Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPROX (Putnam PanAgora Risk Parity Fund Class R) | NA | -486,921.33% | 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 |
|---|---|---|
| PPROX (Putnam PanAgora Risk Parity Fund Class R) | 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 (%) | -573,176.92 | -486,921.33 | nan | nan | NA | NA | NA | … | … | -594,727.17 | -23.78 | 0.21 | 13.64 | 9.50 | -6.80 | 1.90 |
| Sharpe Ratio | NA | -1.41 | -0.36 | -0.27 | NA | NA | NA | … | … | 13.16 | -2.08 | 0.02 | 1.00 | 0.78 | -1.00 | 1.08 |
| Standard Deviation(%) | NA | 11.78 | 12.12 | 11.09 | NA | NA | NA | … | … | 4.90 | 12.14 | 10.60 | 13.34 | 10.34 | 8.18 | 5.71 |
| Draw Down(%) | NA | 470,300.78 | 436,457.57 | 436,457.57 | NA | NA | NA | … | … | 573,176.92 | 25.05 | 8.95 | 15.79 | 8.67 | 10.71 | 1.94 |
| Yield(%) | 100.02 | 84.96 | 30.89 | 18.95 | 9.78 | 6.52 | 4.89 | … | … | 103.06 | 0.00 | 10.75 | 6.08 | 5.77 | 0.45 | 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 |
|---|---|---|---|---|
| PPROX (Putnam PanAgora Risk Parity Fund Class R) |
-7.48%
Sep 2019 – Sep 2022 |
-2.40%
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 |
|---|---|---|---|---|
| PPROX (Putnam PanAgora Risk Parity Fund Class R) |
7.64%
Dec 2018 – Dec 2021 |
-1.68%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart