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) 4.60 2.39 4.68 9.63 10.40
Fund with Sales Charge (%) (POP) 4.60 2.39 4.68 9.63 10.40
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) -9.30 3.66 3.76 8.68 10.27
Fund with Sales Charge (%) (POP) -9.30 3.66 3.76 8.68 10.27
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 3.08 0.59 2.49 7.95
Fund without Sales Charge (%) (NAV) After Shares Sold 3.60 1.80 3.41 7.77
Fund with Sales Charge (%) (POP) Before Shares Sold 3.08 0.59 2.49 7.95
Fund with Sales Charge (%) (POP) After Shares Sold 3.60 1.80 3.41 7.77
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -10.62 1.84 1.59 7.01
Fund without Sales Charge (%) (NAV) After Shares Sold -4.68 2.84 2.76 7.01
Fund with Sales Charge (%) (POP) Before Shares Sold -10.62 1.84 1.59 7.01
Fund with Sales Charge (%) (POP) After Shares Sold -4.68 2.84 2.76 7.01

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -17.52 8.48 29.22 -7.10 -3.55 35.99 20.83 0.10 22.41 28.05
Fund with Sales Charge (%) (POP) -17.52 8.48 29.22 -7.10 -3.55 35.99 20.83 0.10 22.41 28.05
Russell 2000 Value Index (%) -12.86 7.84 31.74 -7.47 4.22 34.52 18.05 -5.50 24.50 20.58

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) 11.99 15.13 4.60 7.34 25.67 150.83 970.89
Fund with Sales Charge (%) (POP) 11.99 15.13 4.60 7.34 25.67 150.83 970.89
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) 1.93 10.10 -9.30 11.39 20.27 129.90 924.10
Fund with Sales Charge (%) (POP) 1.93 10.10 -9.30 11.39 20.27 129.90 924.10
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 0.05 0.23 0.59
Information Ratio -0.43 -0.35 -0.21
Tracking Error 6.06 6.18 6.34

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 0.89 0.95
Gains/Losses 1.18 1.31 1.65

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

Gross Expense Ratio 0.93%
Net Expense Ratio [further-information] 0.92%
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 0.05
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