Franklin Real Correlations

FREEX Fund

USD 17.17 0.24 1.42%

The current 90-days correlation between Franklin Real Estate and Janus Global Real is 0.87 (i.e., Very poor diversification). The correlation of Franklin Real is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Franklin Real Correlation With Market

Poor diversification

The correlation between Franklin Real Estate and DJI is 0.61 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Franklin Real Estate and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Franklin Real Estate. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in discontinued.

Moving together with Franklin Mutual Fund

0.68	PEYAX	Putnam Equity Income	Pair Corr
0.64	TEBIX	Franklin Mutual Beacon	Pair Corr
0.74	TEDMX	Templeton Developing	Pair Corr
0.67	TEDIX	Franklin Mutual Global	Pair Corr
0.72	TEFRX	Templeton Foreign	Pair Corr
0.72	TEFTX	Templeton Foreign	Pair Corr
0.76	TEGBX	Templeton Global Bond	Pair Corr
0.72	TEMFX	Templeton Foreign	Pair Corr
0.66	TEMGX	Templeton Global Smaller	Pair Corr
0.64	TEMEX	Franklin Mutual Beacon	Pair Corr
0.8	TEMMX	Templeton Emerging	Pair Corr
0.68	TEMIX	Franklin Mutual European	Pair Corr
0.63	TEMTX	Franklin Mutual Shares	Pair Corr
0.74	TEMQX	Mutual Quest	Pair Corr
0.84	FQCTX	Franklin Necticut Tax	Pair Corr
0.8	TEMZX	Templeton Emerging	Pair Corr
0.67	FQCHX	Franklin Templeton Smacs	Pair Corr
0.76	FQEMX	Franklin Templeton Smacs	Pair Corr
0.74	TEQIX	Franklin Mutual Quest	Pair Corr
0.66	TESGX	Templeton Global Smaller	Pair Corr
0.68	TEURX	Franklin Mutual European	Pair Corr
0.81	FQLAX	Franklin Louisiana Tax	Pair Corr
0.82	FQNCX	Franklin North Carolina	Pair Corr

Related Correlations Analysis

	VGISX	NBRFX	TAREX	BRIIX	BARDX	REACX	REAIX	JERAX	JERTX
VGISX		0.92	0.62	0.9	0.94	0.93	0.94	0.99	0.99	VGISX
NBRFX	0.92		0.36	0.85	0.77	0.99	0.99	0.89	0.89	NBRFX
TAREX	0.62	0.36		0.7	0.79	0.39	0.4	0.66	0.65	TAREX
BRIIX	0.9	0.85	0.7		0.84	0.87	0.88	0.87	0.87	BRIIX
BARDX	0.94	0.77	0.79	0.84		0.78	0.79	0.96	0.96	BARDX
REACX	0.93	0.99	0.39	0.87	0.78		1.0	0.9	0.9	REACX
REAIX	0.94	0.99	0.4	0.88	0.79	1.0		0.91	0.91	REAIX
JERAX	0.99	0.89	0.66	0.87	0.96	0.9	0.91		1.0	JERAX
JERTX	0.99	0.89	0.65	0.87	0.96	0.9	0.91	1.0		JERTX
	VGISX	NBRFX	TAREX	BRIIX	BARDX	REACX	REAIX	JERAX	JERTX

Risk-Adjusted Indicators

There is a big difference between Franklin Mutual Fund performing well and Franklin Real Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Franklin Real's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VGISX	0.47	0.10	0.10	0.38	0.36	(0.53)	1.07	(0.72)	2.84
NBRFX	0.59	0.08	0.04	0.27	0.65	(0.63)	1.41	(1.24)	3.11
TAREX	0.78	0.05	0.05	0.11	0.70	(0.97)	1.42	(1.38)	7.94
BRIIX	0.53	0.04	0.02	0.14	0.59	(0.60)	1.23	(1.03)	3.29
BARDX	0.48	0.14	0.15	0.51	0.26	(0.54)	1.28	(0.83)	2.80
REACX	0.55	0.07	0.03	0.25	0.65	(0.55)	1.25	(1.20)	2.98
REAIX	0.54	0.07	0.04	0.25	0.64	(0.53)	1.28	(1.20)	2.93
JERAX	0.46	0.11	0.12	0.35	0.40	(0.51)	1.20	(0.88)	2.87
JERTX	0.47	0.12	0.12	0.40	0.37	(0.52)	1.18	(0.91)	2.93

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Franklin Real Correlations

Franklin Real Correlation With Market

Poor diversification

Moving together with Franklin Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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