Franklin Natural Resources 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 06/05/1995
Fund without Sales Charge (%) (NAV) -15.04 -10.01 -5.47 -2.97 5.39
Fund with Sales Charge (%) (POP) -15.04 -10.01 -5.47 -2.97 5.39
S&P North American Natural Resources Sector Index (%) -4.35 -4.61 -2.36 1.19
S&P 500 Index (%) 21.68 14.55 12.37 13.97 9.63
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/05/1995
Fund without Sales Charge (%) (NAV) 10.23 -5.37 -3.72 -2.18 5.98
Fund with Sales Charge (%) (POP) 10.23 -5.37 -3.72 -2.18 5.98
S&P North American Natural Resources Sector Index (%) 17.63 -2.05 -1.41 1.39
S&P 500 Index (%) 31.49 15.28 11.70 13.56 9.66

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 -15.42 -10.42 -5.84 -3.27
Fund without Sales Charge (%) (NAV) After Shares Sold -8.58 -7.38 -4.01 -2.13
Fund with Sales Charge (%) (POP) Before Shares Sold -15.42 -10.42 -5.84 -3.27
Fund with Sales Charge (%) (POP) After Shares Sold -8.58 -7.38 -4.01 -2.13
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 9.74 -5.80 -4.10 -2.48
Fund without Sales Charge (%) (NAV) After Shares Sold 6.39 -4.04 -2.78 -1.59
Fund with Sales Charge (%) (POP) Before Shares Sold 9.74 -5.80 -4.10 -2.48
Fund with Sales Charge (%) (POP) After Shares Sold 6.39 -4.04 -2.78 -1.59

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 10.23 -23.53 0.54 34.89 -27.64 -19.90 9.87 -4.62 -11.46 30.52
Fund with Sales Charge (%) (POP) 10.23 -23.53 0.54 34.89 -27.64 -19.90 9.87 -4.62 -11.46 30.52
S&P North American Natural Resources Sector Index (%) 17.63 -21.07 1.23 30.87 -24.28 -9.77 16.49 2.20 -7.35 23.88
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06

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 06/05/1995
Fund without Sales Charge (%) (NAV) -0.71 -12.40 -15.04 -27.12 -24.52 -26.02 265.24
Fund with Sales Charge (%) (POP) -0.71 -12.40 -15.04 -27.12 -24.52 -26.02 265.24
S&P North American Natural Resources Sector Index (%) -0.16 -8.26 -4.35 -13.18 -11.26 12.60
S&P 500 Index (%) 6.72 -0.04 21.68 50.26 79.17 269.82 864.35
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/05/1995
Fund without Sales Charge (%) (NAV) 10.44 10.23 10.23 -15.25 -17.28 -19.76 316.96
Fund with Sales Charge (%) (POP) 10.44 10.23 10.23 -15.25 -17.28 -19.76 316.96
S&P North American Natural Resources Sector Index (%) 7.47 17.63 17.63 -6.02 -6.86 14.84
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 864.73

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 22.95 24.15 23.92
Standard Deviation (S&P North American Natural Resources Sector Index) 19.32 20.27 20.22
Beta 1.16 1.17 1.16
Sharpe Ratio -0.51 -0.27 -0.15
Information Ratio -0.95 -0.54 -0.74
Tracking Error 5.70 5.81 5.59

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

3 YR 5 YR 10 YR
Beta Bull 1.19 1.18 1.17
Beta Bear 0.96 1.03 1.12
Bull Bear Capture Ratio 0.96 1.02 0.96
% of Positive Months 47.22 48.33 53.33
Gains/Losses 0.78 0.92 1.00
Maximum Drawdown
30.08 37.79 54.79

SALES CHARGE, EXPENSES & FEES As of 09/01/2019 (updated annually)

Gross Expense Ratio 0.79%
Net Expense Ratio [further-information] 0.79%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 1.16
Sharpe Ratio -0.51
Standard Deviation 22.95

Benchmarks

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

  • S&P North American Natural Resources Sector Index
  • S&P 500 Index