Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PJMMX (Putnam Absolute Return 500 – M) | NA | 0.25% | 1.34% | 2.06% | 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 |
|---|---|---|
| PJMMX (Putnam Absolute Return 500 – M) | 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 | 0.25 | 1.34 | 2.06 | NA | NA | NA | … | … | -1.60 | 6.56 | 0.76 | -1.14 | 3.65 | 3.79 | 6.36 | 0.16 | 2.12 | 8.93 |
| Sharpe Ratio | NA | -0.29 | 0.29 | 0.55 | NA | NA | NA | … | … | -1.07 | 2.83 | 0.18 | -0.29 | 1.16 | 1.09 | 1.84 | 0.02 | 0.70 | 2.46 |
| Standard Deviation(%) | NA | 2.96 | 2.92 | 3.09 | NA | NA | NA | … | … | 3.23 | 2.10 | 3.01 | 4.02 | 3.14 | 3.44 | 3.46 | 7.09 | 2.89 | 3.66 |
| Draw Down(%) | NA | 4.03 | 5.17 | 5.91 | NA | NA | NA | … | … | 3.87 | 0.82 | 2.64 | 3.54 | 2.55 | 3.64 | 2.16 | 7.26 | 2.65 | 3.88 |
| Yield(%) | 0.00 | 5.48 | 3.51 | 3.33 | 2.57 | 1.71 | 1.28 | … | … | 2.74 | 2.90 | 0.00 | 5.13 | 5.04 | 1.00 | 0.17 | 2.56 | 2.12 | 1.75 |
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 |
|---|---|---|---|---|
| PJMMX (Putnam Absolute Return 500 – M) |
0.61%
Apr 2013 – Apr 2016 |
1.30%
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 |
|---|---|---|---|---|
| PJMMX (Putnam Absolute Return 500 – M) |
5.69%
Feb 2009 – Feb 2012 |
4.90%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart