Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPRPX (Putnam PanAgora Risk Parity Fund Class A) | NA | 177,456.82% | 1,048.30% | 341.93% | 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 |
|---|---|---|
| PPRPX (Putnam PanAgora Risk Parity Fund Class A) | 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 (%) | 208,233.33 | 177,456.82 | 1,048.30 | 341.93 | NA | NA | NA | … | … | 216,312.74 | -23.60 | -18.65 | 13.95 | 19.32 | -6.65 | 3.35 |
| Sharpe Ratio | NA | 231.71 | 2.37 | 0.99 | NA | NA | NA | … | … | 14.12 | -2.06 | -0.85 | 1.06 | 2.74 | -0.81 | 2.14 |
| Standard Deviation(%) | NA | 765.85 | 441.52 | 342.30 | NA | NA | NA | … | … | 2,858.44 | 12.17 | 22.04 | 12.81 | 6.52 | 9.95 | 5.59 |
| Draw Down(%) | NA | 22.26 | 40.10 | 40.10 | NA | NA | NA | … | … | 0.00 | 24.97 | 26.01 | 15.78 | 2.47 | 10.57 | 1.94 |
| Yield(%) | 99.95 | 85.19 | 31.10 | 20.91 | 10.94 | 7.29 | 5.47 | … | … | 103.11 | 0.00 | 10.97 | 6.08 | 15.54 | 0.69 | 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 |
|---|---|---|---|---|
| PPRPX (Putnam PanAgora Risk Parity Fund Class A) |
-11.11%
Sep 2019 – Sep 2022 |
-4.63%
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 |
|---|---|---|---|---|
| PPRPX (Putnam PanAgora Risk Parity Fund Class A) |
8.27%
Dec 2017 – Dec 2020 |
-3.79%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart