Franklin MicroCap Value Fund

Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) -15.61 -5.71 -0.36 6.57 9.10
Fund with Sales Charge (%) (POP) -15.61 -5.71 -0.36 6.57 9.10
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) -15.61 -5.71 -0.36 6.57 9.10
Fund with Sales Charge (%) (POP) -15.61 -5.71 -0.36 6.57 9.10

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.74 -7.89 -2.73 4.55
Fund without Sales Charge (%) (NAV) After Shares Sold -5.82 -3.70 0.13 5.59
Fund with Sales Charge (%) (POP) Before Shares Sold -18.74 -7.89 -2.73 4.55
Fund with Sales Charge (%) (POP) After Shares Sold -5.82 -3.70 0.13 5.59
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.74 -7.89 -2.73 4.55
Fund without Sales Charge (%) (NAV) After Shares Sold -5.82 -3.70 0.13 5.59
Fund with Sales Charge (%) (POP) Before Shares Sold -18.74 -7.89 -2.73 4.55
Fund with Sales Charge (%) (POP) After Shares Sold -5.82 -3.70 0.13 5.59

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 18.40 -17.52 8.48 29.22 -7.10 -3.55 35.99 20.83 0.10 22.41
Fund with Sales Charge (%) (POP) 18.40 -17.52 8.48 29.22 -7.10 -3.55 35.99 20.83 0.10 22.41
Russell 2000 Value Index (%) 22.39 -12.86 7.84 31.74 -7.47 4.22 34.52 18.05 -5.50 24.50

Cumulative Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) 16.76 -23.01 -15.61 -16.17 -1.81 88.94 747.90
Fund with Sales Charge (%) (POP) 16.76 -23.01 -15.61 -16.17 -1.81 88.94 747.90
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) 16.76 -23.01 -15.61 -16.17 -1.81 88.94 747.90
Fund with Sales Charge (%) (POP) 16.76 -23.01 -15.61 -16.17 -1.81 88.94 747.90

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 22.08 19.80 17.12
Standard Deviation (Russell 2000 Value Index) 23.25 20.57 18.54
Beta 0.92 0.92 0.87
Sharpe Ratio -0.33 -0.07 0.35
Information Ratio -0.23 -0.27 -0.20
Tracking Error 5.81 6.04 6.24

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.01 1.00 0.92
Beta Bear 0.85 0.85 0.85
Bull Bear Capture Ratio 0.89 0.90 0.93
Gains/Losses 0.89 1.07 1.43

SALES CHARGE, EXPENSES & FEES As of 03/01/2020 (updated annually)

Gross Expense Ratio 0.98%
Net Expense Ratio [further-information] 0.97%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 0.92
Sharpe Ratio -0.33
Standard Deviation 22.08

Benchmarks

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

  • Russell 2000 Value Index