Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PVSAX (Putnam Capital Spectrum Fd A Share) | NA | -45.34% | -20.44% | -11.64% | 0.25% | NA | NA | 4.12% |
Data as of 12/24/2020, AR inception is 05/19/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PVSAX (Putnam Capital Spectrum Fd A Share) | 05/19/2009 | 12/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -45.34 | -20.44 | -11.64 | 0.25 | NA | NA | 4.12 | -45.11 | 21.72 | -23.75 | 4.27 | 2.46 | -8.99 | 11.96 | 35.51 | 24.13 | 8.77 | 21.64 | 26.34 |
| Sharpe Ratio | NA | -0.70 | -0.54 | -0.39 | -0.01 | NA | NA | 0.15 | -0.70 | 1.69 | -1.37 | 0.32 | 0.14 | -0.67 | 0.98 | 3.87 | 2.31 | 0.42 | 1.44 | 4.17 |
| Standard Deviation(%) | NA | 65.01 | 39.69 | 32.01 | 24.66 | NA | NA | 23.45 | 65.53 | 12.00 | 18.37 | 11.38 | 16.29 | 13.39 | 12.24 | 9.16 | 10.50 | 20.77 | 14.94 | 10.90 |
| Draw Down(%) | NA | 46.53 | 52.08 | 54.19 | 54.19 | NA | NA | 54.19 | 46.53 | 9.91 | 30.64 | 10.94 | 13.76 | 15.09 | 9.23 | 3.26 | 7.74 | 22.00 | 11.89 | 4.91 |
| Yield(%) | 0.00 | 2.17 | 5.75 | 4.30 | 6.26 | 6.45 | 4.84 | 8.80 | 2.17 | 20.46 | 0.00 | 0.00 | 3.78 | 5.04 | 4.20 | 2.55 | 3.85 | 4.38 | 3.69 | 4.24 |
Data as of 12/24/2020, AR inception is 05/19/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PVSAX (Putnam Capital Spectrum Fd A Share) |
-21.28%
Aug 2017 - Aug 2020 |
-12.24%
Oct 2015 - Oct 2020 |
0.79%
Nov 2010 - Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PVSAX (Putnam Capital Spectrum Fd A Share) |
25.47%
Nov 2011 - Nov 2014 |
24.25%
Jun 2009 - Jun 2014 |
10.49%
Jun 2009 - Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart