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    Putnam Global Natural Resources A (EBERX)

    15.40 Down 0.05(0.32%) May 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up22
    Number of Years Down13
    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)-13.35-9.92
    Beta (against Standard Index)1.381.22
    Mean Annual Return-0.47-0.25
    R-squared (against Standard Index)67.3159.45
    Standard Deviation20.0919.38
    Sharpe Ratio-0.28-0.14
    Treynor Ratio-5.38-3.78
    5 Years
    StatisticEBERXCategory
    Alpha (against Standard Index)-13.96-11.10
    Beta (against Standard Index)1.421.30
    Mean Annual Return-0.51-0.33
    R-squared (against Standard Index)77.9669.67
    Standard Deviation21.9221.35
    Sharpe Ratio-0.28-0.16
    Treynor Ratio-5.84-4.32
    10 Years
    StatisticEBERXCategory
    Alpha (against Standard Index)-5.18-3.50
    Beta (against Standard Index)1.271.23
    Mean Annual Return0.110.23
    R-squared (against Standard Index)77.3369.28
    Standard Deviation24.6625.37
    Sharpe Ratio0.010.07
    Treynor Ratio-2.24-1.18