Franklin MicroCap Value Fund

Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) -27.37 -10.26 -3.45 3.73 8.50
Fund with Sales Charge (%) (POP) -27.37 -10.26 -3.45 3.73 8.50
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/12/1995
Fund without Sales Charge (%) (NAV) -27.37 -10.26 -3.45 3.73 8.50
Fund with Sales Charge (%) (POP) -27.37 -10.26 -3.45 3.73 8.50

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -30.07 -12.34 -5.74 1.77
Fund without Sales Charge (%) (NAV) After Shares Sold -12.50 -6.64 -1.82 3.52
Fund with Sales Charge (%) (POP) Before Shares Sold -30.07 -12.34 -5.74 1.77
Fund with Sales Charge (%) (POP) After Shares Sold -12.50 -6.64 -1.82 3.52
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -30.07 -12.34 -5.74 1.77
Fund without Sales Charge (%) (NAV) After Shares Sold -12.50 -6.64 -1.82 3.52
Fund with Sales Charge (%) (POP) Before Shares Sold -30.07 -12.34 -5.74 1.77
Fund with Sales Charge (%) (POP) After Shares Sold -12.50 -6.64 -1.82 3.52

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 03/31/2020

Month EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) -34.07 -34.07 -27.37 -27.72 -16.10 44.29 626.18
Fund with Sales Charge (%) (POP) -34.07 -34.07 -27.37 -27.72 -16.10 44.29 626.18
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/12/1995
Fund without Sales Charge (%) (NAV) -34.07 -34.07 -27.37 -27.72 -16.10 44.29 626.18
Fund with Sales Charge (%) (POP) -34.07 -34.07 -27.37 -27.72 -16.10 44.29 626.18

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 21.20 19.05 17.18
Standard Deviation (Russell 2000 Value Index) 22.07 19.78 18.71
Beta 0.93 0.92 0.87
Sharpe Ratio -0.56 -0.24 0.18
Information Ratio -0.13 -0.17 -0.17
Tracking Error 5.86 6.11 6.29

ADDITIONAL RISK STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.04 1.01 0.91
Beta Bear 0.84 0.86 0.86
Bull Bear Capture Ratio 0.92 0.90 0.91
Gains/Losses 0.73 0.94 1.26

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 03/31/2020 Updated Monthly, based on a 3-year period

Beta 0.93
Sharpe Ratio -0.56
Standard Deviation 21.20

Benchmarks

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

  • Russell 2000 Value Index