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Putnam Dynamic Asset Allocation Bal A (PABAX)

14.84 Down 0.02(0.13%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):35.20%
Worst 1 Yr Total Return(Dec 30, 2008):-33.21%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPABAXCategory
Alpha (against Standard Index)2.000.51
Beta (against Standard Index)1.061.04
Mean Annual Return1.110.97
R-squared (against Standard Index)97.6393.48
Standard Deviation8.498.47
Sharpe Ratio1.571.38
Treynor Ratio12.9211.53
5 Years
StatisticPABAXCategory
Alpha (against Standard Index)1.08-0.03
Beta (against Standard Index)1.111.06
Mean Annual Return1.040.91
R-squared (against Standard Index)97.6194.75
Standard Deviation9.529.22
Sharpe Ratio1.301.18
Treynor Ratio11.4210.43
10 Years
StatisticPABAXCategory
Alpha (against Standard Index)-1.23-1.19
Beta (against Standard Index)1.151.06
Mean Annual Return0.630.59
R-squared (against Standard Index)92.5693.75
Standard Deviation11.4810.58
Sharpe Ratio0.520.52
Treynor Ratio4.844.89