Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PJMBX (Putnam Absolute Return 500 – B) | NA | 0.07% | 1.10% | 1.81% | NA | NA | NA | … | … |
Data as of 09/19/2018, Common starting date is 01/08/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PJMBX (Putnam Absolute Return 500 – B) | 01/08/2009 | 09/19/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.07 | 1.10 | 1.81 | NA | NA | NA | … | … | -1.72 | 6.33 | 0.47 | -1.39 | 3.37 | 3.58 | 6.11 | -0.11 | 1.94 | 8.69 |
| Sharpe Ratio | NA | -0.36 | 0.21 | 0.46 | NA | NA | NA | … | … | -1.12 | 2.61 | 0.08 | -0.35 | 1.06 | 1.04 | 1.80 | -0.02 | 0.63 | 2.42 |
| Standard Deviation(%) | NA | 3.03 | 3.00 | 3.16 | NA | NA | NA | … | … | 3.27 | 2.18 | 3.08 | 4.11 | 3.16 | 3.42 | 3.40 | 7.08 | 2.92 | 3.62 |
| Draw Down(%) | NA | 4.10 | 5.26 | 6.09 | NA | NA | NA | … | … | 3.88 | 0.82 | 2.74 | 3.65 | 2.48 | 3.65 | 2.16 | 7.28 | 2.54 | 3.88 |
| Yield(%) | 0.00 | 5.06 | 3.23 | 3.06 | 2.35 | 1.56 | 1.17 | … | … | 2.62 | 2.56 | 0.00 | 4.72 | 4.77 | 0.79 | 0.00 | 2.30 | 2.12 | 1.51 |
Data as of 09/19/2018, Common starting date is 01/08/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJMBX (Putnam Absolute Return 500 – B) |
0.37%
Apr 2013 – Apr 2016 |
1.04%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJMBX (Putnam Absolute Return 500 – B) |
5.49%
Feb 2009 – Feb 2012 |
4.67%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart