Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSLPX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND ADVISOR CLASS) | NA | -11.79% | -3.55% | 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 |
|---|---|---|
| FSLPX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND ADVISOR CLASS) | 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 | -11.79 | -3.55 | NA | NA | NA | NA | … | … | -2.18 | -11.97 | 1.05 | 12.90 | -21.57 |
| Sharpe Ratio | NA | -1.16 | -0.43 | NA | NA | NA | NA | … | … | -0.47 | -1.14 | 0.04 | 0.56 | -1.53 |
| Standard Deviation(%) | NA | 11.48 | 10.73 | NA | NA | NA | NA | … | … | 10.17 | 11.71 | 9.70 | 22.55 | 14.24 |
| Draw Down(%) | NA | 15.96 | 18.34 | NA | NA | NA | NA | … | … | 9.92 | 16.21 | 11.49 | 11.35 | 24.51 |
| Yield(%) | 0.00 | 6.42 | 2.18 | 1.12 | 0.56 | 0.37 | 0.28 | … | … | 0.00 | 6.25 | 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 |
|---|---|---|---|---|
| FSLPX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND ADVISOR CLASS) |
-4.45%
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 |
|---|---|---|---|---|
| FSLPX (FRANKLIN PELAGOS COMMODITIES STRATEGY FUND ADVISOR CLASS) |
2.75%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart