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Putnam Diversified Income A (PDINX)

7.94 Down 0.01(0.13%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up20
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):57.97%
Worst 1 Yr Total Return(Dec 30, 2008):-36.14%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPDINXCategory
Alpha (against Standard Index)7.402.61
Beta (against Standard Index)-0.250.30
Mean Annual Return0.560.29
R-squared (against Standard Index)1.9612.83
Standard Deviation4.773.40
Sharpe Ratio1.401.06
Treynor Ratio-26.7891.35
5 Years
StatisticPDINXCategory
Alpha (against Standard Index)9.264.19
Beta (against Standard Index)-0.170.14
Mean Annual Return0.720.41
R-squared (against Standard Index)0.7510.80
Standard Deviation5.483.71
Sharpe Ratio1.561.33
Treynor Ratio-51.832.92
10 Years
StatisticPDINXCategory
Alpha (against Standard Index)3.111.59
Beta (against Standard Index)0.280.47
Mean Annual Return0.460.38
R-squared (against Standard Index)0.7513.30
Standard Deviation10.636.81
Sharpe Ratio0.370.50
Treynor Ratio12.39-8.68