Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPRNX (Putnam PanAgora Risk Parity Fund Class C) | NA | -1,237,568.82% | nan% | nan% | NA | NA | NA | … | … |
Data as of 01/27/2023, Common starting date is 09/20/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPRNX (Putnam PanAgora Risk Parity Fund Class C) | 09/20/2017 | 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 (%) | -1,464,100.00 | -1,237,568.82 | nan | nan | NA | NA | NA | … | … | 3.68 | -24.09 | -10.82 | 6.86 | 8.84 | -7.28 | 1.80 |
| Sharpe Ratio | NA | -1.44 | -0.40 | -0.31 | NA | NA | NA | … | … | 13.06 | -2.10 | -0.71 | 0.46 | 0.71 | -1.04 | 1.02 |
| Standard Deviation(%) | NA | 11.83 | 12.09 | 11.10 | NA | NA | NA | … | … | 4.81 | 12.17 | 15.36 | 14.43 | 10.41 | 8.27 | 5.71 |
| Draw Down(%) | NA | 22.54 | 28.30 | 28.30 | NA | NA | NA | … | … | 0.14 | 25.38 | 14.04 | 15.76 | 8.93 | 11.18 | 2.04 |
| Yield(%) | 100.01 | 84.53 | 30.46 | 18.51 | 9.53 | 6.35 | 4.77 | … | … | 103.11 | 0.00 | 10.60 | 6.10 | 5.22 | 0.09 | 0.00 |
Data as of 01/27/2023, Common starting date is 09/20/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPRNX (Putnam PanAgora Risk Parity Fund Class C) |
-7.97%
Sep 2019 – Sep 2022 |
-2.89%
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 |
|---|---|---|---|---|
| PPRNX (Putnam PanAgora Risk Parity Fund Class C) |
7.06%
Oct 2018 – Oct 2021 |
-2.17%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart