Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PZARX (Putman Absolute Return 300 – M) | NA | 6.27% | 4.74% | 2.60% | 2.43% | NA | NA | … | … |
Data as of 11/25/2019, Common starting date is 01/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PZARX (Putman Absolute Return 300 – M) | 01/05/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.27 | 4.74 | 2.60 | 2.43 | NA | NA | … | … | 7.54 | 0.52 | 5.20 | 1.98 | -1.94 | 1.42 | 4.30 | 5.59 | -4.35 | 2.98 | 8.01 |
| Sharpe Ratio | NA | 1.01 | 1.16 | 0.63 | 0.76 | NA | NA | … | … | 1.37 | -0.46 | 2.71 | 0.65 | -0.70 | 0.55 | 2.16 | 2.82 | -1.44 | 1.42 | 4.50 |
| Standard Deviation(%) | NA | 4.87 | 3.14 | 3.01 | 2.70 | NA | NA | … | … | 5.06 | 1.76 | 1.69 | 2.74 | 2.81 | 2.56 | 1.97 | 1.98 | 3.03 | 2.05 | 1.78 |
| Draw Down(%) | NA | 3.18 | 3.18 | 7.42 | 7.82 | NA | NA | … | … | 3.18 | 2.48 | 0.50 | 4.76 | 3.17 | 2.22 | 1.66 | 1.25 | 7.04 | 1.02 | 0.56 |
| Yield(%) | 0.00 | 4.43 | 4.51 | 4.00 | 3.08 | 2.19 | 1.64 | … | … | 3.28 | 3.05 | 4.45 | 3.01 | 4.35 | 3.50 | 4.08 | 1.53 | 0.90 | 3.36 | 1.01 |
Data as of 11/25/2019, Common starting date is 01/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZARX (Putman Absolute Return 300 – M) |
-0.84%
Feb 2013 – Feb 2016 |
-0.34%
Feb 2011 – Feb 2016 |
2.43%
Oct 2009 – Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZARX (Putman Absolute Return 300 – M) |
5.15%
Feb 2016 – Feb 2019 |
3.43%
Mar 2009 – Mar 2014 |
2.59%
Mar 2009 – Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart