Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PJMCX (Putnam Absolute Return 500 – C) | NA | 0.16% | 1.12% | 1.83% | 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 |
|---|---|---|
| PJMCX (Putnam Absolute Return 500 – C) | 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 | 0.16 | 1.12 | 1.83 | NA | NA | NA | … | … | -1.61 | 6.32 | 0.38 | -1.35 | 3.41 | 3.50 | 6.11 | -0.07 | 2.01 | 8.72 |
| Sharpe Ratio | NA | -0.33 | 0.22 | 0.47 | NA | NA | NA | … | … | -1.08 | 2.76 | 0.05 | -0.33 | 1.07 | 1.00 | 1.82 | -0.01 | 0.65 | 2.44 |
| Standard Deviation(%) | NA | 2.94 | 2.98 | 3.14 | NA | NA | NA | … | … | 3.22 | 2.07 | 3.14 | 4.13 | 3.17 | 3.45 | 3.36 | 7.10 | 2.96 | 3.61 |
| Draw Down(%) | NA | 4.15 | 5.23 | 6.05 | NA | NA | NA | … | … | 3.99 | 0.92 | 2.75 | 3.65 | 2.57 | 3.57 | 2.16 | 7.28 | 2.49 | 3.88 |
| Yield(%) | 0.00 | 5.17 | 3.31 | 3.12 | 2.40 | 1.60 | 1.20 | … | … | 2.66 | 2.64 | 0.00 | 4.86 | 4.81 | 0.79 | 0.00 | 2.34 | 2.18 | 1.64 |
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 |
|---|---|---|---|---|
| PJMCX (Putnam Absolute Return 500 – C) |
0.33%
Apr 2013 – Apr 2016 |
1.03%
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 |
|---|---|---|---|---|
| PJMCX (Putnam Absolute Return 500 – C) |
5.54%
Feb 2009 – Feb 2012 |
4.68%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart