENSES & FEES As of 03/01/2019 (updated annually)

Gross Expense Ratio 0.86%
Net Expense Ratio [further-information] 0.83%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 11/30/2019 Updated Monthly, based on a 3-year period

Beta 0.93
Sharpe Ratio 0.06
Standard Deviation 15.76

Benchmarks

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

  • Russell 2000 Value Index