Franklin Adjustable U.S. Government Securities Fund

Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2003
Fund without Sales Charge (%) (NAV) 1.69 0.58 0.05 0.30 1.29
Fund with Sales Charge (%) (POP) 0.70 0.58 0.05 0.30 1.29
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.37 1.85 1.30 1.01 1.93
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2003
Fund without Sales Charge (%) (NAV) 1.59 0.48 0.01 0.30 1.28
Fund with Sales Charge (%) (POP) 0.60 0.48 0.01 0.30 1.28
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.24 1.77 1.29 1.03 1.91

After-Tax Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.64 -0.28 -0.63 -0.28
Fund without Sales Charge (%) (NAV) After Shares Sold 1.00 0.07 -0.25 0.00
Fund with Sales Charge (%) (POP) Before Shares Sold -0.35 -0.28 -0.63 -0.28
Fund with Sales Charge (%) (POP) After Shares Sold 0.41 0.07 -0.25 0.00
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.53 -0.38 -0.67 -0.28
Fund without Sales Charge (%) (NAV) After Shares Sold 0.94 0.00 -0.29 0.00
Fund with Sales Charge (%) (POP) Before Shares Sold -0.46 -0.38 -0.67 -0.28
Fund with Sales Charge (%) (POP) After Shares Sold 0.35 0.00 -0.29 0.00

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 1.59 0.36 -0.51 -0.31 -1.08 0.36 -0.67 1.13 1.20 0.99
Fund with Sales Charge (%) (POP) 0.60 -0.62 -1.49 -1.30 -2.06 -0.64 -1.65 0.13 0.20 0.00
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.24 1.67 0.41 0.83 0.31 0.41 0.39 0.37 1.01 1.66

Cumulative Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) 0.20 0.18 1.69 1.75 0.27 3.06 23.63
Fund with Sales Charge (%) (POP) -0.80 -0.82 0.70 1.75 0.27 3.06 23.63
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.62 0.39 3.37 5.65 6.68 10.57 37.29
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) 0.21 1.59 1.59 1.44 0.03 3.07 23.41
Fund with Sales Charge (%) (POP) -0.78 0.60 0.60 1.44 0.03 3.07 23.41
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.57 3.24 3.24 5.40 6.60 10.74 36.75

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.45 0.47 0.49
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.71 0.68 0.55
Sharpe Ratio -2.43 -2.15 -0.53
Information Ratio -2.13 -2.05 -1.12
Tracking Error 0.60 0.61 0.63

ADDITIONAL RISK STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.40 0.33 0.20
Beta Bear -0.15 0.42 0.57
Bull Bear Capture Ratio -15.69 0.28 -30.83
% of Positive Months 72.22 53.33 55.83
Gains/Losses 2.56 1.09 1.57
Maximum Drawdown
0.70 1.81 2.73

SALES CHARGE, EXPENSES & FEES As of 03/01/2019 (updated annually)

Gross Expense Ratio 1.37%
Net Expense Ratio [further-information] 1.36%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 01/31/2020 Updated Monthly, based on a 3-year period

Sharpe Ratio -2.43
Standard Deviation 0.45

Benchmarks

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

  • Bloomberg Barclays US Government (1-2 Year) Index