Franklin Adjustable U.S. Government Securities Fund

Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/01/2003
Fund without Sales Charge (%) (NAV) 1.62 0.43 -0.02 0.34 1.29
Fund with Sales Charge (%) (POP) 0.63 0.43 -0.02 0.34 1.29
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/01/2003
Fund without Sales Charge (%) (NAV) 1.62 0.43 -0.02 0.34 1.29
Fund with Sales Charge (%) (POP) 0.63 0.43 -0.02 0.34 1.29
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.72 1.52 1.18 0.98 1.91

After-Tax Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.55 -0.39 -0.67 -0.24
Fund without Sales Charge (%) (NAV) After Shares Sold 0.96 -0.02 -0.30 0.03
Fund with Sales Charge (%) (POP) Before Shares Sold -0.44 -0.39 -0.67 -0.24
Fund with Sales Charge (%) (POP) After Shares Sold 0.37 -0.02 -0.30 0.03
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.55 -0.39 -0.67 -0.24
Fund without Sales Charge (%) (NAV) After Shares Sold 0.96 -0.02 -0.30 0.03
Fund with Sales Charge (%) (POP) Before Shares Sold -0.44 -0.39 -0.67 -0.24
Fund with Sales Charge (%) (POP) After Shares Sold 0.37 -0.02 -0.30 0.03

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) 0.36 -0.51 -0.31 -1.08 0.36 -0.67 1.13 1.20 0.99 3.81
Fund with Sales Charge (%) (POP) -0.62 -1.49 -1.30 -2.06 -0.64 -1.65 0.13 0.20 0.00 2.81
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 09/30/2019

Month EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) 0.30 1.38 1.62 1.30 -0.12 3.48 23.14
Fund with Sales Charge (%) (POP) -0.70 0.38 0.63 1.30 -0.12 3.48 23.14
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) 0.30 1.38 1.62 1.30 -0.12 3.48 23.14
Fund with Sales Charge (%) (POP) -0.70 0.38 0.63 1.30 -0.12 3.48 23.14
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.52 2.66 3.72 4.61 6.05 10.21 35.98

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.46 0.46 0.51
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.72 0.68 0.58
Sharpe Ratio -2.41 -2.07 -0.34
Information Ratio -1.89 -1.87 -0.96
Tracking Error 0.62 0.64 0.67

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

3 YR 5 YR 10 YR
Beta Bull 0.35 0.30 0.30
Beta Bear 0.00 0.35 0.22
Bull Bear Capture Ratio 3.39 0.28 -4.10
% of Positive Months 69.44 53.33 56.67
Gains/Losses 2.06 1.05 1.68
Maximum Drawdown
0.70 1.96 2.73

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

Gross Expense Ratio 1.37%
Net Expense Ratio [further-information] 1.36%
Max Initial Sales Charge 0.00%
CDSC 1.00%

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

Sharpe Ratio -2.41
Standard Deviation 0.46

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