Franklin Founding Funds Allocation Fund

Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) -6.57 -1.42 1.89 6.14 5.58
Fund with Sales Charge (%) (POP) -6.57 -1.42 1.89 6.14 5.58
S&P 500 Index (%) 11.96 12.01 11.48 13.84 9.51
MSCI World Index (%) 7.82 8.12 8.12 10.22 8.43
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) -9.36 -1.61 1.50 6.52 5.46
Fund with Sales Charge (%) (POP) -9.36 -1.61 1.50 6.52 5.46
S&P 500 Index (%) 7.51 10.73 10.72 13.99 9.21
MSCI World Index (%) 3.40 7.29 7.50 10.57 8.17

After-Tax Average Annual Total Returns [further-information] As of 07/31/2020

Month EndAs of 07/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -8.78 -2.80 0.68 5.07
Fund without Sales Charge (%) (NAV) After Shares Sold -3.02 -1.29 1.27 4.75
Fund with Sales Charge (%) (POP) Before Shares Sold -8.78 -2.80 0.68 5.07
Fund with Sales Charge (%) (POP) After Shares Sold -3.02 -1.29 1.27 4.75
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -11.50 -2.99 0.30 5.45
Fund without Sales Charge (%) (NAV) After Shares Sold -4.64 -1.40 0.99 5.09
Fund with Sales Charge (%) (POP) Before Shares Sold -11.50 -2.99 0.30 5.45
Fund with Sales Charge (%) (POP) After Shares Sold -4.64 -1.40 0.99 5.09

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 07/31/2020

Month EndAs of 07/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) 5.49 -12.60 -6.57 -4.21 9.84 81.41 151.37
Fund with Sales Charge (%) (POP) 5.49 -12.60 -6.57 -4.21 9.84 81.41 151.37
S&P 500 Index (%) 12.87 2.38 11.96 40.53 72.23 265.58 367.12
MSCI World Index (%) 12.91 -0.93 7.82 26.39 47.79 164.71 294.42
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) 10.05 -14.65 -9.36 -4.75 7.73 87.98 145.45
Fund with Sales Charge (%) (POP) 10.05 -14.65 -9.36 -4.75 7.73 87.98 145.45
S&P 500 Index (%) 20.54 -3.08 7.51 35.77 66.45 270.31 342.19
MSCI World Index (%) 19.54 -5.48 3.40 23.51 43.57 173.09 276.30

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.55 13.10 12.21
Standard Deviation (S&P 500 Index) 16.92 14.77 13.31
Alpha -10.55 -7.19 -5.23
Beta 0.81 0.83 0.86
Sharpe Ratio -0.21 0.06 0.45
Information Ratio -2.39 -1.87 -1.68
Tracking Error 5.62 5.12 4.58
R-Squared 0.90 0.88 0.88

ADDITIONAL RISK STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Correlation Coefficient 0.95 0.94 0.94
Beta Bull 0.65 0.66 0.76
Beta Bear 0.90 0.90 0.91
Bull Bear Capture Ratio 0.52 0.61 0.68
% of Positive Months 58.33 61.67 62.50
Gains/Losses 0.98 1.18 1.52
Maximum Drawdown
22.45 22.45 22.45

SALES CHARGE, EXPENSES & FEES As of 05/01/2020 (updated annually)

Gross Expense Ratio 0.76%
Net Expense Ratio [further-information] 0.76%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 07/31/2020 Updated Monthly, based on a 3-year period

Beta 0.81
Sharpe Ratio -0.21
Standard Deviation 14.55

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