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Putnam American Government Income R (PAMRX)
On
Dec 3
:
10.19
0.01
(0.10%)
MORE ON PAMRX
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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)
:
8.58%
Worst 1 Yr Total Return
(2008)
:
-1.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PAMRX
Category
Alpha (against Standard Index)
2.97
0.17
Beta (against Standard Index)
0.82
0.75
Mean Annual Return
8.67
0.45
R-squared (against Standard Index)
30
63.33
Standard Deviation
6.01
3.92
Sharpe Ratio
1.00
N/A
Treynor Ratio
7.65
N/A
5 Years
Statistic
PAMRX
Category
Alpha (against Standard Index)
1.04
-0.28
Beta (against Standard Index)
0.86
0.77
Mean Annual Return
5.79
0.36
R-squared (against Standard Index)
38
69.10
Standard Deviation
5.00
3.41
Sharpe Ratio
0.54
N/A
Treynor Ratio
3.21
N/A
10 Years
Statistic
PAMRX
Category
Alpha (against Standard Index)
-0.31
-0.49
Beta (against Standard Index)
0.92
0.85
Mean Annual Return
5.69
0.44
R-squared (against Standard Index)
58
77.74
Standard Deviation
4.53
3.68
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.94
N/A
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