Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLSWX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R) | NA | -12.87% | -4.24% | NA | NA | NA | NA | … | … |
Data as of 08/29/2019, Common starting date is 01/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLSWX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R) | 01/05/2015 | 08/29/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.87 | -4.24 | NA | NA | NA | NA | … | … | -3.19 | -12.48 | 0.62 | 12.70 | -22.09 |
| Sharpe Ratio | NA | -1.27 | -0.49 | NA | NA | NA | NA | … | … | -0.63 | -1.17 | 0.00 | 0.56 | -1.57 |
| Standard Deviation(%) | NA | 11.37 | 10.78 | NA | NA | NA | NA | … | … | 10.05 | 11.79 | 9.74 | 22.40 | 14.18 |
| Draw Down(%) | NA | 16.68 | 19.24 | NA | NA | NA | NA | … | … | 10.42 | 16.58 | 11.65 | 11.32 | 24.83 |
| Yield(%) | 0.00 | 6.01 | 2.02 | 1.03 | 0.52 | 0.34 | 0.26 | … | … | 0.00 | 5.83 | 0.00 | 0.00 | 0.00 |
Data as of 08/29/2019, Common starting date is 01/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLSWX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R) |
-4.85%
Jun 2016 – Jun 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLSWX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R) |
2.24%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart