Franklin Founding Funds Allocation Fund

Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) -2.43 1.35 2.32 6.72 5.97
Fund with Sales Charge (%) (POP) -2.43 1.35 2.32 6.72 5.97
S&P 500 Index (%) 8.19 9.87 9.23 12.65 9.04
MSCI World Index (%) 5.23 7.84 6.48 9.36 8.10
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) 18.06 5.99 4.97 7.59 6.66
Fund with Sales Charge (%) (POP) 18.06 5.99 4.97 7.59 6.66
S&P 500 Index (%) 31.49 15.28 11.70 13.56 9.71
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.80

After-Tax Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -3.32 0.38 1.44 5.81
Fund without Sales Charge (%) (NAV) After Shares Sold -0.96 0.92 1.66 5.25
Fund with Sales Charge (%) (POP) Before Shares Sold -3.32 0.38 1.44 5.81
Fund with Sales Charge (%) (POP) After Shares Sold -0.96 0.92 1.66 5.25
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 16.99 4.99 4.06 6.67
Fund without Sales Charge (%) (NAV) After Shares Sold 11.15 4.44 3.67 5.94
Fund with Sales Charge (%) (POP) Before Shares Sold 16.99 4.99 4.06 6.67
Fund with Sales Charge (%) (POP) After Shares Sold 11.15 4.44 3.67 5.94

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 18.06 -9.60 11.58 13.82 -5.98 3.17 23.93 17.08 -1.78 10.95
Fund with Sales Charge (%) (POP) 18.06 -9.60 11.58 13.82 -5.98 3.17 23.93 17.08 -1.78 10.95
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06
MSCI World Index (%) 28.40 -8.20 23.07 8.15 -0.32 5.50 27.37 16.54 -5.02 12.34

Cumulative Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) -6.61 -9.23 -2.43 4.10 12.15 91.60 161.06
Fund with Sales Charge (%) (POP) -6.61 -9.23 -2.43 4.10 12.15 91.60 161.06
S&P 500 Index (%) -5.50 -8.27 8.19 32.62 55.49 229.18 318.52
MSCI World Index (%) -6.18 -8.94 5.23 25.41 36.91 144.61 262.52
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) 6.06 18.06 18.06 19.08 27.43 107.87 187.60
Fund with Sales Charge (%) (POP) 6.06 18.06 18.06 19.08 27.43 107.87 187.60
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66 356.24
MSCI World Index (%) 8.68 28.40 28.40 45.06 56.39 161.31 298.12

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.08 10.99 11.58
Standard Deviation (S&P 500 Index) 12.98 12.26 12.65
Alpha -6.44 -5.19 -3.85
Beta 0.80 0.84 0.86
Sharpe Ratio -0.03 0.11 0.53
Information Ratio -1.86 -1.55 -1.40
Tracking Error 4.58 4.46 4.23
R-Squared 0.88 0.87 0.89

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Correlation Coefficient 0.94 0.93 0.94
Beta Bull 0.78 0.78 0.85
Beta Bear 0.63 0.72 0.77
Bull Bear Capture Ratio 0.60 0.66 0.74
% of Positive Months 61.11 58.33 61.67
Gains/Losses 1.14 1.22 1.57
Maximum Drawdown
12.93 15.06 17.39

SALES CHARGE, EXPENSES & FEES As of 05/01/2019 (updated annually)

Gross Expense Ratio 0.74%
Net Expense Ratio [further-information] 0.74%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Beta 0.80
Sharpe Ratio -0.03
Standard Deviation 11.08

Benchmarks

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

  • S&P 500 Index
  • MSCI World Index