Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSLMX (PUTNAM SMALL CAP VALUE FUND CLASS M SHARES) | NA | 2.01% | 1.09% | 4.11% | 9.49% | 4.79% | NA | … | … |
Data as of 11/25/2019, Common starting date is 05/22/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSLMX (PUTNAM SMALL CAP VALUE FUND CLASS M SHARES) | 05/22/2002 | 11/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.77 | 2.01 | 1.09 | 4.11 | 9.49 | 4.79 | NA | … | … | 19.15 | -20.36 | 7.17 | 26.03 | -4.42 | 2.92 | 37.36 | 16.29 | -5.42 | 25.13 | 29.33 | -39.81 | -13.43 | 16.71 | 6.27 | 25.06 | 49.91 | -27.12 |
| Sharpe Ratio | NA | 0.17 | 0.04 | 0.26 | 0.52 | NA | NA | … | … | 1.21 | -1.44 | 0.57 | 1.61 | -0.32 | 0.22 | 2.81 | 1.06 | -0.18 | 1.03 | 0.82 | -0.86 | -0.80 | 0.85 | 0.27 | 1.43 | 2.81 | -1.46 |
| Standard Deviation(%) | NA | 17.58 | 14.38 | 14.70 | 17.91 | NA | NA | … | … | 16.41 | 15.07 | 11.48 | 15.92 | 14.00 | 13.42 | 13.27 | 15.51 | 30.74 | 24.26 | 35.45 | 47.36 | 20.61 | 15.82 | 15.20 | 16.81 | 17.54 | 28.35 |
| Draw Down(%) | NA | 18.24 | 28.42 | 28.42 | 28.64 | NA | NA | … | … | 14.33 | 28.42 | 7.07 | 14.25 | 12.67 | 12.51 | 5.16 | 11.70 | 28.64 | 20.52 | 37.87 | 54.37 | 24.57 | 12.63 | 9.93 | 11.26 | 14.26 | 35.36 |
| Yield(%) | 0.00 | 17.48 | 15.15 | 11.55 | 11.71 | 6.91 | 6.86 | … | … | 0.00 | 15.80 | 31.72 | 0.44 | 4.82 | 3.95 | 0.89 | 0.00 | 0.00 | 0.00 | 1.77 | 4.34 | 18.27 | 20.20 | 20.57 | 11.41 | 0.00 | 0.00 |
Data as of 11/25/2019, Common starting date is 05/22/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSLMX (PUTNAM SMALL CAP VALUE FUND CLASS M SHARES) |
-25.28%
Feb 2006 – Feb 2009 |
-10.92%
Feb 2004 – Feb 2009 |
2.20%
Jan 2006 – Jan 2016 |
5.04%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSLMX (PUTNAM SMALL CAP VALUE FUND CLASS M SHARES) |
33.26%
Mar 2003 – Mar 2006 |
27.10%
Feb 2009 – Feb 2014 |
15.11%
Feb 2009 – Feb 2019 |
9.77%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart