Average Annual Total Returns [further-information] As of 09/30/2020

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 09/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) 8.30 5.46 6.83 5.62 5.52
Fund with Sales Charge (%) (POP) 7.33 5.46 6.83 5.62 5.52
Linked Franklin Moderate Allocation Fund Benchmark-NR (%) 9.13 6.17 8.01 7.25 6.32
MSCI All Country World Index-NR (%) 10.44 7.12 10.30 8.55
Bloomberg Barclays Multiverse Index (%) 5.99 3.99 4.08 2.50
Quarter EndAs of 09/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 12/31/1996
Fund without Sales Charge (%) (NAV) 8.30 5.46 6.83 5.62 5.52
Fund with Sales Charge (%) (POP) 7.33 5.46 6.83 5.62 5.52
Linked Franklin Moderate Allocation Fund Benchmark-NR (%) 9.13 6.17 8.01 7.25 6.32
MSCI All Country World Index-NR (%) 10.44 7.12 10.30 8.55
Bloomberg Barclays Multiverse Index (%) 5.99 3.99 4.08 2.50

After-Tax Average Annual Total Returns [further-information] As of 09/30/2020

Month EndAs of 09/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 5.63 3.46 5.32 4.44
Fund without Sales Charge (%) (NAV) After Shares Sold 6.58 3.95 5.13 4.26
Fund with Sales Charge (%) (POP) Before Shares Sold 4.66 3.46 5.32 4.44
Fund with Sales Charge (%) (POP) After Shares Sold 6.00 3.95 5.13 4.26
Quarter EndAs of 09/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 5.63 3.46 5.32 4.44
Fund without Sales Charge (%) (NAV) After Shares Sold 6.58 3.95 5.13 4.26
Fund with Sales Charge (%) (POP) Before Shares Sold 4.66 3.46 5.32 4.44
Fund with Sales Charge (%) (POP) After Shares Sold 6.00 3.95 5.13 4.26

Calendar Year Returns

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 16.52 -5.54 14.10 4.25 -2.68 3.35 13.41 8.51 -2.17 11.10
Fund with Sales Charge (%) (POP) 15.52 -6.41 13.10 3.25 -3.60 2.35 12.41 7.51 -3.13 10.10
Linked Franklin Moderate Allocation Fund Benchmark-NR (%) 18.67 -6.06 17.22 5.99 -2.53 7.06 14.40 10.57 1.72 9.89
MSCI All Country World Index-NR (%) 26.60 -9.42 23.97 7.86 -2.36 4.16 22.80 16.13 -7.35 12.67
Bloomberg Barclays Multiverse Index (%) 7.13 -1.36 7.69 2.84 -3.29 0.47 -2.19 4.84 5.55 5.84

Cumulative Total Returns [further-information] As of 09/30/2020

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 09/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) 5.29 3.80 8.30 17.28 39.14 72.83 258.48
Fund with Sales Charge (%) (POP) 4.29 2.80 7.33 17.28 39.14 72.83 258.48
Linked Franklin Moderate Allocation Fund Benchmark-NR (%) 5.99 3.37 9.13 19.67 47.02 101.37 328.61
MSCI All Country World Index-NR (%) 8.13 1.37 10.44 22.91 63.27 127.12
Bloomberg Barclays Multiverse Index (%) 2.71 5.31 5.99 12.47 22.16 28.05
Quarter EndAs of 09/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 12/31/1996
Fund without Sales Charge (%) (NAV) 5.29 3.80 8.30 17.28 39.14 72.83 258.48
Fund with Sales Charge (%) (POP) 4.29 2.80 7.33 17.28 39.14 72.83 258.48
Linked Franklin Moderate Allocation Fund Benchmark-NR (%) 5.99 3.37 9.13 19.67 47.02 101.37 328.61
MSCI All Country World Index-NR (%) 8.13 1.37 10.44 22.91 63.27 127.12
Bloomberg Barclays Multiverse Index (%) 2.71 5.31 5.99 12.47 22.16 28.05

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 09/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 10.56 9.10 8.33
Standard Deviation (Linked Franklin Moderate Allocation Fund Benchmark-NR) 10.81 9.40 8.23
Alpha -0.50 -0.74 -1.40
Beta 0.96 0.94 0.98
Sharpe Ratio 0.37 0.63 0.61
Information Ratio -0.37 -0.57 -0.82
Tracking Error 1.92 2.07 1.98
R-Squared 0.97 0.95 0.94

ADDITIONAL RISK STATISTICSAs of 09/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Correlation Coefficient 0.98 0.98 0.97
Beta Bull 0.95 0.95 1.00
Beta Bear 1.03 1.06 1.09
Bull Bear Capture Ratio 0.96 0.95 0.89
% of Positive Months 72.22 75.00 67.50
Gains/Losses 1.54 1.86 1.72
Maximum Drawdown
12.75 12.75 12.75

SALES CHARGE, EXPENSES & FEES As of 05/01/2020 (updated annually)

Gross Expense Ratio 1.63%
Net Expense Ratio [further-information] 1.63%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 09/30/2020 Updated Monthly, based on a 3-year period

Beta 0.96
Alpha -0.50
Sharpe Ratio 0.37
R-Squared 0.97
Standard Deviation 10.56

Benchmarks

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

  • Linked Franklin Moderate Allocation Fund Benchmark-NR
  • MSCI All Country World Index-NR
  • Bloomberg Barclays Multiverse Index