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    Putnam Dynamic Asset Allocation Bal A (PABAX)

    14.32 0.00(0.00%) Aug 28

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    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)3.491.20
    Beta (against Standard Index)1.031.02
    Mean Annual Return1.000.81
    R-squared (against Standard Index)91.1688.64
    Standard Deviation5.825.91
    Sharpe Ratio2.051.65
    Treynor Ratio12.119.74
    5 Years
    StatisticPABAXCategory
    Alpha (against Standard Index)1.760.56
    Beta (against Standard Index)1.081.04
    Mean Annual Return0.920.78
    R-squared (against Standard Index)95.9093.40
    Standard Deviation8.528.27
    Sharpe Ratio1.281.14
    Treynor Ratio10.289.22
    10 Years
    StatisticPABAXCategory
    Alpha (against Standard Index)-0.48-0.72
    Beta (against Standard Index)1.141.06
    Mean Annual Return0.580.52
    R-squared (against Standard Index)92.1193.54
    Standard Deviation11.4810.59
    Sharpe Ratio0.490.47
    Treynor Ratio4.464.30