Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPRYX (Putnam PanAgora Risk Parity Fund Class Y) | NA | 149,859.22% | 985.75% | 327.74% | 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 |
|---|---|---|
| PPRYX (Putnam PanAgora Risk Parity Fund Class Y) | 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 (%) | 175,714.26 | 149,859.22 | 985.75 | 327.74 | NA | NA | NA | … | … | 3.85 | -23.39 | -27.74 | 8.05 | 4.44 | -7.91 | 3.35 |
| Sharpe Ratio | NA | -1.38 | -0.64 | -0.36 | NA | NA | NA | … | … | 13.91 | -2.05 | -1.10 | 0.56 | 0.20 | -0.92 | 2.26 |
| Standard Deviation(%) | NA | 11.75 | 16.48 | 13.84 | NA | NA | NA | … | … | 4.79 | 12.10 | 25.28 | 13.93 | 15.50 | 10.05 | 5.30 |
| Draw Down(%) | NA | 22.08 | 40.13 | 40.13 | NA | NA | NA | … | … | 0.13 | 24.87 | 29.15 | 15.76 | 13.80 | 11.95 | 1.84 |
| Yield(%) | 100.08 | 85.36 | 31.32 | 21.13 | 11.06 | 7.38 | 5.53 | … | … | 103.08 | 0.00 | 11.18 | 6.07 | 15.79 | 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 |
|---|---|---|---|---|
| PPRYX (Putnam PanAgora Risk Parity Fund Class Y) |
-11.02%
Sep 2019 – Sep 2022 |
-4.46%
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 |
|---|---|---|---|---|
| PPRYX (Putnam PanAgora Risk Parity Fund Class Y) |
8.57%
Dec 2017 – Dec 2020 |
-3.64%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart