Franklin Adjustable U.S. Government Securities Fund

Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/20/1987
Fund without Sales Charge (%) (NAV) 2.30 1.04 0.57 0.75 3.53
Fund with Sales Charge (%) (POP) -0.06 0.29 0.11 0.51 3.46
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.98 2.07 1.47 1.07
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/20/1987
Fund without Sales Charge (%) (NAV) 1.99 0.92 0.43 0.71 3.53
Fund with Sales Charge (%) (POP) -0.35 0.17 -0.03 0.47 3.46
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 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 1.10 0.00 -0.29 0.00
Fund without Sales Charge (%) (NAV) After Shares Sold 1.35 0.35 0.06 0.26
Fund with Sales Charge (%) (POP) Before Shares Sold -1.23 -0.74 -0.75 -0.23
Fund with Sales Charge (%) (POP) After Shares Sold -0.04 -0.22 -0.29 0.09
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.77 -0.11 -0.42 -0.04
Fund without Sales Charge (%) (NAV) After Shares Sold 1.17 0.26 -0.04 0.23
Fund with Sales Charge (%) (POP) Before Shares Sold -1.55 -0.85 -0.87 -0.27
Fund with Sales Charge (%) (POP) After Shares Sold -0.21 -0.31 -0.39 0.06

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 1.99 0.77 0.00 0.09 -0.68 0.65 -0.16 1.42 1.72 1.29
Fund with Sales Charge (%) (POP) -0.35 -1.51 -2.22 -2.21 -2.93 -1.61 -2.37 -0.82 -0.53 -1.03
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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/20/1987
Fund without Sales Charge (%) (NAV) 0.66 0.55 2.30 3.16 2.89 7.73 207.33
Fund with Sales Charge (%) (POP) -1.55 -1.66 -0.06 0.87 0.56 5.26 200.42
Bloomberg Barclays US Government (1-2 Year) Index (%) 1.35 1.11 3.98 6.33 7.57 11.21
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) 0.31 1.99 1.99 2.78 2.17 7.28 205.64
Fund with Sales Charge (%) (POP) -1.89 -0.35 -0.35 0.50 -0.14 4.83 198.77
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 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.40 0.43 0.50
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.78 0.72 0.58
Sharpe Ratio -1.63 -1.19 0.34
Information Ratio -1.72 -1.48 -0.52
Tracking Error 0.60 0.61 0.62

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.36 0.30 0.21
Beta Bear 0.34 0.29 0.43
Bull Bear Capture Ratio -0.58 -2.27 -3.00
% of Positive Months 83.33 66.67 68.33
Gains/Losses 6.11 2.54 2.98
Maximum Drawdown
0.44 1.11 1.14

SALES CHARGE, EXPENSES & FEES As of 03/01/2020 (updated annually)

Gross Expense Ratio 0.96%
Net Expense Ratio [further-information] 0.95%
Max Initial Sales Charge 2.25%
CDSC 1.00%

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Sharpe Ratio -1.63
Standard Deviation 0.40

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