Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDMMX (Putman Absolute Return 700 – M) | NA | 5.29% | 1.39% | 0.69% | 2.50% | NA | NA | … | … |
Data as of 11/25/2019, Common starting date is 01/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDMMX (Putman Absolute Return 700 – 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 (%) | -0.27 | 5.29 | 1.39 | 0.69 | 2.50 | NA | NA | … | … | 4.39 | -9.66 | 9.14 | 2.38 | -2.18 | 5.40 | 5.46 | 7.13 | 0.01 | 2.94 | 13.28 |
| Sharpe Ratio | NA | 0.26 | 0.04 | 0.00 | 0.38 | NA | NA | … | … | 0.48 | -1.11 | 3.00 | 0.51 | -0.38 | 1.24 | 1.23 | 1.90 | 0.00 | 0.79 | 3.34 |
| Standard Deviation(%) | NA | 8.12 | 7.12 | 6.41 | 5.57 | NA | NA | … | … | 7.06 | 9.88 | 2.85 | 4.22 | 5.75 | 4.34 | 4.42 | 3.76 | 6.49 | 3.61 | 3.98 |
| Draw Down(%) | NA | 5.47 | 12.63 | 12.63 | 12.63 | NA | NA | … | … | 5.47 | 12.52 | 1.12 | 4.20 | 5.46 | 3.42 | 4.70 | 2.50 | 10.63 | 2.90 | 4.17 |
| Yield(%) | 0.00 | 3.08 | 1.70 | 3.37 | 2.78 | 2.07 | 1.55 | … | … | 0.00 | 2.76 | 2.08 | 0.00 | 7.23 | 5.81 | 0.70 | 0.00 | 3.39 | 2.92 | 1.80 |
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 |
|---|---|---|---|---|
| PDMMX (Putman Absolute Return 700 – M) |
-0.59%
Nov 2015 – Nov 2018 |
0.80%
Dec 2013 – Dec 2018 |
2.81%
Oct 2009 – Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDMMX (Putman Absolute Return 700 – M) |
7.42%
Feb 2009 – Feb 2012 |
6.36%
Feb 2009 – Feb 2014 |
3.80%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart