Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/16/2025.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| FTF (Franklin Templeton Limited Duration) | 5.20% | -0.59% | 12.10% | 9.19% | 6.59% | 3.81% | 4.39% | 5.21% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTF (Franklin Templeton Limited Duration) | 09/05/2003 | 05/16/2025 |
The return data shown below all have the same latest date: 05/16/2025.
AR inception is since 09/05/2003.
AR inception is since 09/05/2003.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.09 | 12.10 | 9.19 | 6.59 | 3.81 | 4.39 | 5.21 | 5.20 | -0.59 | 19.62 | 12.23 | -23.49 | 7.02 | 9.48 | 18.43 | -14.89 | 9.42 | 20.23 | -6.25 | 0.87 | -3.46 | 15.44 | 8.23 | 18.15 | 55.47 | -19.66 | -6.72 | 17.76 | -8.34 | 8.84 | -0.88 |
| Sharpe Ratio | NA | 0.48 | 0.41 | 0.37 | 0.15 | NA | NA | 0.22 | -0.32 | 1.36 | 0.72 | -1.63 | 0.88 | 0.29 | 2.55 | -1.29 | 1.38 | 1.99 | -0.70 | 0.13 | -0.26 | 0.98 | 0.48 | 1.00 | 2.46 | -0.49 | -0.59 | 1.38 | -0.98 | 0.47 | -0.30 |
| Standard Deviation(%) | NA | 11.91 | 11.71 | 11.90 | 14.23 | NA | NA | 16.96 | 14.22 | 9.55 | 11.17 | 15.35 | 8.00 | 31.97 | 6.67 | 12.62 | 6.39 | 10.06 | 8.93 | 6.70 | 13.37 | 15.77 | 17.16 | 18.00 | 22.53 | 42.15 | 16.45 | 10.58 | 10.74 | 16.80 | 11.12 |
| Draw Down(%) | NA | 12.41 | 14.17 | 28.51 | 36.38 | NA | NA | 51.16 | 12.41 | 4.02 | 6.62 | 28.44 | 5.50 | 36.10 | 3.16 | 21.51 | 3.32 | 6.52 | 13.45 | 8.22 | 17.61 | 10.83 | 17.04 | 14.73 | 17.52 | 45.82 | 22.12 | 4.85 | 15.13 | 11.70 | 5.59 |
| Yield(%) | 0.00 | 9.86 | 9.84 | 9.73 | 7.36 | 6.95 | 6.75 | 6.52 | 1.87 | 11.79 | 11.45 | 8.73 | 10.08 | 9.77 | 11.31 | 9.94 | 10.67 | 7.38 | 6.14 | 7.08 | 6.06 | 7.01 | 7.74 | 8.57 | 11.11 | 8.11 | 7.46 | 8.48 | 7.61 | 8.08 | 1.98 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTF (Franklin Templeton Limited Duration) |
-9.76%
Nov 2005 - Nov 2008 |
-5.92%
Nov 2003 - Nov 2008 |
0.33%
Sep 2012 - Sep 2022 |
3.81%
May 2007 - May 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTF (Franklin Templeton Limited Duration) |
33.83%
Nov 2008 - Nov 2011 |
21.67%
Nov 2008 - Nov 2013 |
11.18%
Nov 2008 - Nov 2018 |
8.36%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart