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    Putnam Global Natural Resources A (EBERX)

    15.90 Up 0.10(0.63%) Sep 3

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up22
    Number of Years Down12
    Best 1 Yr Total Return(Dec 30, 2009):44.55%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticEBERXCategory
    Alpha (against Standard Index)-16.96-17.16
    Beta (against Standard Index)1.321.24
    Mean Annual Return-0.05-0.14
    R-squared (against Standard Index)56.8752.24
    Standard Deviation15.2215.43
    Sharpe Ratio-0.04-0.03
    Treynor Ratio-1.29-1.74
    5 Years
    StatisticEBERXCategory
    Alpha (against Standard Index)-12.11-11.20
    Beta (against Standard Index)1.431.27
    Mean Annual Return0.270.21
    R-squared (against Standard Index)79.2270.50
    Standard Deviation21.2620.16
    Sharpe Ratio0.150.15
    Treynor Ratio0.690.72
    10 Years
    StatisticEBERXCategory
    Alpha (against Standard Index)-4.50-3.01
    Beta (against Standard Index)1.281.24
    Mean Annual Return0.380.48
    R-squared (against Standard Index)75.9568.09
    Standard Deviation24.3225.02
    Sharpe Ratio0.130.18
    Treynor Ratio0.131.06