Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Putnam Hartford Capital Managers Series V Strategic Asset Allocation - Equal Weight Moderate | NA | 21.42% | 5.39% | 7.42% | 5.48% | 6.88% | 6.17% | 6.36% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Putnam Hartford Capital Managers Series V Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.11 | 21.42 | 5.39 | 7.42 | 5.48 | 6.88 | 6.17 | 6.36 | NA | 2.01 | 11.12 | -4.33 | 7.31 | 11.58 | 20.87 | -8.85 | 12.34 | 1.00 | -2.71 | 4.33 | 16.97 | 12.70 | 0.06 | 11.15 | 30.91 | -24.97 | 5.07 | 11.60 | 6.08 | 11.51 | 20.45 | -4.09 | 1.47 |
| Sharpe Ratio | NA | -0.40 | -0.09 | 0.21 | 0.27 | NA | NA | 0.46 | 0.07 | -0.52 | 0.33 | -0.48 | 0.88 | 0.65 | 2.62 | -0.89 | 2.31 | 0.10 | -0.31 | 0.51 | 2.67 | 2.37 | 0.00 | 1.31 | 2.78 | -1.64 | 0.30 | 1.63 | 0.90 | 1.96 | 3.62 | -0.72 | -0.14 |
| Standard Deviation(%) | NA | 8.78 | 14.62 | 14.25 | 11.71 | NA | NA | 9.78 | 6.83 | 8.83 | 20.59 | 11.91 | 8.26 | 17.52 | 7.44 | 11.43 | 5.06 | 8.35 | 8.73 | 8.46 | 6.34 | 5.33 | 9.85 | 8.45 | 11.10 | 15.74 | 6.83 | 5.10 | 4.35 | 5.40 | 5.45 | 7.24 | 5.91 |
| Draw Down(%) | NA | 9.33 | 17.11 | 24.51 | 24.51 | NA | NA | 34.18 | 0.48 | 9.26 | 17.11 | 13.85 | 4.92 | 24.51 | 3.07 | 16.41 | 2.06 | 7.67 | 9.10 | 7.19 | 4.52 | 4.17 | 11.81 | 7.69 | 12.00 | 31.83 | 5.77 | 5.70 | 3.56 | 5.33 | 4.54 | 13.16 | 7.51 |
| Yield(%) | NA | 3.39 | 4.20 | 4.22 | 2.98 | NA | NA | 3.89 | NA | 0.73 | 3.38 | 3.16 | 5.46 | 5.13 | 3.28 | 0.87 | 0.58 | 0.62 | 3.65 | 3.33 | 3.18 | 3.29 | 5.39 | 4.03 | 4.87 | 3.74 | 5.42 | 6.52 | 4.95 | 4.22 | 4.44 | 4.22 | 4.89 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Putnam Hartford Capital Managers Series V Strategic Asset Allocation - Equal Weight Moderate |
-7.26%
Feb 2006 - Feb 2009 |
-1.21%
Feb 2004 - Feb 2009 |
4.19%
Oct 2013 - Oct 2023 |
4.38%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Putnam Hartford Capital Managers Series V Strategic Asset Allocation - Equal Weight Moderate |
18.17%
Feb 2009 - Feb 2012 |
16.19%
Feb 2009 - Feb 2014 |
8.81%
Feb 2009 - Feb 2019 |
8.54%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart