Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDREX (Putnam Dynamic Risk Allocation Fd Cl A) | NA | 89,109.82% | 776.92% | 268.18% | 96.14% | NA | NA | … | … |
Data as of 01/27/2023, Common starting date is 09/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDREX (Putnam Dynamic Risk Allocation Fd Cl A) | 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 (%) | 101,968.89 | 89,109.82 | 776.92 | 268.18 | 96.14 | NA | NA | … | … | -0.74 | -19.97 | -52.03 | 0.89 | 14.89 | -10.38 | 12.68 | 8.74 | -6.32 | 2.69 | 4.00 | 11.55 | -1.10 |
| Sharpe Ratio | NA | -1.58 | -0.87 | -0.70 | -0.25 | NA | NA | … | … | -0.93 | -2.06 | -0.94 | 0.05 | 2.18 | -1.41 | 2.90 | 0.80 | -0.84 | 0.46 | 0.50 | 1.76 | -0.29 |
| Standard Deviation(%) | NA | 10.77 | 16.52 | 13.63 | 11.02 | NA | NA | … | … | 14.07 | 10.42 | 55.67 | 12.92 | 6.18 | 8.29 | 4.17 | 10.68 | 7.60 | 5.83 | 7.91 | 6.60 | 13.40 |
| Draw Down(%) | NA | 21.66 | 40.30 | 40.30 | 40.30 | NA | NA | … | … | 3.42 | 24.56 | 52.94 | 20.49 | 3.54 | 14.78 | 2.04 | 5.99 | 11.68 | 5.37 | 10.04 | 4.70 | 5.95 |
| Yield(%) | 96.85 | 84.64 | 29.22 | 17.67 | 10.98 | 8.09 | 6.07 | … | … | 99.54 | 0.00 | 39.15 | 0.00 | 3.90 | 1.41 | 3.01 | 2.54 | 2.20 | 4.80 | 0.61 | 4.28 | 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 |
|---|---|---|---|---|
| PDREX (Putnam Dynamic Risk Allocation Fd Cl A) |
-14.38%
Sep 2019 – Sep 2022 |
-8.08%
Sep 2017 – Sep 2022 |
-2.58%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDREX (Putnam Dynamic Risk Allocation Fd Cl A) |
7.26%
Sep 2015 – Sep 2018 |
4.96%
Jun 2013 – Jun 2018 |
1.21%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart