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) 0.87 5.75 3.30 9.42 10.31
Fund with Sales Charge (%) (POP) 0.87 5.75 3.30 9.42 10.31
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) -9.30 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 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 -0.60 3.90 1.14 7.74
Fund without Sales Charge (%) (NAV) After Shares Sold 1.40 4.44 2.37 7.62
Fund with Sales Charge (%) (POP) Before Shares Sold -0.60 3.90 1.14 7.74
Fund with Sales Charge (%) (POP) After Shares Sold 1.40 4.44 2.37 7.62
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 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 12.03 0.87 18.27 17.63 145.96 942.04
Fund with Sales Charge (%) (POP) 5.11 12.03 0.87 18.27 17.63 145.96 942.04
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) 1.93 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 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 0.24 0.15 0.58
Information Ratio -0.47 -0.46 -0.26
Tracking Error 6.05 6.34 6.38

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 1.23 1.64
Maximum Drawdown
20.26 20.26 20.26

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 10/31/2019 Updated Monthly, based on a 3-year period

Beta 0.94
Sharpe Ratio 0.24
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