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Putnam American Government Income B (PAMBX)
On
Nov 30
:
10.08
0.02
(0.20%)
MORE ON PAMBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.98%
Worst 1 Yr Total Return
(2008)
:
-2.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PAMBX
Category
Alpha (against Standard Index)
2.49
0.17
Beta (against Standard Index)
0.82
0.75
Mean Annual Return
8.16
0.45
R-squared (against Standard Index)
30
63.33
Standard Deviation
6.06
3.92
Sharpe Ratio
0.92
N/A
Treynor Ratio
6.99
N/A
5 Years
Statistic
PAMBX
Category
Alpha (against Standard Index)
0.51
-0.28
Beta (against Standard Index)
0.87
0.77
Mean Annual Return
5.25
0.36
R-squared (against Standard Index)
38
69.10
Standard Deviation
5.04
3.41
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.56
N/A
10 Years
Statistic
PAMBX
Category
Alpha (against Standard Index)
-0.83
-0.49
Beta (against Standard Index)
0.93
0.85
Mean Annual Return
5.16
0.44
R-squared (against Standard Index)
58
77.74
Standard Deviation
4.56
3.68
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.35
N/A
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