Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDRRX (Putnam Dynamic Risk Allocation Fd Cl R) | NA | 508,026.74% | 1,466.90% | 421.02% | 133.03% | NA | NA | … | … |
Data as of 01/27/2023, Common starting date is 09/19/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDRRX (Putnam Dynamic Risk Allocation Fd Cl R) | 09/19/2011 | 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 (%) | 582,697.69 | 508,026.74 | 1,466.90 | 421.02 | 133.03 | NA | NA | … | … | -0.55 | -20.23 | -51.54 | 0.71 | 11.54 | -11.29 | 9.48 | 6.64 | -8.50 | -2.28 | 3.20 | 6.96 | -0.80 |
| Sharpe Ratio | NA | -1.59 | -0.89 | -0.72 | -0.27 | NA | NA | … | … | -0.76 | -2.08 | -0.94 | 0.04 | -1.67 | -3.98 | -2.01 | -2.52 | -3.36 | -3.01 | -1.96 | -1.53 | -1.42 |
| Standard Deviation(%) | NA | 10.76 | 16.14 | 13.35 | 10.86 | NA | NA | … | … | 13.95 | 10.43 | 54.83 | 12.66 | 7.00 | 8.26 | 4.86 | 10.87 | 8.04 | 6.92 | 7.81 | 7.66 | 13.26 |
| Draw Down(%) | NA | 21.80 | 40.22 | 40.22 | 40.22 | NA | NA | … | … | 3.22 | 24.78 | 52.41 | 20.38 | 3.62 | 15.48 | 2.83 | 5.92 | 13.37 | 8.23 | 9.99 | 5.46 | 6.04 |
| Yield(%) | 96.94 | 84.52 | 29.04 | 17.46 | 10.74 | 8.08 | 6.06 | … | … | 99.62 | 0.00 | 38.76 | 0.00 | 3.18 | 0.65 | 2.83 | 1.85 | 1.91 | 4.72 | 0.52 | 6.62 | 0.00 |
Data as of 01/27/2023, Common starting date is 09/19/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRRX (Putnam Dynamic Risk Allocation Fd Cl R) |
-14.43%
Sep 2019 – Sep 2022 |
-8.20%
Sep 2017 – Sep 2022 |
-2.56%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRRX (Putnam Dynamic Risk Allocation Fd Cl R) |
6.99%
Sep 2015 – Sep 2018 |
4.70%
Dec 2015 – Dec 2020 |
1.24%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart