Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PYSAX (Putnam Equity Spectrum A) | NA | -4.62% | -1.70% | 1.08% | 6.85% | NA | NA | 10.74% |
Data as of 12/24/2020, AR inception is 05/19/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PYSAX (Putnam Equity Spectrum A) | 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 | -4.62 | -1.70 | 1.08 | 6.85 | NA | NA | 10.74 | -4.25 | 20.88 | -16.29 | 6.27 | 4.00 | -13.96 | 6.15 | 44.48 | 24.29 | 9.17 | 23.59 | 29.66 |
| Sharpe Ratio | NA | -0.16 | -0.12 | 0.01 | 0.36 | NA | NA | 0.54 | -0.15 | 1.63 | -1.01 | 0.44 | 0.21 | -0.89 | 0.44 | 4.07 | 1.75 | 0.38 | 1.29 | 2.47 |
| Standard Deviation(%) | NA | 30.45 | 21.48 | 19.36 | 17.90 | NA | NA | 18.12 | 30.68 | 11.93 | 17.61 | 12.68 | 18.25 | 15.77 | 13.90 | 10.93 | 13.94 | 23.93 | 18.27 | 20.94 |
| Draw Down(%) | NA | 35.52 | 39.39 | 39.86 | 39.86 | NA | NA | 39.86 | 35.52 | 9.71 | 26.35 | 12.28 | 15.98 | 19.34 | 12.12 | 3.58 | 11.12 | 23.05 | 15.36 | 10.21 |
| Yield(%) | 0.00 | 1.21 | 0.40 | 0.27 | 3.45 | 3.64 | 2.73 | 4.97 | 1.18 | 0.00 | 0.00 | 0.00 | 0.00 | 6.96 | 3.84 | 1.84 | 4.35 | 5.35 | 0.80 | 0.00 |
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 |
|---|---|---|---|---|
| PYSAX (Putnam Equity Spectrum A) |
-11.52%
Mar 2017 - Mar 2020 |
-6.32%
Mar 2015 - Mar 2020 |
5.16%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYSAX (Putnam Equity Spectrum A) |
26.92%
Sep 2011 - Sep 2014 |
27.12%
Jun 2009 - Jun 2014 |
11.88%
Jun 2009 - Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart