Franklin K2 Global Macro Opportunities Fund

Average Annual Total Returns [further-information] As of 12/31/2018

Month EndAs of 02/28/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/11/2016
Fund without Sales Charge (%) (NAV) 1.44 -2.76
Fund with Sales Charge (%) (POP) 1.44 -2.76
HFRX Macro/CTA Index (%) -3.17 -2.03 -0.20 -2.17 -1.97
ICE BofAML US 3-Month Treasury Bill Index (%) 2.04 1.14 0.70 0.41 1.25
Quarter EndAs of 12/31/2018 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/11/2016
Fund without Sales Charge (%) (NAV) -1.71 -3.41
Fund with Sales Charge (%) (POP) -1.71 -3.41
HFRX Macro/CTA Index (%) -3.25 -1.26 -0.13 -1.92 -1.63
ICE BofAML US 3-Month Treasury Bill Index (%) 1.87 1.02 0.63 0.38 1.17

Calendar Year Returns

2018 2017
Fund without Sales Charge (%) (NAV) -1.71 -2.01
Fund with Sales Charge (%) (POP) -1.71 -2.01
HFRX Macro/CTA Index (%) -3.25 2.51
ICE BofAML US 3-Month Treasury Bill Index (%) 1.87 0.86

Cumulative Total Returns [further-information] As of 12/31/2018

Month EndAs of 02/28/2019 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/11/2016
Fund without Sales Charge (%) (NAV) 1.21 1.44 -7.11
Fund with Sales Charge (%) (POP) 1.21 1.44 -7.11
HFRX Macro/CTA Index (%) -1.16 -3.17 -5.98 -1.01 -19.73 -5.10
ICE BofAML US 3-Month Treasury Bill Index (%) 0.38 2.04 3.44 3.55 4.20 3.31
Quarter EndAs of 12/31/2018 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/11/2016
Fund without Sales Charge (%) (NAV) -1.71 -1.71 -8.22
Fund with Sales Charge (%) (POP) -1.71 -1.71 -8.22
HFRX Macro/CTA Index (%) -3.25 -3.25 -3.72 -0.67 -17.65 -3.99
ICE BofAML US 3-Month Treasury Bill Index (%) 1.87 1.87 3.08 3.17 3.82 2.93

After-Tax Average Annual Total Returns [further-information] As of 12/31/2018

Month EndAs of 02/28/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 1.30
Fund without Sales Charge (%) (NAV) After Shares Sold 0.85
Fund with Sales Charge (%) (POP) Before Shares Sold 1.30
Fund with Sales Charge (%) (POP) After Shares Sold 0.85
Quarter EndAs of 12/31/2018 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -1.85
Fund without Sales Charge (%) (NAV) After Shares Sold -1.01
Fund with Sales Charge (%) (POP) Before Shares Sold -1.85
Fund with Sales Charge (%) (POP) After Shares Sold -1.01

SALES CHARGE, EXPENSES & FEES As of 10/01/2018 (updated annually)

Management Fee 1.90%
Dividend Expense and Borrowing Fees for Securities Sold Short 0.00%
Additional Expenses 2.16%
Gross Expense Ratio 4.06%
Net Expense Ratio [further-information] 2.02%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 02/28/2019 Updated Monthly, based on a 1-year period

Beta
Alpha
Sharpe Ratio
R-Squared
Standard Deviation 5.12

Benchmarks

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

  • HFRX Macro/CTA Index
  • ICE BofAML US 3-Month Treasury Bill Index

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