Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPRWX (Putnam PanAgora Risk Parity Fund Class R6) | NA | 208,935.52% | 1,112.63% | 357.06% | 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 |
|---|---|---|
| PPRWX (Putnam PanAgora Risk Parity Fund Class R6) | 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 (%) | 244,738.71 | 208,935.52 | 1,112.63 | 357.06 | NA | NA | NA | … | … | 3.83 | -23.38 | -27.29 | 7.95 | 4.44 | -7.91 | 3.35 |
| Sharpe Ratio | NA | -1.38 | -0.64 | -0.37 | NA | NA | NA | … | … | 13.89 | -2.05 | -1.09 | 0.55 | 0.20 | -0.92 | 2.21 |
| Standard Deviation(%) | NA | 11.73 | 16.52 | 13.87 | NA | NA | NA | … | … | 4.76 | 12.10 | 25.05 | 13.95 | 15.51 | 10.05 | 5.41 |
| Draw Down(%) | NA | 22.15 | 40.17 | 40.17 | NA | NA | NA | … | … | 0.13 | 24.84 | 28.70 | 15.76 | 13.80 | 11.95 | 1.84 |
| Yield(%) | 99.96 | 85.34 | 31.26 | 21.09 | 11.04 | 7.36 | 5.52 | … | … | 103.08 | 0.00 | 10.61 | 6.07 | 15.78 | 0.92 | 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 |
|---|---|---|---|---|
| PPRWX (Putnam PanAgora Risk Parity Fund Class R6) |
-11.04%
Sep 2019 – Sep 2022 |
-4.48%
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 |
|---|---|---|---|---|
| PPRWX (Putnam PanAgora Risk Parity Fund Class R6) |
8.54%
Dec 2017 – Dec 2020 |
-3.66%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart