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PPRPX: Putnam Risk Parity Fund (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/21/2017 |
Last Dividend Date: | 01/26/2023 |
12-Mo. Yield | 99.95% |
Expenses | 2.08% |
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Performance Analytics (As of 01/27/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -14.8 | -10.1 | -4.3 | -3.1 | 3.9 | -23.6 | -27.5 | 7.8 | 4.4 | -8.0 | 3.3 |
Sharpe Ratio | NA | -1.39 | -0.65 | -0.38 | -0.3 | 14.12 | -2.06 | -1.11 | 0.54 | 0.2 | -0.93 | 2.14 |
Draw Down(%) | NA | 22.3 | 40.1 | 40.1 | 40.1 | 0.0 | 25.0 | 28.9 | 15.8 | 13.7 | 11.9 | 1.9 |
Standard Deviation(%) | NA | 11.8 | 16.3 | 13.7 | 13.4 | 4.8 | 12.2 | 24.8 | 14.0 | 15.3 | 10.0 | 5.6 |
Treynor Ratio | NA | -0.56 | -0.42 | -0.19 | -0.15 | 6.67 | -0.83 | -1.12 | 0.34 | 0.11 | -0.24 | 0.32 |
Alpha | NA | -0.07 | -0.05 | -0.03 | -0.03 | 0.16 | -0.09 | -0.14 | 0.01 | -0.01 | -0.03 | 0.01 |
Beta | NA | 0.29 | 0.25 | 0.27 | 0.27 | 0.1 | 0.3 | 0.25 | 0.22 | 0.28 | 0.38 | 0.38 |
RSquared | NA | 0.39 | 0.18 | 0.2 | 0.2 | 0.12 | 0.38 | 0.02 | 0.31 | 0.06 | 0.42 | 0.15 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/20/2017
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