Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 29, 2009, 8:31PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Putnam Asset Allocation: Growth R (PASRX)On Dec 29: 11.01  Down 0.01 (0.09%)  
MORE ON PASRX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):16.57%
Worst 1 Yr Total Return (2008):-38.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPASRXCategory
Alpha (against Standard Index)0.900.06
Beta (against Standard Index)0.981.00
Mean Annual Return-4.84-0.33
R-squared (against Standard Index)9295.82
Standard Deviation20.1320.42
Sharpe Ratio-0.26N/A
Treynor Ratio-7.29N/A
5 Years
StatisticPASRXCategory
Alpha (against Standard Index)1.670.04
Beta (against Standard Index)0.971.01
Mean Annual Return2.390.17
R-squared (against Standard Index)9295.19
Standard Deviation16.2916.64
Sharpe Ratio0.05N/A
Treynor Ratio-0.61N/A
10 Years
StatisticPASRXCategory
Alpha (against Standard Index)1.690.81
Beta (against Standard Index)0.860.96
Mean Annual Return1.620.14
R-squared (against Standard Index)8691.13
Standard Deviation14.9916.39
Sharpe Ratio-0.01N/A
Treynor Ratio-1.52N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center