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    Putnam Global Natural Resources A (EBERX)

    18.67 Down 0.29(1.53%) Jan 23

    Risk as of Dec 30, 2014Get 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
    Alpha (against Standard Index)-15.16-15.39
    Beta (against Standard Index)1.221.16
    Mean Annual Return0.140.06
    R-squared (against Standard Index)70.0661.92
    Standard Deviation15.4815.96
    Sharpe Ratio0.100.10
    Treynor Ratio0.320.09
    5 Years
    Alpha (against Standard Index)-10.30-8.52
    Beta (against Standard Index)1.401.23
    Mean Annual Return0.290.30
    R-squared (against Standard Index)84.9474.78
    Standard Deviation22.1820.78
    Sharpe Ratio0.150.19
    Treynor Ratio0.691.38
    10 Years
    Alpha (against Standard Index)-1.240.22
    Beta (against Standard Index)1.281.25
    Mean Annual Return0.640.75
    R-squared (against Standard Index)75.5168.47
    Standard Deviation24.3525.04
    Sharpe Ratio0.260.30
    Treynor Ratio2.553.59