Franklin Adjustable U.S. Government Securities Fund

Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2003
Fund without Sales Charge (%) (NAV) -0.44 -0.06 -0.29 0.12 1.17
Fund with Sales Charge (%) (POP) -1.41 -0.06 -0.29 0.12 1.17
Bloomberg Barclays US Government (1-2 Year) Index (%) 4.61 2.44 1.67 1.19 2.02
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2003
Fund without Sales Charge (%) (NAV) -0.44 -0.06 -0.29 0.12 1.17
Fund with Sales Charge (%) (POP) -1.41 -0.06 -0.29 0.12 1.17
Bloomberg Barclays US Government (1-2 Year) Index (%) 4.61 2.44 1.67 1.19 2.02

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -1.43 -0.94 -0.99 -0.46
Fund without Sales Charge (%) (NAV) After Shares Sold -0.25 -0.41 -0.51 -0.14
Fund with Sales Charge (%) (POP) Before Shares Sold -2.40 -0.94 -0.99 -0.46
Fund with Sales Charge (%) (POP) After Shares Sold -0.83 -0.41 -0.51 -0.14
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -1.43 -0.94 -0.99 -0.46
Fund without Sales Charge (%) (NAV) After Shares Sold -0.25 -0.41 -0.51 -0.14
Fund with Sales Charge (%) (POP) Before Shares Sold -2.40 -0.94 -0.99 -0.46
Fund with Sales Charge (%) (POP) After Shares Sold -0.83 -0.41 -0.51 -0.14

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 1.59 0.36 -0.51 -0.31 -1.08 0.36 -0.67 1.13 1.20 0.99
Fund with Sales Charge (%) (POP) 0.60 -0.62 -1.49 -1.30 -2.06 -0.64 -1.65 0.13 0.20 0.00
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 03/31/2020

Month EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) -1.61 -1.61 -0.44 -0.19 -1.43 1.23 21.41
Fund with Sales Charge (%) (POP) -2.59 -2.59 -1.41 -0.19 -1.43 1.23 21.41
Bloomberg Barclays US Government (1-2 Year) Index (%) 2.23 2.23 4.61 7.51 8.63 12.61 39.80
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) -1.61 -1.61 -0.44 -0.19 -1.43 1.23 21.41
Fund with Sales Charge (%) (POP) -2.59 -2.59 -1.41 -0.19 -1.43 1.23 21.41
Bloomberg Barclays US Government (1-2 Year) Index (%) 2.23 2.23 4.61 7.51 8.63 12.61 39.80

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 1.30 1.05 0.83
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.94 0.84 0.66
Sharpe Ratio -1.36 -1.33 -0.56
Information Ratio -1.36 -1.30 -0.91
Tracking Error 1.85 1.50 1.17

ADDITIONAL RISK STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull -0.92 -0.80 -0.77
Beta Bear 0.04 0.44 0.61
Bull Bear Capture Ratio 0.19 -0.37 2.45
Gains/Losses 0.95 0.72 1.17

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

Gross Expense Ratio 1.36%
Net Expense Ratio [further-information] 1.35%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 03/31/2020 Updated Monthly, based on a 3-year period

Sharpe Ratio -1.36
Standard Deviation 1.30

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