Franklin K2 Global Macro Opportunities Fund

Average Annual Total Returns [further-information] As of 03/31/2019

Month EndAs of 04/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/11/2016
Fund without Sales Charge (%) (NAV) 3.51 -1.59
Fund with Sales Charge (%) (POP) 3.51 -1.59
HFRX Macro/CTA Index (%) -1.43 -1.30 0.24 -1.73 -1.35
ICE BofAML US 3-Month Treasury Bill Index (%) 2.18 1.25 0.78 0.45 1.32
Quarter EndAs of 03/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 07/11/2016
Fund without Sales Charge (%) (NAV) 3.09 -2.06
Fund with Sales Charge (%) (POP) 3.09 -2.06
HFRX Macro/CTA Index (%) -2.10 -1.57 -0.10 -1.95 -1.80
ICE BofAML US 3-Month Treasury Bill Index (%) 2.12 1.19 0.75 0.43 1.29

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 03/31/2019

Month EndAs of 04/30/2019 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/11/2016
Fund without Sales Charge (%) (NAV) 4.18 3.51 -4.38
Fund with Sales Charge (%) (POP) 4.18 3.51 -4.38
HFRX Macro/CTA Index (%) 0.27 -1.43 -3.86 1.21 -16.00 -3.73
ICE BofAML US 3-Month Treasury Bill Index (%) 0.79 2.18 3.79 3.97 4.56 3.74
Quarter EndAs of 03/31/2019 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/11/2016
Fund without Sales Charge (%) (NAV) 2.97 3.09 -5.49
Fund with Sales Charge (%) (POP) 2.97 3.09 -5.49
HFRX Macro/CTA Index (%) -0.87 -2.10 -4.63 -0.49 -17.86 -4.82
ICE BofAML US 3-Month Treasury Bill Index (%) 0.60 2.12 3.63 3.78 4.39 3.54

After-Tax Average Annual Total Returns [further-information] As of 03/31/2019

Month EndAs of 04/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.37
Fund without Sales Charge (%) (NAV) After Shares Sold 2.07
Fund with Sales Charge (%) (POP) Before Shares Sold 3.37
Fund with Sales Charge (%) (POP) After Shares Sold 2.07
Quarter EndAs of 03/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.95
Fund without Sales Charge (%) (NAV) After Shares Sold 1.83
Fund with Sales Charge (%) (POP) Before Shares Sold 2.95
Fund with Sales Charge (%) (POP) After Shares Sold 1.83

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 04/30/2019 Updated Monthly, based on a 1-year period

Beta
Alpha
Sharpe Ratio
R-Squared
Standard Deviation 5.23

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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