Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDMEX (Putnam Absolute Return 700 Fd Cl R6) | NA | 2.45% | -10.31% | -6.41% | -0.88% | NA | NA | … | … |
Data as of 02/17/2023, Common starting date is 07/03/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDMEX (Putnam Absolute Return 700 Fd Cl R6) | 07/03/2012 | 02/17/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.55 | 2.45 | -10.31 | -6.41 | -0.88 | NA | NA | … | … | -0.33 | 3.18 | -25.92 | -7.54 | 5.85 | -12.15 | 10.13 | 3.15 | -1.35 | 13.23 | 6.34 | 1.52 |
| Sharpe Ratio | NA | 0.17 | -0.08 | -0.07 | -0.02 | NA | NA | … | … | -1.69 | 0.44 | -0.11 | -0.64 | 0.63 | -1.09 | 3.31 | 0.68 | -0.24 | 1.64 | 1.41 | 0.85 |
| Standard Deviation(%) | NA | 4.02 | 138.26 | 107.36 | 75.99 | NA | NA | … | … | 3.35 | 4.09 | 240.10 | 12.08 | 6.98 | 12.35 | 2.88 | 4.32 | 5.71 | 8.07 | 4.46 | 3.62 |
| Draw Down(%) | NA | 3.79 | 86.32 | 86.32 | 86.32 | NA | NA | … | … | 1.41 | 3.79 | 86.32 | 10.51 | 5.38 | 15.96 | 1.09 | 4.22 | 5.12 | 3.35 | 4.62 | 2.35 |
| Yield(%) | 0.00 | 15.60 | 5.49 | 3.85 | 4.49 | 3.11 | 2.34 | … | … | 0.00 | 15.66 | 2.24 | 0.00 | 0.00 | 3.38 | 2.97 | 0.00 | 7.84 | 13.07 | 1.54 | 0.22 |
Data as of 02/17/2023, Common starting date is 07/03/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDMEX (Putnam Absolute Return 700 Fd Cl R6) |
-12.39%
Apr 2018 – Apr 2021 |
-7.12%
Nov 2017 – Nov 2022 |
-0.93%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDMEX (Putnam Absolute Return 700 Fd Cl R6) |
6.97%
Oct 2012 – Oct 2015 |
6.18%
Dec 2012 – Dec 2017 |
-0.62%
Dec 2012 – Dec 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart