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Putnam Asset Allocation: Growth M (PAGMX)
On
Nov 27
:
11.11
0.20
(1.77%)
MORE ON PAGMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.27%
Worst 1 Yr Total Return
(2008)
:
-38.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PAGMX
Category
Alpha (against Standard Index)
1.39
0.38
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-5.70
-0.41
R-squared (against Standard Index)
92
95.50
Standard Deviation
20.02
20.09
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.22
N/A
5 Years
Statistic
PAGMX
Category
Alpha (against Standard Index)
1.97
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
2.29
0.16
R-squared (against Standard Index)
92
94.84
Standard Deviation
16.34
16.47
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.75
N/A
10 Years
Statistic
PAGMX
Category
Alpha (against Standard Index)
1.77
0.84
Beta (against Standard Index)
0.87
0.97
Mean Annual Return
1.34
0.11
R-squared (against Standard Index)
86
91.16
Standard Deviation
15.02
16.35
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.88
N/A
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