Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
FSUAX (Franklin Limited Maturity US Govt Adv) | NA | 0.45% | 0.57% | 1.38% | 2.79% | 3.57% | NA | 3.58% |
Data as of 07/15/2014, AR inception is 03/31/1999
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
FSUAX (Franklin Limited Maturity US Govt Adv) | 03/31/1999 | 07/15/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 0.45 | 0.57 | 1.38 | 2.79 | 3.57 | NA | 3.58 | 0.06 | -0.09 | 0.90 | 1.62 | 2.71 | 3.12 | 7.27 | 6.62 | 3.70 | 0.85 | 1.33 | 1.84 | 7.46 | 6.88 | 8.44 | 1.49 |
Sharpe Ratio | NA | 0.39 | 0.51 | 0.95 | 0.82 | NA | NA | 0.89 | 0.09 | -0.11 | 0.89 | 1.23 | 1.54 | 1.05 | 1.58 | 1.56 | 0.20 | -0.73 | 0.16 | 0.42 | 2.41 | 1.39 | 1.82 | -0.47 |
Standard Deviation(%) | NA | 1.09 | 1.06 | 1.40 | 2.15 | NA | NA | 2.39 | 0.97 | 1.10 | 0.96 | 1.30 | 1.70 | 2.88 | 3.99 | 2.32 | 2.01 | 1.80 | 2.42 | 2.71 | 2.64 | 3.33 | 2.42 | 2.76 |
Draw Down(%) | NA | 0.50 | 0.93 | 1.23 | 2.37 | NA | NA | 2.62 | 0.40 | 0.93 | 0.39 | 0.67 | 0.97 | 1.35 | 2.37 | 0.98 | 0.82 | 1.28 | 2.62 | 2.48 | 1.54 | 2.58 | 1.13 | 1.23 |
Yield(%) | 0.00 | 1.74 | 2.13 | 2.24 | 2.98 | 3.66 | 2.79 | 3.73 | 0.66 | 2.16 | 2.44 | 2.18 | 2.30 | 3.28 | 3.91 | 4.12 | 3.80 | 3.48 | 3.32 | 3.71 | 4.85 | 5.62 | 5.83 | 4.48 |
Data as of 07/15/2014, AR inception is 03/31/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FSUAX (Franklin Limited Maturity US Govt Adv) |
0.57%
Jun 2011 - Jun 2014 |
1.36%
Jun 2009 - Jun 2014 |
2.64%
Mar 2004 - Mar 2014 |
3.58%
Apr 1999 - Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FSUAX (Franklin Limited Maturity US Govt Adv) |
7.82%
May 2000 - May 2003 |
5.41%
Aug 1999 - Aug 2004 |
4.85%
Jan 2000 - Jan 2010 |
3.61%
May 1999 - May 2014 |
Annualized Rolling Returns Comparison Chart