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Putnam Asset Allocation: Growth Y (PAGYX)
On
Dec 24
:
11.23
0.06
(0.54%)
MORE ON PAGYX
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Research Reports
Risk
As of 30-Nov-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)
:
17.18%
Worst 1 Yr Total Return
(2008)
:
-38.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PAGYX
Category
Alpha (against Standard Index)
1.41
0.06
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-4.35
-0.33
R-squared (against Standard Index)
92
95.82
Standard Deviation
20.14
20.42
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.79
N/A
5 Years
Statistic
PAGYX
Category
Alpha (against Standard Index)
2.18
0.04
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
2.91
0.17
R-squared (against Standard Index)
91
95.19
Standard Deviation
16.31
16.64
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.08
N/A
10 Years
Statistic
PAGYX
Category
Alpha (against Standard Index)
2.21
0.81
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
2.13
0.14
R-squared (against Standard Index)
86
91.13
Standard Deviation
15.02
16.39
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.92
N/A
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