Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDRBX (Putnam Dynamic Risk Allocation Fd Cl B) | NA | 871,081.82% | 1,780.85% | 480.27% | 145.29% | NA | NA | … | … |
Data as of 01/27/2023, Common starting date is 09/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDRBX (Putnam Dynamic Risk Allocation Fd Cl B) | 09/20/2011 | 01/27/2023 |
| 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 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1,004,858.80 | 871,081.82 | 1,780.85 | 480.27 | 145.29 | NA | NA | … | … | -0.58 | -20.70 | -51.12 | 0.18 | 13.89 | -10.94 | 11.81 | 7.96 | -7.08 | 2.00 | 3.16 | 13.00 | -1.10 |
| Sharpe Ratio | NA | -1.65 | -0.93 | -0.76 | -0.31 | NA | NA | … | … | -0.79 | -2.16 | -0.93 | 0.00 | 2.01 | -1.47 | 2.65 | 0.71 | -0.93 | 0.34 | 0.40 | 1.88 | -0.29 |
| Standard Deviation(%) | NA | 10.61 | 15.44 | 12.85 | 10.55 | NA | NA | … | … | 13.79 | 10.28 | 54.71 | 13.00 | 6.19 | 8.33 | 4.23 | 10.81 | 7.66 | 5.78 | 7.76 | 6.94 | 13.15 |
| Draw Down(%) | NA | 22.15 | 39.98 | 40.10 | 40.10 | NA | NA | … | … | 3.18 | 25.11 | 52.03 | 20.54 | 3.59 | 15.30 | 2.17 | 5.99 | 12.03 | 5.70 | 10.05 | 4.72 | 6.05 |
| Yield(%) | 96.99 | 84.08 | 28.69 | 17.10 | 10.27 | 7.68 | 5.76 | … | … | 99.61 | 0.00 | 38.92 | 0.00 | 3.06 | 0.58 | 2.18 | 1.65 | 1.92 | 4.22 | 0.13 | 6.42 | 0.00 |
Data as of 01/27/2023, Common starting date is 09/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRBX (Putnam Dynamic Risk Allocation Fd Cl B) |
-14.32%
Sep 2019 – Sep 2022 |
-8.31%
Sep 2017 – Sep 2022 |
-2.87%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRBX (Putnam Dynamic Risk Allocation Fd Cl B) |
6.46%
Sep 2015 – Sep 2018 |
4.18%
Jun 2013 – Jun 2018 |
0.93%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart