Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIVMX (PUTNAM INTERNATIONAL CAPITAL OPPORTUNITIES CLASS M SHARES) | NA | 13.87% | 10.22% | 4.68% | 4.42% | 5.57% | 4.48% | 7.89% |
Data as of 11/25/2019, AR inception is 12/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIVMX (PUTNAM INTERNATIONAL CAPITAL OPPORTUNITIES CLASS M SHARES) | 12/19/1996 | 11/25/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.47 | 13.87 | 10.22 | 4.68 | 4.42 | 5.57 | 4.48 | 7.89 | 19.52 | -16.91 | 33.88 | -3.39 | 1.79 | -13.90 | 23.17 | 21.59 | -21.62 | 18.11 | 55.92 | -48.72 | 8.32 | 31.52 | 18.83 | 30.17 | 37.74 | -14.44 | -27.65 | -12.49 | 87.90 | 24.07 | 10.27 | 1.36 |
| Sharpe Ratio | NA | 1.15 | 0.84 | 0.31 | 0.25 | NA | NA | 0.33 | 1.78 | -1.31 | 4.60 | -0.21 | 0.12 | -1.22 | 2.09 | 1.28 | -0.75 | 0.84 | 1.98 | -1.33 | 0.27 | 1.95 | 1.61 | 2.13 | 3.26 | -0.99 | -1.43 | -0.66 | 6.37 | 1.22 | 0.53 | 17.52 |
| Standard Deviation(%) | NA | 12.46 | 11.16 | 13.30 | 16.56 | NA | NA | 18.55 | 11.42 | 13.88 | 7.27 | 16.97 | 14.78 | 11.42 | 11.08 | 16.97 | 29.00 | 21.41 | 28.15 | 37.14 | 19.53 | 14.56 | 10.37 | 13.72 | 11.36 | 15.73 | 21.19 | 24.98 | 13.30 | 17.00 | 12.58 | 3.38 |
| Draw Down(%) | NA | 10.38 | 24.86 | 24.86 | 31.20 | NA | NA | 65.41 | 8.21 | 24.86 | 2.79 | 13.10 | 16.03 | 18.91 | 8.79 | 16.50 | 31.20 | 19.98 | 25.16 | 59.38 | 15.79 | 18.17 | 9.72 | 12.07 | 15.24 | 34.48 | 44.99 | 39.57 | 5.55 | 25.74 | 12.47 | 0.00 |
| Yield(%) | 0.00 | 8.68 | 4.90 | 3.27 | 2.36 | 2.96 | 2.41 | 4.85 | 0.00 | 7.45 | 2.98 | 1.91 | 1.09 | 1.71 | 0.91 | 0.81 | 1.93 | 0.42 | 0.00 | 0.64 | 4.34 | 1.97 | 1.15 | 1.20 | 1.40 | 0.15 | 0.09 | 0.20 | 0.85 | 0.74 | 0.01 | 0.65 |
Data as of 11/25/2019, AR inception is 12/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIVMX (PUTNAM INTERNATIONAL CAPITAL OPPORTUNITIES CLASS M SHARES) |
-26.63%
Feb 2000 - Feb 2003 |
-6.38%
May 2007 - May 2012 |
0.14%
Feb 2000 - Feb 2010 |
1.93%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIVMX (PUTNAM INTERNATIONAL CAPITAL OPPORTUNITIES CLASS M SHARES) |
46.09%
Feb 1997 - Feb 2000 |
28.99%
Oct 2002 - Oct 2007 |
15.32%
Oct 1997 - Oct 2007 |
9.98%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart