Franklin MicroCap Value Fund

Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 12/12/1995
Fund without Sales Charge (%) (NAV) 0.97 5.86 3.42 9.55 10.46
Fund with Sales Charge (%) (POP) 0.97 5.86 3.42 9.55 10.46
Russell 2000 Value Index (%) 3.22 8.60 6.24 11.08 9.40
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 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 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.49 3.99 1.26 7.86
Fund without Sales Charge (%) (NAV) After Shares Sold 1.46 4.52 2.46 7.72
Fund with Sales Charge (%) (POP) Before Shares Sold -0.49 3.99 1.26 7.86
Fund with Sales Charge (%) (POP) After Shares Sold 1.46 4.52 2.46 7.72
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 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) 5.11 12.11 0.97 18.62 18.32 148.84 976.28
Fund with Sales Charge (%) (POP) 5.11 12.11 0.97 18.62 18.32 148.84 976.28
Russell 2000 Value Index (%) 1.67 15.55 3.22 28.07 35.34 186.07 755.31
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 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 17.35 15.68 15.34
Standard Deviation (Russell 2000 Value Index) 17.30 15.71 16.83
Beta 0.94 0.92 0.84
Sharpe Ratio 0.25 0.16 0.59
Information Ratio -0.45 -0.45 -0.24
Tracking Error 6.05 6.34 6.37

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.06 1.00 0.91
Beta Bear 0.76 0.68 0.77
Bull Bear Capture Ratio 0.88 0.86 0.94
% of Positive Months 47.22 50.00 57.50
Gains/Losses 1.36 1.24 1.64
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 10/31/2019 Updated Monthly, based on a 3-year period

Beta 0.94
Sharpe Ratio 0.25
Standard Deviation 17.35

Benchmarks

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

  • Russell 2000 Value Index