Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDRTX (Putnam Dynamic Risk Allocation Fd Cl M) | NA | 8.06% | 4.91% | 2.06% | NA | NA | NA | … | … |
Data as of 11/25/2019, Common starting date is 09/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDRTX (Putnam Dynamic Risk Allocation Fd Cl M) | 09/20/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 8.06 | 4.91 | 2.06 | NA | NA | NA | … | … | 12.34 | -10.77 | 11.98 | 8.28 | -6.80 | 2.16 | 3.47 | 13.31 | -1.10 |
| Sharpe Ratio | NA | 1.00 | 0.59 | 0.17 | NA | NA | NA | … | … | 1.94 | -1.46 | 2.70 | 0.75 | -0.89 | 0.37 | 0.44 | 1.93 | -0.29 |
| Standard Deviation(%) | NA | 7.24 | 6.49 | 7.78 | NA | NA | NA | … | … | 6.32 | 8.27 | 4.23 | 10.74 | 7.67 | 5.79 | 7.82 | 6.92 | 13.16 |
| Draw Down(%) | NA | 7.29 | 15.07 | 16.33 | NA | NA | NA | … | … | 3.54 | 15.07 | 2.13 | 5.98 | 11.94 | 5.62 | 10.10 | 4.72 | 6.04 |
| Yield(%) | 0.00 | 1.00 | 1.81 | 2.16 | 1.81 | 1.21 | 0.91 | … | … | 0.00 | 0.92 | 2.42 | 2.08 | 1.89 | 4.36 | 0.19 | 5.52 | 0.00 |
Data as of 11/25/2019, 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 |
|---|---|---|---|---|
| PDRTX (Putnam Dynamic Risk Allocation Fd Cl M) |
-1.50%
Jan 2013 – Jan 2016 |
0.59%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRTX (Putnam Dynamic Risk Allocation Fd Cl M) |
6.75%
Sep 2015 – Sep 2018 |
4.44%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart