Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PYCOX (PUTNAM CAPITAL OPPORTUNITIES FUND CLASS Y SHARES) | NA | -3.06% | 3.44% | 5.03% | 7.81% | 7.80% | NA | 6.12% |
Data as of 08/29/2018, AR inception is 08/22/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PYCOX (PUTNAM CAPITAL OPPORTUNITIES FUND CLASS Y SHARES) | 08/22/2001 | 08/29/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | -3.06 | 3.44 | 5.03 | 7.81 | 7.80 | NA | 6.12 | -9.78 | 8.27 | 15.93 | -7.36 | 7.42 | 33.95 | 14.43 | -5.77 | 30.57 | 46.44 | -34.92 | -8.44 | 15.88 | 10.76 | 18.73 | 33.46 | -26.01 | -1.70 |
| Sharpe Ratio | NA | -0.19 | 0.15 | 0.28 | 0.31 | NA | NA | 0.24 | -0.59 | 0.68 | 0.87 | -0.47 | 0.52 | 2.68 | 0.87 | -0.18 | 1.33 | 1.39 | -0.86 | -0.59 | 0.85 | 0.60 | 1.24 | 1.92 | -1.06 | -0.21 |
| Standard Deviation(%) | NA | 22.16 | 18.49 | 16.83 | 24.19 | NA | NA | 22.35 | 26.56 | 11.27 | 18.08 | 15.87 | 14.17 | 12.66 | 16.72 | 31.72 | 22.90 | 33.44 | 41.78 | 19.35 | 14.89 | 14.27 | 14.37 | 17.06 | 25.53 | 31.20 |
| Draw Down(%) | NA | 17.82 | 19.35 | 23.57 | 50.59 | NA | NA | 62.02 | 17.82 | 6.05 | 13.88 | 13.63 | 13.80 | 5.19 | 14.65 | 31.93 | 19.62 | 29.75 | 50.60 | 21.07 | 12.81 | 9.68 | 10.97 | 16.00 | 41.74 | 26.47 |
| Yield(%) | 0.00 | 17.65 | 9.12 | 8.98 | 7.46 | 8.21 | 5.47 | 6.44 | 0.00 | 17.66 | 7.97 | 1.20 | 15.55 | 0.71 | 0.31 | 0.00 | 0.00 | 0.76 | 0.84 | 8.67 | 13.12 | 16.93 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/29/2018, AR inception is 08/22/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYCOX (PUTNAM CAPITAL OPPORTUNITIES FUND CLASS Y SHARES) |
-19.30%
Feb 2006 - Feb 2009 |
-6.74%
Feb 2004 - Feb 2009 |
4.92%
Dec 2001 - Dec 2011 |
6.99%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYCOX (PUTNAM CAPITAL OPPORTUNITIES FUND CLASS Y SHARES) |
35.87%
Feb 2009 - Feb 2012 |
28.22%
Feb 2009 - Feb 2014 |
11.54%
Mar 2003 - Mar 2013 |
10.69%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart