Franklin K2 Alternative Fund Market Value
| FAAAX Fund | USD 11.17 0.02 0.18% |
| Symbol | Franklin |
Franklin 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Franklin's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Franklin.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Franklin on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Franklin K2 Alternative or generate 0.0% return on investment in Franklin over 90 days. Franklin is related to or competes with Commonwealth Real, Jhancock Real, Davis Real, Virtus Real, and Great West. The fund seeks to achieve its investment goal by allocating its assets across multiple non-traditional or alternative st... More
Franklin Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Franklin's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Franklin K2 Alternative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2693 | |||
| Information Ratio | 0.0321 | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.478 |
Franklin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin's standard deviation. In reality, there are many statistical measures that can use Franklin historical prices to predict the future Franklin's volatility.| Risk Adjusted Performance | 0.1225 | |||
| Jensen Alpha | 0.0915 | |||
| Total Risk Alpha | 0.0332 | |||
| Sortino Ratio | 0.0698 | |||
| Treynor Ratio | (3.66) |
Franklin January 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1225 | |||
| Market Risk Adjusted Performance | (3.65) | |||
| Mean Deviation | 0.2608 | |||
| Downside Deviation | 0.2693 | |||
| Coefficient Of Variation | 586.69 | |||
| Standard Deviation | 0.5852 | |||
| Variance | 0.3425 | |||
| Information Ratio | 0.0321 | |||
| Jensen Alpha | 0.0915 | |||
| Total Risk Alpha | 0.0332 | |||
| Sortino Ratio | 0.0698 | |||
| Treynor Ratio | (3.66) | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.478 | |||
| Downside Variance | 0.0725 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (0.38) | |||
| Skewness | 6.0 | |||
| Kurtosis | 43.82 |
Franklin K2 Alternative Backtested Returns
At this stage we consider Franklin Mutual Fund to be very steady. Franklin K2 Alternative secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Franklin K2 Alternative, which you can use to evaluate the volatility of the entity. Please confirm Franklin's Coefficient Of Variation of 586.69, downside deviation of 0.2693, and Mean Deviation of 0.2608 to check if the risk estimate we provide is consistent with the expected return of 0.0938%. The fund shows a Beta (market volatility) of -0.0245, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Franklin are expected to decrease at a much lower rate. During the bear market, Franklin is likely to outperform the market.
Auto-correlation | 0.01 |
Virtually no predictability
Franklin K2 Alternative has virtually no predictability. Overlapping area represents the amount of predictability between Franklin time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Franklin K2 Alternative price movement. The serial correlation of 0.01 indicates that just 1.0% of current Franklin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Franklin Mutual Fund
Franklin financial ratios help investors to determine whether Franklin Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Franklin with respect to the benefits of owning Franklin security.
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