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 10/20/1987
Fund without Sales Charge (%) (NAV) 2.29 1.13 0.65 1.00 3.65
Fund with Sales Charge (%) (POP) 2.29 1.13 0.65 1.00 3.65
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 10/20/1987
Fund without Sales Charge (%) (NAV) 2.29 1.13 0.65 1.00 3.65
Fund with Sales Charge (%) (POP) 2.29 1.13 0.65 1.00 3.65
Bloomberg Barclays US Government (1-2 Year) Index (%) 3.72 1.52 1.18 0.98

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 0.94 0.03 -0.27 0.15
Fund without Sales Charge (%) (NAV) After Shares Sold 1.34 0.38 0.09 0.42
Fund with Sales Charge (%) (POP) Before Shares Sold 0.94 0.03 -0.27 0.15
Fund with Sales Charge (%) (POP) After Shares Sold 1.34 0.38 0.09 0.42
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 0.94 0.03 -0.27 0.15
Fund without Sales Charge (%) (NAV) After Shares Sold 1.34 0.38 0.09 0.42
Fund with Sales Charge (%) (POP) Before Shares Sold 0.94 0.03 -0.27 0.15
Fund with Sales Charge (%) (POP) After Shares Sold 1.34 0.38 0.09 0.42

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) 1.02 0.26 0.34 -0.43 0.90 0.09 1.68 1.97 1.54 4.61
Fund with Sales Charge (%) (POP) 1.02 0.26 0.34 -0.43 0.90 0.09 1.68 1.97 1.54 4.61
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 10/20/1987
Fund without Sales Charge (%) (NAV) 0.59 1.87 2.29 3.42 3.31 10.45 213.87
Fund with Sales Charge (%) (POP) 0.59 1.87 2.29 3.42 3.31 10.45 213.87
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/20/1987
Fund without Sales Charge (%) (NAV) 0.59 1.87 2.29 3.42 3.31 10.45 213.87
Fund with Sales Charge (%) (POP) 0.59 1.87 2.29 3.42 3.31 10.45 213.87
Bloomberg Barclays US Government (1-2 Year) Index (%) 0.52 2.66 3.72 4.61 6.05 10.21

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.43 0.45 0.53
Standard Deviation (Bloomberg Barclays US Government (1-2 Year) Index) 0.72 0.68 0.58
Sharpe Ratio -1.05 -0.73 0.92
Information Ratio -0.84 -0.88 0.03
Tracking Error 0.61 0.64 0.67

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

3 YR 5 YR 10 YR
Beta Bull 0.29 0.24 0.28
Beta Bear -0.05 0.00 -0.06
Bull Bear Capture Ratio -0.66 -1.15 -1.24
% of Positive Months 77.78 68.33 74.17
Gains/Losses 6.25 2.85 4.23
Maximum Drawdown
0.43 0.86 0.86

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

Gross Expense Ratio 0.72%
Net Expense Ratio [further-information] 0.71%
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 -1.05
Standard Deviation 0.43

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