Franklin Strategic Mortgage Portfolio

This fund or share class has been closed to new investors.

This fund or share class has been closed to new investors.

Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 01/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 02/01/1993
Fund without Sales Charge (%) (NAV) 5.75 3.22 2.33 4.17 5.13
Fund with Sales Charge (%) (POP) 1.81 1.93 1.56 3.78 4.98
Bloomberg Barclays US MBS Agency Fixed Rate MBS Index (%) 6.25 3.50 2.55 3.11
FTSE U.S. Broad Investment-Grade Mortgage Index (%) 6.50 3.61 2.61 3.14 5.22
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 02/01/1993
Fund without Sales Charge (%) (NAV) 5.71 2.97 2.33 4.30 5.11
Fund with Sales Charge (%) (POP) 1.75 1.68 1.56 3.90 4.96
Bloomberg Barclays US MBS Agency Fixed Rate MBS Index (%) 6.35 3.25 2.58 3.18
FTSE U.S. Broad Investment-Grade Mortgage Index (%) 6.68 3.36 2.64 3.20 5.21

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 5.71 0.37 2.92 1.67 1.10 6.70 0.78 6.06 6.85 11.39
Fund with Sales Charge (%) (POP) 1.75 -3.37 -1.41 -2.68 -3.17 2.19 -3.53 1.53 2.30 6.61
Bloomberg Barclays US MBS Agency Fixed Rate MBS Index (%) 6.35 0.99 2.48 1.67 1.51 6.15 -1.45 2.60 6.32 5.50
FTSE U.S. Broad Investment-Grade Mortgage Index (%) 6.68 1.01 2.47 1.59 1.56 6.12 -1.52 2.60 6.38 5.50

Cumulative Total Returns [further-information] As of 12/31/2019

Month EndAs of 01/31/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 02/01/1993
Fund without Sales Charge (%) (NAV) 0.90 5.75 9.98 12.22 50.45 285.82
Fund with Sales Charge (%) (POP) -2.90 1.81 5.89 8.06 44.88 271.34
Bloomberg Barclays US MBS Agency Fixed Rate MBS Index (%) 0.70 6.25 10.87 13.43 35.87
FTSE U.S. Broad Investment-Grade Mortgage Index (%) 0.70 6.50 11.23 13.76 36.18 294.93
Quarter EndAs of 12/31/2019 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 02/01/1993
Fund without Sales Charge (%) (NAV) 5.71 5.71 9.19 12.23 52.34 282.39
Fund with Sales Charge (%) (POP) 1.75 1.75 5.14 8.04 46.61 268.04
Bloomberg Barclays US MBS Agency Fixed Rate MBS Index (%) 6.35 6.35 10.06 13.60 36.77
FTSE U.S. Broad Investment-Grade Mortgage Index (%) 6.68 6.68 10.41 13.92 37.07 292.20

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 01/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 4.34 1.77 1.03 2.67
Fund without Sales Charge (%) (NAV) After Shares Sold 3.39 1.82 1.19 2.59
Fund with Sales Charge (%) (POP) Before Shares Sold 0.46 0.49 0.27 2.29
Fund with Sales Charge (%) (POP) After Shares Sold 1.06 0.83 0.61 2.27
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 4.27 1.52 1.04 2.80
Fund without Sales Charge (%) (NAV) After Shares Sold 3.36 1.63 1.20 2.69
Fund with Sales Charge (%) (POP) Before Shares Sold 0.37 0.25 0.27 2.40
Fund with Sales Charge (%) (POP) After Shares Sold 1.02 0.65 0.61 2.37

SALES CHARGE, EXPENSES & FEES As of 02/01/2020 (updated annually)

Gross Expense Ratio 1.00%
Net Expense Ratio [further-information] 0.76%
Max Initial Sales Charge 3.75%
CDSC 0.75%

Volatility Measures [further-information] As of 01/31/2020 Updated Monthly, based on a 3-year period

Beta 0.99
Sharpe Ratio 0.72
Standard Deviation 2.17

Benchmarks

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

  • Bloomberg Barclays US MBS Agency Fixed Rate MBS Index
  • FTSE U.S. Broad Investment-Grade Mortgage Index