Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FPELX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R6) | NA | -12.56% | -3.64% | -8.76% | NA | NA | NA | … | … |
Data as of 08/29/2019, Common starting date is 04/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FPELX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R6) | 04/04/2014 | 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 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.56 | -3.64 | -8.76 | NA | NA | NA | … | … | -3.11 | -11.77 | 1.33 | 13.40 | -21.67 | -21.95 |
| Sharpe Ratio | NA | -1.22 | -0.43 | -0.64 | NA | NA | NA | … | … | -0.60 | -1.12 | 0.07 | 0.59 | -1.55 | -2.53 |
| Standard Deviation(%) | NA | 11.56 | 10.76 | 14.62 | NA | NA | NA | … | … | 10.38 | 11.67 | 9.71 | 22.32 | 13.96 | 11.23 |
| Draw Down(%) | NA | 16.52 | 18.78 | 39.38 | NA | NA | NA | … | … | 10.49 | 16.17 | 11.42 | 11.31 | 24.40 | 23.79 |
| Yield(%) | 0.00 | 6.72 | 2.33 | 0.99 | 0.47 | 0.31 | 0.23 | … | … | 0.00 | 6.56 | 0.12 | 0.00 | 0.00 | 0.00 |
Data as of 08/29/2019, Common starting date is 04/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPELX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R6) |
-13.27%
Jun 2014 – Jun 2017 |
-9.16%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPELX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND CLASS R6) |
3.04%
Feb 2016 – Feb 2019 |
-8.19%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart