Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PJMYX (Putnam Absolute Return 500 – Y) | NA | 0.75% | 2.02% | 2.76% | 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 |
|---|---|---|
| PJMYX (Putnam Absolute Return 500 – Y) | 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 | 0.75 | 2.02 | 2.76 | NA | NA | NA | … | … | -1.31 | 7.36 | 1.50 | -0.40 | 4.39 | 4.59 | 7.18 | 0.94 | 2.86 | 9.70 |
| Sharpe Ratio | NA | -0.12 | 0.52 | 0.77 | NA | NA | NA | … | … | -0.94 | 3.11 | 0.43 | -0.11 | 1.35 | 1.31 | 2.12 | 0.13 | 0.92 | 2.71 |
| Standard Deviation(%) | NA | 2.97 | 2.92 | 3.12 | NA | NA | NA | … | … | 3.24 | 2.18 | 2.98 | 4.01 | 3.24 | 3.49 | 3.39 | 7.20 | 3.02 | 3.62 |
| Draw Down(%) | NA | 3.80 | 5.00 | 5.57 | NA | NA | NA | … | … | 3.80 | 0.80 | 2.71 | 3.25 | 2.44 | 3.51 | 2.13 | 6.84 | 2.45 | 3.78 |
| Yield(%) | 0.00 | 6.49 | 4.05 | 3.95 | 3.20 | 2.14 | 1.60 | … | … | 2.96 | 3.76 | 0.00 | 5.73 | 5.78 | 1.81 | 0.93 | 3.23 | 2.76 | 2.03 |
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 |
|---|---|---|---|---|
| PJMYX (Putnam Absolute Return 500 – Y) |
1.38%
Apr 2013 – Apr 2016 |
2.08%
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 |
|---|---|---|---|---|
| PJMYX (Putnam Absolute Return 500 – Y) |
6.52%
Feb 2009 – Feb 2012 |
5.70%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart