Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDRYX (Putnam Dynamic Risk Allocation Fd Cl Y) | NA | 119,356.88% | 854.90% | 287.86% | 101.56% | NA | NA | … | … |
Data as of 01/27/2023, Common starting date is 09/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDRYX (Putnam Dynamic Risk Allocation Fd Cl Y) | 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 (%) | 136,274.78 | 119,356.88 | 854.90 | 287.86 | 101.56 | NA | NA | … | … | -0.35 | -19.89 | -52.22 | 1.25 | 15.08 | -10.09 | 12.96 | 9.03 | -6.13 | 2.94 | 4.28 | 14.14 | -1.00 |
| Sharpe Ratio | NA | -1.55 | -0.84 | -0.67 | -0.25 | NA | NA | … | … | -0.58 | -2.06 | -0.96 | 0.08 | 2.19 | -1.38 | 2.92 | 0.81 | -0.80 | 0.50 | 0.55 | 2.04 | -0.26 |
| Standard Deviation(%) | NA | 10.69 | 18.30 | 14.94 | 11.85 | NA | NA | … | … | 13.87 | 10.34 | 54.22 | 12.94 | 6.25 | 8.29 | 4.24 | 10.83 | 7.67 | 5.84 | 7.78 | 6.98 | 13.22 |
| Draw Down(%) | NA | 21.68 | 42.52 | 42.52 | 42.52 | NA | NA | … | … | 3.10 | 24.57 | 53.16 | 20.47 | 3.45 | 14.50 | 2.13 | 5.98 | 11.43 | 5.28 | 10.02 | 4.61 | 5.95 |
| Yield(%) | 96.99 | 84.96 | 29.28 | 17.80 | 11.17 | 8.42 | 6.31 | … | … | 99.75 | 0.00 | 37.18 | 0.00 | 4.20 | 1.69 | 3.29 | 2.83 | 2.22 | 5.15 | 0.98 | 6.86 | 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 |
|---|---|---|---|---|
| PDRYX (Putnam Dynamic Risk Allocation Fd Cl Y) |
-15.35%
Sep 2019 – Sep 2022 |
-8.62%
Sep 2017 – Sep 2022 |
-2.53%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRYX (Putnam Dynamic Risk Allocation Fd Cl Y) |
7.54%
Sep 2015 – Sep 2018 |
5.24%
Jun 2013 – Jun 2018 |
1.26%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart