Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PGSMX (PUTNAM U S GOVERNMENT INCOME TRUST CLASS M SHARES) | NA | 11.81% | 3.71% | 2.11% | 2.75% | 4.02% | 4.38% | 4.93% |
Data as of 12/09/2019, AR inception is 03/03/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGSMX (PUTNAM U S GOVERNMENT INCOME TRUST CLASS M SHARES) | 03/03/1995 | 12/09/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 11.81 | 3.71 | 2.11 | 2.75 | 4.02 | 4.38 | 4.93 | 11.75 | -1.04 | 0.55 | 0.43 | -0.52 | 5.20 | -0.66 | 3.03 | 4.53 | 4.88 | 28.30 | -5.16 | 6.80 | 3.79 | 2.01 | 2.97 | 1.58 | 7.31 | 6.61 | 10.13 | -0.15 | 6.60 | 8.24 | 3.62 | 11.82 |
| Sharpe Ratio | NA | 3.90 | 0.97 | 0.58 | 0.82 | NA | NA | 0.86 | 4.18 | -0.82 | -0.04 | 0.11 | -0.27 | 2.37 | -0.14 | 1.38 | 1.40 | 1.47 | 5.11 | -0.56 | 1.52 | 0.21 | -0.08 | 0.76 | 0.36 | 2.74 | 1.40 | 1.75 | -0.93 | 1.49 | 1.78 | 0.03 | 2.97 |
| Standard Deviation(%) | NA | 2.63 | 2.66 | 2.41 | 2.88 | NA | NA | 3.72 | 2.66 | 2.90 | 2.19 | 2.12 | 2.05 | 2.18 | 4.84 | 2.17 | 3.20 | 3.25 | 5.52 | 10.77 | 2.50 | 2.38 | 2.08 | 2.65 | 2.45 | 2.26 | 3.11 | 3.48 | 3.63 | 2.21 | 2.64 | 4.43 | 3.58 |
| Draw Down(%) | NA | 0.72 | 3.18 | 3.28 | 5.61 | NA | NA | 15.53 | 0.72 | 3.18 | 1.14 | 1.95 | 2.70 | 1.03 | 5.61 | 1.02 | 2.24 | 2.79 | 1.76 | 15.53 | 1.42 | 1.97 | 1.58 | 3.20 | 1.61 | 1.33 | 2.18 | 2.39 | 3.65 | 1.38 | 1.80 | 4.25 | 2.03 |
| Yield(%) | 0.00 | 4.54 | 3.43 | 2.88 | 3.69 | 4.08 | 4.30 | 4.87 | 4.16 | 3.49 | 2.76 | 2.58 | 2.17 | 1.65 | 1.25 | 4.41 | 7.42 | 9.54 | 5.42 | 4.16 | 4.00 | 4.03 | 2.81 | 2.56 | 1.86 | 4.52 | 5.48 | 6.20 | 5.80 | 6.08 | 6.18 | 6.09 | 5.39 |
Data as of 12/09/2019, AR inception is 03/03/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGSMX (PUTNAM U S GOVERNMENT INCOME TRUST CLASS M SHARES) |
-0.45%
Apr 2015 - Apr 2018 |
0.58%
Oct 2013 - Oct 2018 |
2.80%
Nov 2009 - Nov 2019 |
3.45%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGSMX (PUTNAM U S GOVERNMENT INCOME TRUST CLASS M SHARES) |
14.34%
Nov 2008 - Nov 2011 |
8.96%
Nov 2008 - Nov 2013 |
6.41%
Jan 2000 - Jan 2010 |
6.08%
Apr 1995 - Apr 2010 |
Annualized Rolling Returns Comparison Chart