Franklin MicroCap Value Fund

Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) 0.95 0.12 4.86 8.92 10.28
Fund with Sales Charge (%) (POP) 0.95 0.12 4.86 8.92 10.28
Russell 2000 Value Index (%) 4.38 3.10 6.72 10.28 9.31
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) 18.52 2.04 5.05 9.59 10.64
Fund with Sales Charge (%) (POP) 18.52 2.04 5.05 9.59 10.64
Russell 2000 Value Index (%) 22.39 4.77 6.99 10.57 9.60

After-Tax Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -2.81 -2.21 2.37 6.84
Fund without Sales Charge (%) (NAV) After Shares Sold 3.56 0.21 3.75 7.24
Fund with Sales Charge (%) (POP) Before Shares Sold -2.81 -2.21 2.37 6.84
Fund with Sales Charge (%) (POP) After Shares Sold 3.56 0.21 3.75 7.24
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 14.10 -0.33 2.55 7.50
Fund without Sales Charge (%) (NAV) After Shares Sold 14.07 1.52 3.75 7.70
Fund with Sales Charge (%) (POP) Before Shares Sold 14.10 -0.33 2.55 7.50
Fund with Sales Charge (%) (POP) After Shares Sold 14.07 1.52 3.75 7.70

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 18.52 -17.45 8.60 29.37 -6.94 -3.38 36.15
Fund with Sales Charge (%) (POP) 18.52 -17.45 8.60 29.37 -6.94 -3.38 36.15
Russell 2000 Value Index (%) 22.39 -12.86 7.84 31.74 -7.47 4.22 34.52

Cumulative Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) -1.45 -6.77 0.95 0.35 26.77 134.94 960.66
Fund with Sales Charge (%) (POP) -1.45 -6.77 0.95 0.35 26.77 134.94 960.66
Russell 2000 Value Index (%) 0.21 -5.39 4.38 9.59 38.40 166.07 757.12
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) 7.59 18.52 18.52 6.25 27.92 149.86 1,037.74
Fund with Sales Charge (%) (POP) 7.59 18.52 18.52 6.25 27.92 149.86 1,037.74
Russell 2000 Value Index (%) 8.49 22.39 22.39 15.01 40.20 172.99 805.98

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.15 15.70 15.50
Standard Deviation (Russell 2000 Value Index) 16.02 15.83 16.79
Beta 0.94 0.92 0.86
Sharpe Ratio -0.10 0.24 0.54
Information Ratio -0.49 -0.30 -0.22
Tracking Error 6.09 6.16 6.24

ADDITIONAL RISK STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.07 1.00 0.91
Beta Bear 0.76 0.75 0.77
Bull Bear Capture Ratio 0.85 0.91 0.94
% of Positive Months 47.22 51.67 57.50
Gains/Losses 1.07 1.32 1.59
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 01/31/2020 Updated Monthly, based on a 3-year period

Beta 0.94
Sharpe Ratio -0.10
Standard Deviation 16.15

Benchmarks

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

  • Russell 2000 Value Index