Dow Down0.35% Nasdaq Down0.81%

Putnam Multi-Cap Value A (PMVAX)

18.31 Down 0.17(0.92%) Aug 24

Risk as of Jul 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up12
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):41.90%
Worst 1 Yr Total Return(Dec 30, 2008):-42.95%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPMVAXCategory
Alpha (against Standard Index)-1.54-3.44
Beta (against Standard Index)0.941.00
Mean Annual Return0.760.65
R-squared (against Standard Index)82.9081.58
Standard Deviation11.5212.33
Sharpe Ratio0.780.64
Treynor Ratio9.177.32
5 Years
StatisticPMVAXCategory
Alpha (against Standard Index)-2.13-3.77
Beta (against Standard Index)1.081.10
Mean Annual Return1.030.91
R-squared (against Standard Index)88.2086.78
Standard Deviation13.9614.35
Sharpe Ratio0.880.77
Treynor Ratio10.989.45
10 Years
StatisticPMVAXCategory
Alpha (against Standard Index)-1.32-1.04
Beta (against Standard Index)1.191.12
Mean Annual Return0.740.72
R-squared (against Standard Index)87.0188.70
Standard Deviation19.5318.26
Sharpe Ratio0.410.42
Treynor Ratio5.225.59