Franklin Adjustable U.S. Government Securities Fund

Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2003
Fund without Sales Charge (%) (NAV) 1.59 0.48 0.01 0.30 1.28
Fund with Sales Charge (%) (POP) 0.60 0.48 0.01 0.30 1.28
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.24 1.77 1.29 1.03 1.91
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/2003
Fund without Sales Charge (%) (NAV) 1.59 0.48 0.01 0.30 1.28
Fund with Sales Charge (%) (POP) 0.60 0.48 0.01 0.30 1.28
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.24 1.77 1.29 1.03 1.91

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) 0.21 1.59 1.59 1.44 0.03 3.07 23.41
Fund with Sales Charge (%) (POP) -0.78 0.60 0.60 1.44 0.03 3.07 23.41
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.57 3.24 3.24 5.40 6.60 10.74 36.75
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/2003
Fund without Sales Charge (%) (NAV) 0.21 1.59 1.59 1.44 0.03 3.07 23.41
Fund with Sales Charge (%) (POP) -0.78 0.60 0.60 1.44 0.03 3.07 23.41
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.57 3.24 3.24 5.40 6.60 10.74 36.75

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.45 0.46 0.49
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.70 0.67 0.56
Sharpe Ratio -2.57 -2.22 -0.50
Information Ratio -2.14 -2.07 -1.14
Tracking Error 0.60 0.62 0.64

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.38 0.31 0.23
Beta Bear -0.15 0.42 0.57
Bull Bear Capture Ratio -13.38 0.20 -30.56
% of Positive Months 69.44 51.67 55.83
Gains/Losses 2.15 1.02 1.57
Maximum Drawdown
0.70 1.90 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 12/31/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio -2.57
Standard Deviation 0.45

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