Franklin Low Duration Total Return 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 11/17/2004
Fund without Sales Charge (%) (NAV) 3.84 2.22 1.79 2.32 2.96
Fund with Sales Charge (%) (POP) 3.84 2.22 1.79 2.32 2.96
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 11/17/2004
Fund without Sales Charge (%) (NAV) 3.84 2.22 1.79 2.32 2.96
Fund with Sales Charge (%) (POP) 3.84 2.22 1.79 2.32 2.96
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.64 1.82 1.59 1.52 2.45

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 2.38 0.97 0.67 1.21
Fund without Sales Charge (%) (NAV) After Shares Sold 2.26 1.15 0.87 1.32
Fund with Sales Charge (%) (POP) Before Shares Sold 2.38 0.97 0.67 1.21
Fund with Sales Charge (%) (POP) After Shares Sold 2.26 1.15 0.87 1.32
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.38 0.97 0.67 1.21
Fund without Sales Charge (%) (NAV) After Shares Sold 2.26 1.15 0.87 1.32
Fund with Sales Charge (%) (POP) Before Shares Sold 2.38 0.97 0.67 1.21
Fund with Sales Charge (%) (POP) After Shares Sold 2.26 1.15 0.87 1.32

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15 8.59
Fund with Sales Charge (%) (POP) 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15 8.59
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 1.60 0.84 1.28 0.65 0.77 0.65 1.26 1.59 2.80 3.83

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 11/17/2004
Fund without Sales Charge (%) (NAV) 0.55 4.00 3.84 6.79 9.28 25.77 54.29
Fund with Sales Charge (%) (POP) 0.55 4.00 3.84 6.79 9.28 25.77 54.29
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 11/17/2004
Fund without Sales Charge (%) (NAV) 0.55 4.00 3.84 6.79 9.28 25.77 54.29
Fund with Sales Charge (%) (POP) 0.55 4.00 3.84 6.79 9.28 25.77 54.29
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 0.69 3.42 4.64 5.55 8.20 16.30 43.22

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.88 1.01 1.41
Standard Deviation (Bloomberg Barclays US Government & Credit (1-3 Year) Index) 0.97 0.91 0.84
Sharpe Ratio 0.69 0.79 1.24
Information Ratio 0.26 0.18 0.58
Tracking Error 0.89 1.02 1.30

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

3 YR 5 YR 10 YR
Beta Bull 0.21 0.19 0.59
Beta Bear 0.47 0.59 0.23
Bull Bear Capture Ratio 6.71 6.10 3.44
% of Positive Months 72.22 68.33 75.00
Gains/Losses 8.16 3.77 3.48
Maximum Drawdown
0.34 1.77 2.18

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

Gross Expense Ratio 0.72%
Net Expense Ratio [further-information] 0.47%
Max Initial Sales Charge 0.00%
CDSC

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

Sharpe Ratio 0.69
Standard Deviation 0.88

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