Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PEMAX (Putnam Emerging Markets Eq Fd -M) | NA | 14.22% | 10.13% | 3.57% | 2.24% | NA | NA | … | … |
Data as of 11/25/2019, Common starting date is 11/14/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEMAX (Putnam Emerging Markets Eq Fd -M) | 11/14/2008 | 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 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 14.22 | 10.13 | 3.57 | 2.24 | NA | NA | … | … | 15.22 | -17.92 | 41.72 | 5.21 | -11.64 | -1.84 | 1.03 | 18.19 | -26.80 | 17.12 | 72.96 | 7.99 |
| Sharpe Ratio | NA | 1.10 | 0.69 | 0.20 | 0.11 | NA | NA | … | … | 1.26 | -1.14 | 4.41 | 0.33 | -0.70 | -0.16 | 0.07 | 1.14 | -0.91 | 0.78 | 2.38 | 1.68 |
| Standard Deviation(%) | NA | 12.68 | 13.16 | 14.47 | 17.25 | NA | NA | … | … | 12.30 | 16.82 | 9.37 | 15.17 | 16.68 | 11.68 | 13.66 | 16.05 | 29.44 | 21.88 | 30.62 | 51.69 |
| Draw Down(%) | NA | 9.47 | 27.89 | 28.64 | 37.59 | NA | NA | … | … | 9.47 | 27.89 | 4.94 | 11.76 | 26.02 | 15.63 | 15.81 | 18.95 | 37.59 | 18.02 | 21.52 | 14.26 |
| Yield(%) | 0.00 | 1.99 | 0.91 | 0.65 | 2.17 | 2.71 | 2.03 | … | … | 0.00 | 1.61 | 0.00 | 0.46 | 0.67 | 0.21 | 0.00 | 0.04 | 7.93 | 6.77 | 6.35 | 0.00 |
Data as of 11/25/2019, Common starting date is 11/14/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEMAX (Putnam Emerging Markets Eq Fd -M) |
-7.46%
Feb 2013 – Feb 2016 |
-6.36%
Feb 2011 – Feb 2016 |
2.21%
Sep 2009 – Sep 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEMAX (Putnam Emerging Markets Eq Fd -M) |
26.06%
Feb 2009 – Feb 2012 |
14.75%
Feb 2009 – Feb 2014 |
8.75%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart