Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PJMRX (Putnam Absolute Return 500 – R) | NA | 0.41% | 1.55% | 2.30% | 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 |
|---|---|---|
| PJMRX (Putnam Absolute Return 500 – R) | 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 | 0.41 | 1.55 | 2.30 | NA | NA | NA | … | … | -1.55 | 6.80 | 1.01 | -0.86 | 3.94 | 4.02 | 6.63 | 0.39 | 2.42 | 9.06 |
| Sharpe Ratio | NA | -0.24 | 0.37 | 0.62 | NA | NA | NA | … | … | -1.05 | 2.88 | 0.26 | -0.22 | 1.26 | 1.14 | 1.97 | 0.05 | 0.78 | 2.51 |
| Standard Deviation(%) | NA | 2.96 | 2.94 | 3.11 | NA | NA | NA | … | … | 3.22 | 2.15 | 3.05 | 4.07 | 3.12 | 3.50 | 3.37 | 7.16 | 2.98 | 3.65 |
| Draw Down(%) | NA | 3.90 | 5.09 | 5.75 | NA | NA | NA | … | … | 3.83 | 0.88 | 2.65 | 3.38 | 2.47 | 3.63 | 2.15 | 7.16 | 2.65 | 3.88 |
| Yield(%) | 0.00 | 5.65 | 2.64 | 2.98 | 2.48 | 1.65 | 1.24 | … | … | 2.73 | 3.08 | 0.00 | 2.15 | 5.34 | 1.68 | 0.45 | 2.79 | 2.41 | 1.89 |
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 |
|---|---|---|---|---|
| PJMRX (Putnam Absolute Return 500 – R) |
0.86%
Apr 2013 – Apr 2016 |
1.55%
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 |
|---|---|---|---|---|
| PJMRX (Putnam Absolute Return 500 – R) |
5.98%
Feb 2009 – Feb 2012 |
5.15%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart