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 10/20/1987
Fund without Sales Charge (%) (NAV) 2.35 1.28 0.73 0.96 3.63
Fund with Sales Charge (%) (POP) 2.35 1.28 0.73 0.96 3.63
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.37 1.85 1.30 1.01
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/20/1987
Fund without Sales Charge (%) (NAV) 2.12 1.13 0.66 0.95 3.62
Fund with Sales Charge (%) (POP) 2.12 1.13 0.66 0.95 3.62
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.24 1.77 1.29 1.03

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 1.03 0.14 -0.23 0.11
Fund without Sales Charge (%) (NAV) After Shares Sold 1.38 0.48 0.14 0.38
Fund with Sales Charge (%) (POP) Before Shares Sold 1.03 0.14 -0.23 0.11
Fund with Sales Charge (%) (POP) After Shares Sold 1.38 0.48 0.14 0.38
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.79 0.00 -0.29 0.10
Fund without Sales Charge (%) (NAV) After Shares Sold 1.25 0.38 0.08 0.37
Fund with Sales Charge (%) (POP) Before Shares Sold 0.79 0.00 -0.29 0.10
Fund with Sales Charge (%) (POP) After Shares Sold 1.25 0.38 0.08 0.37

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 2.12 1.02 0.26 0.34 -0.43 0.90 0.09 1.68 1.97 1.54
Fund with Sales Charge (%) (POP) 2.12 1.02 0.26 0.34 -0.43 0.90 0.09 1.68 1.97 1.54
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 10/20/1987
Fund without Sales Charge (%) (NAV) 0.49 0.36 2.35 3.88 3.71 10.00 215.80
Fund with Sales Charge (%) (POP) 0.49 0.36 2.35 3.88 3.71 10.00 215.80
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.62 0.39 3.37 5.65 6.68 10.57
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/20/1987
Fund without Sales Charge (%) (NAV) 0.25 2.12 2.12 3.44 3.33 9.87 214.65
Fund with Sales Charge (%) (POP) 0.25 2.12 2.12 3.44 3.33 9.87 214.65
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.57 3.24 3.24 5.40 6.60 10.74

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.44 0.47 0.51
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.71 0.68 0.55
Sharpe Ratio -0.86 -0.70 0.77
Information Ratio -0.95 -0.92 -0.08
Tracking Error 0.60 0.62 0.63

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

3 YR 5 YR 10 YR
Beta Bull 0.36 0.29 0.19
Beta Bear 0.14 0.09 0.33
Bull Bear Capture Ratio -0.46 -1.14 -1.14
% of Positive Months 80.56 71.67 74.17
Gains/Losses 7.75 3.07 4.06
Maximum Drawdown
0.43 0.86 0.86

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

Gross Expense Ratio 0.72%
Net Expense Ratio [further-information] 0.71%
Max Initial Sales Charge 0.00%
CDSC

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

Sharpe Ratio -0.86
Standard Deviation 0.44

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