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PPROX: Putnam PanAgora Risk Parity Fund Class R (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/20/2017 |
Last Dividend Date: | 01/26/2023 |
12-Mo. Yield | 84.96% |
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 | Since 09/20/2017 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -15.1 | -3.8 | -2.1 | � | 3.8 | -23.8 | -10.4 | 7.4 | 9.5 | -6.8 | 1.9 |
Sharpe Ratio | NA | -1.41 | -0.36 | -0.27 | -0.2 | 13.16 | -2.08 | -0.67 | 0.5 | 0.78 | -0.99 | 1.09 |
Draw Down(%) | NA | 22.2 | 27.8 | 27.8 | 27.8 | 0.1 | 25.1 | 14.1 | 15.8 | 8.7 | 10.7 | 1.9 |
Standard Deviation(%) | NA | 11.8 | 12.1 | 11.1 | 10.8 | 4.9 | 12.1 | 15.5 | 14.5 | 10.3 | 8.2 | 5.7 |
Treynor Ratio | NA | -0.57 | -0.14 | -0.09 | -0.07 | 6.92 | -0.84 | -0.24 | 0.23 | 0.29 | -0.23 | 0.16 |
Alpha | NA | -0.07 | -0.03 | -0.02 | -0.02 | 0.16 | -0.09 | -0.08 | 0.0 | 0.0 | -0.02 | -0.01 |
Beta | NA | 0.29 | 0.32 | 0.32 | 0.32 | 0.09 | 0.3 | 0.44 | 0.31 | 0.28 | 0.36 | 0.39 |
RSquared | NA | 0.38 | 0.49 | 0.43 | 0.43 | 0.09 | 0.38 | 0.16 | 0.57 | 0.12 | 0.55 | 0.15 |
Yield(%) | N/A | 85.0 | 30.9 | 18.9 | N/A | 103.0 | 0.0 | 10.7 | 6.1 | 5.8 | 0.5 | 0.0 |
Dividend Growth(%) | N/A | 558.2 | N/A | N/A | N/A | N/A | -100.0 | 88.3 | 9.1 | 1000.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/20/2017
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