Franklin Adjustable U.S. Government Securities Fund

Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 10/20/1987
Fund without Sales Charge (%) (NAV) 2.01 0.86 0.40 0.76 3.54
Fund with Sales Charge (%) (POP) -0.33 0.12 -0.05 0.52 3.47
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.91 1.63 1.22 0.99
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 10/20/1987
Fund without Sales Charge (%) (NAV) 2.03 0.87 0.40 0.75 3.55
Fund with Sales Charge (%) (POP) -0.31 0.13 -0.06 0.51 3.48
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.72 1.52 1.18 0.98

After-Tax Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.78 -0.14 -0.42 0.01
Fund without Sales Charge (%) (NAV) After Shares Sold 1.18 0.23 -0.05 0.28
Fund with Sales Charge (%) (POP) Before Shares Sold -1.53 -0.88 -0.87 -0.22
Fund with Sales Charge (%) (POP) After Shares Sold -0.20 -0.34 -0.40 0.10
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.79 -0.12 -0.41 0.00
Fund without Sales Charge (%) (NAV) After Shares Sold 1.19 0.24 -0.05 0.27
Fund with Sales Charge (%) (POP) Before Shares Sold -1.52 -0.86 -0.87 -0.23
Fund with Sales Charge (%) (POP) After Shares Sold -0.19 -0.33 -0.40 0.09

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) 0.77 0.00 0.09 -0.68 0.65 -0.16 1.42 1.72 1.29 4.35
Fund with Sales Charge (%) (POP) -1.51 -2.22 -2.21 -2.93 -1.61 -2.37 -0.82 -0.53 -1.03 2.05
Bloomberg Barclays US Government (1-2 Year) Index (%) 1.67 0.41 0.83 0.31 0.41 0.39 0.37 1.01 1.66 1.28

Cumulative Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/20/1987
Fund without Sales Charge (%) (NAV) 0.48 1.79 2.01 2.62 2.04 7.83 205.02
Fund with Sales Charge (%) (POP) -1.84 -0.55 -0.33 0.35 -0.26 5.36 198.16
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.92 3.01 3.91 4.97 6.26 10.38
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/20/1987
Fund without Sales Charge (%) (NAV) 0.53 1.68 2.03 2.65 2.02 7.72 204.70
Fund with Sales Charge (%) (POP) -1.79 -0.66 -0.31 0.38 -0.28 5.25 197.85
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.52 2.66 3.72 4.61 6.05 10.21

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.37 0.43 0.52
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.72 0.68 0.58
Sharpe Ratio -1.92 -1.37 0.45
Information Ratio -1.29 -1.34 -0.36
Tracking Error 0.59 0.61 0.66

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.22 0.24 0.28
Beta Bear 0.13 0.16 0.00
Bull Bear Capture Ratio -0.94 8.28 -2.66
% of Positive Months 83.33 63.33 67.50
Gains/Losses 5.21 1.93 2.95
Maximum Drawdown
0.44 1.14 1.14

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

Gross Expense Ratio 0.97%
Net Expense Ratio [further-information] 0.96%
Max Initial Sales Charge 2.25%
CDSC 0.75%

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio -1.92
Standard Deviation 0.37

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