Franklin Low Duration Total Return 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 11/17/2004
Fund without Sales Charge (%) (NAV) -4.02 -0.13 0.46 1.40 2.47
Fund with Sales Charge (%) (POP) -4.02 -0.13 0.46 1.40 2.47
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.53 2.58 1.90 1.62 2.52
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 11/17/2004
Fund without Sales Charge (%) (NAV) -4.02 -0.13 0.46 1.40 2.47
Fund with Sales Charge (%) (POP) -4.02 -0.13 0.46 1.40 2.47
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.53 2.58 1.90 1.62 2.52

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 -5.46 -1.39 -0.68 0.30
Fund without Sales Charge (%) (NAV) After Shares Sold -2.33 -0.61 -0.13 0.63
Fund with Sales Charge (%) (POP) Before Shares Sold -5.46 -1.39 -0.68 0.30
Fund with Sales Charge (%) (POP) After Shares Sold -2.33 -0.61 -0.13 0.63
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.46 -1.39 -0.68 0.30
Fund without Sales Charge (%) (NAV) After Shares Sold -2.33 -0.61 -0.13 0.63
Fund with Sales Charge (%) (POP) Before Shares Sold -5.46 -1.39 -0.68 0.30
Fund with Sales Charge (%) (POP) After Shares Sold -2.33 -0.61 -0.13 0.63

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 4.73 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15
Fund with Sales Charge (%) (POP) 4.73 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.03 1.60 0.84 1.28 0.65 0.77 0.65 1.26 1.59 2.80

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 11/17/2004
Fund without Sales Charge (%) (NAV) -6.36 -6.36 -4.02 -0.39 2.32 14.96 45.49
Fund with Sales Charge (%) (POP) -6.36 -6.36 -4.02 -0.39 2.32 14.96 45.49
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 1.69 1.69 4.53 7.95 9.85 17.47 46.50
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 11/17/2004
Fund without Sales Charge (%) (NAV) -6.36 -6.36 -4.02 -0.39 2.32 14.96 45.49
Fund with Sales Charge (%) (POP) -6.36 -6.36 -4.02 -0.39 2.32 14.96 45.49
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 1.69 1.69 4.53 7.95 9.85 17.47 46.50

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.17 3.32 2.65
Standard Deviation (Bloomberg Barclays US Government & Credit (1-3 Year) Index) 1.01 0.94 0.81
Sharpe Ratio -0.44 -0.20 0.31
Information Ratio -0.64 -0.42 -0.08
Tracking Error 4.25 3.40 2.64

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

3 YR 5 YR 10 YR
Beta Bull 0.10 0.03 0.40
Beta Bear 0.36 0.57 0.89
Bull Bear Capture Ratio 0.33 1.35 1.27
% of Positive Months 69.44 66.67 73.33
Gains/Losses 0.98 1.25 1.88
Maximum Drawdown
7.09 7.09 7.09

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

Gross Expense Ratio 0.71%
Net Expense Ratio [further-information] 0.46%
Max Initial Sales Charge 0.00%
CDSC

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

Sharpe Ratio -0.44
Standard Deviation 4.17

Benchmarks

A benchmark is a comparable broad-based index that can be used to evaluate a fund's performance.

  • Bloomberg Barclays US Government & Credit (1-3 Year) Index