Franklin MicroCap Value Fund

Average Annual Total Returns [further-information] As of 12/31/2019

Month 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
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 12/31/2019

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

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 12/31/2019

Month 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
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 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.67 15.63 15.32
Standard Deviation (Russell 2000 Value Index) 15.68 15.74 16.71
Beta 0.92 0.92 0.85
Sharpe Ratio 0.03 0.26 0.59
Information Ratio -0.45 -0.32 -0.16
Tracking Error 6.06 6.18 6.26

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.07 1.00 0.91
Beta Bear 0.76 0.73 0.77
Bull Bear Capture Ratio 0.86 0.90 0.96
% of Positive Months 47.22 51.67 57.50
Gains/Losses 1.16 1.33 1.65
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 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.92
Sharpe Ratio 0.03
Standard Deviation 15.67

Benchmarks

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

  • Russell 2000 Value Index