Franklin Adjustable U.S. Government Securities Fund

Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/20/1987
Fund without Sales Charge (%) (NAV) 1.73 1.34 0.64 0.75 3.50
Fund with Sales Charge (%) (POP) -0.62 0.58 0.18 0.53 3.43
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.64 2.42 1.68 1.13
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/20/1987
Fund without Sales Charge (%) (NAV) 1.72 1.22 0.61 0.72 3.50
Fund with Sales Charge (%) (POP) -0.63 0.46 0.15 0.49 3.43
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.52 2.46 1.67 1.14

After-Tax Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.71 0.30 -0.25 0.01
Fund without Sales Charge (%) (NAV) After Shares Sold 1.02 0.58 0.10 0.26
Fund with Sales Charge (%) (POP) Before Shares Sold -1.61 -0.46 -0.71 -0.21
Fund with Sales Charge (%) (POP) After Shares Sold -0.37 0.00 -0.25 0.09
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.66 0.18 -0.28 -0.02
Fund without Sales Charge (%) (NAV) After Shares Sold 1.01 0.49 0.07 0.24
Fund with Sales Charge (%) (POP) Before Shares Sold -1.66 -0.58 -0.74 -0.25
Fund with Sales Charge (%) (POP) After Shares Sold -0.38 -0.09 -0.27 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 07/31/2020

Month EndAs of 07/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/20/1987
Fund without Sales Charge (%) (NAV) 0.99 1.04 1.73 4.09 3.26 7.76 208.81
Fund with Sales Charge (%) (POP) -1.25 -1.19 -0.62 1.75 0.91 5.39 201.87
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.13 2.47 3.64 7.44 8.71 11.89
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/20/1987
Fund without Sales Charge (%) (NAV) 2.42 0.87 1.72 3.71 3.07 7.44 208.31
Fund with Sales Charge (%) (POP) 0.12 -1.35 -0.63 1.39 0.73 4.97 201.38
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.17 2.40 3.52 7.55 8.66 12.00

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 1.57 1.27 0.97
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.94 0.84 0.65
Sharpe Ratio -0.17 -0.37 0.17
Information Ratio -0.51 -0.62 -0.30
Tracking Error 2.12 1.69 1.27

ADDITIONAL RISK STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull -1.18 -0.96 -0.86
Beta Bear 0.47 0.29 0.44
Bull Bear Capture Ratio -0.55 -2.29 -2.93
% of Positive Months 88.89 71.67 69.17
Gains/Losses 2.86 1.84 2.33
Maximum Drawdown
2.06 2.06 2.06

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 07/31/2020 Updated Monthly, based on a 3-year period

Sharpe Ratio -0.17
Standard Deviation 1.57

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