Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PYSOX (Putnam Equity Spectrum B) | NA | -5.08% | -2.36% | 0.37% | 6.08% | NA | NA | … | … |
Data as of 12/24/2020, Common starting date is 05/19/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PYSOX (Putnam Equity Spectrum B) | 05/19/2009 | 12/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.08 | -2.36 | 0.37 | 6.08 | NA | NA | … | … | -4.68 | 19.90 | -16.93 | 5.48 | 3.24 | -14.61 | 5.36 | 43.37 | 23.38 | 8.38 | 22.61 | 29.39 |
| Sharpe Ratio | NA | -0.19 | -0.15 | -0.02 | 0.32 | NA | NA | … | … | -0.17 | 1.55 | -1.04 | 0.38 | 0.16 | -0.93 | 0.38 | 3.96 | 1.69 | 0.35 | 1.23 | 2.46 |
| Standard Deviation(%) | NA | 28.61 | 20.62 | 18.83 | 17.61 | NA | NA | … | … | 28.83 | 11.94 | 17.62 | 12.69 | 18.40 | 15.78 | 13.91 | 10.94 | 13.94 | 23.95 | 18.30 | 20.83 |
| Draw Down(%) | NA | 35.65 | 40.15 | 41.09 | 41.09 | NA | NA | … | … | 35.65 | 9.72 | 26.53 | 12.44 | 16.05 | 19.72 | 12.29 | 3.65 | 11.23 | 23.19 | 15.53 | 10.27 |
| Yield(%) | 0.00 | 0.72 | 0.24 | 0.16 | 3.29 | 3.44 | 2.58 | … | … | 0.71 | 0.00 | 0.00 | 0.00 | 0.00 | 7.20 | 3.93 | 1.76 | 4.21 | 4.74 | 0.80 | 0.00 |
Data as of 12/24/2020, Common starting date is 05/19/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYSOX (Putnam Equity Spectrum B) |
-12.20%
Mar 2017 – Mar 2020 |
-7.04%
Mar 2015 – Mar 2020 |
4.36%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYSOX (Putnam Equity Spectrum B) |
25.97%
Sep 2011 – Sep 2014 |
26.23%
Jun 2009 – Jun 2014 |
11.07%
Jun 2009 – Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart