Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PARZX (Putman Absolute Return 100 – M) | NA | 4.58% | 3.24% | 2.09% | 1.56% | NA | NA | … | … |
Data as of 11/25/2019, Common starting date is 01/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PARZX (Putman Absolute Return 100 – M) | 01/05/2009 | 11/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 4.58 | 3.24 | 2.09 | 1.56 | NA | NA | … | … | 4.09 | 1.93 | 3.16 | 2.15 | -0.58 | 0.65 | 1.71 | 2.74 | -2.04 | 1.14 | 3.92 |
| Sharpe Ratio | NA | 2.37 | 1.23 | 0.87 | 0.78 | NA | NA | … | … | 2.29 | 0.23 | 2.81 | 1.15 | -0.64 | 0.80 | 2.14 | 1.34 | -1.06 | 0.91 | 3.10 |
| Standard Deviation(%) | NA | 1.32 | 1.74 | 1.60 | 1.53 | NA | NA | … | … | 1.35 | 2.57 | 0.90 | 1.69 | 0.94 | 0.79 | 0.79 | 2.02 | 1.95 | 1.15 | 1.24 |
| Draw Down(%) | NA | 0.59 | 1.78 | 2.87 | 3.65 | NA | NA | … | … | 0.59 | 1.78 | 0.30 | 1.82 | 1.07 | 0.39 | 0.59 | 1.19 | 3.65 | 0.58 | 0.49 |
| Yield(%) | 0.00 | 3.01 | 2.91 | 2.26 | 1.71 | 1.17 | 0.88 | … | … | 2.34 | 1.82 | 2.24 | 2.45 | 1.51 | 1.24 | 1.41 | 0.72 | 1.46 | 2.01 | 0.32 |
Data as of 11/25/2019, Common starting date is 01/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PARZX (Putman Absolute Return 100 – M) |
-0.19%
Feb 2013 – Feb 2016 |
-0.02%
Feb 2011 – Feb 2016 |
1.57%
Oct 2009 – Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PARZX (Putman Absolute Return 100 – M) |
3.55%
Jun 2016 – Jun 2019 |
2.13%
Oct 2014 – Oct 2019 |
1.66%
Jun 2009 – Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart