Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPRLX (Putnam PanAgora Risk Parity Fund Class B) | NA | -6,209,582.76% | nan% | nan% | NA | NA | NA | … | … |
Data as of 01/27/2023, Common starting date is 09/21/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPRLX (Putnam PanAgora Risk Parity Fund Class B) | 09/21/2017 | 01/27/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7,350,100.00 | -6,209,582.76 | nan | nan | NA | NA | NA | … | … | 3.67 | -24.09 | -26.60 | 6.85 | 4.45 | -8.02 | 3.15 |
| Sharpe Ratio | NA | -1.45 | -0.69 | -0.42 | NA | NA | NA | … | … | 13.04 | -2.11 | -1.13 | 0.47 | 0.21 | -0.94 | 2.03 |
| Standard Deviation(%) | NA | 11.80 | 15.80 | 13.35 | NA | NA | NA | … | … | 4.79 | 12.14 | 23.49 | 14.01 | 14.66 | 9.91 | 5.49 |
| Draw Down(%) | NA | 22.56 | 39.98 | 39.98 | NA | NA | NA | … | … | 0.14 | 25.37 | 27.91 | 15.84 | 13.30 | 11.81 | 1.94 |
| Yield(%) | 100.00 | 84.48 | 30.44 | 20.24 | 10.56 | 7.04 | 5.28 | … | … | 103.09 | 0.00 | 10.34 | 6.09 | 14.72 | 0.00 | 0.72 |
Data as of 01/27/2023, Common starting date is 09/21/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPRLX (Putnam PanAgora Risk Parity Fund Class B) |
-11.34%
Sep 2019 – Sep 2022 |
-5.06%
Dec 2017 – Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPRLX (Putnam PanAgora Risk Parity Fund Class B) |
7.46%
Dec 2017 – Dec 2020 |
-4.22%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart