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Putnam Floating Rate Income C (PFICX)
On
Dec 24
:
8.52
0.00
(0.00%)
MORE ON PFICX
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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:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.04%
Worst 1 Yr Total Return
(2008)
:
-30.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFICX
Category
Alpha (against Standard Index)
-3.07
-3.49
Beta (against Standard Index)
0.20
0.17
Mean Annual Return
-1.00
-0.05
R-squared (against Standard Index)
0
0.47
Standard Deviation
14.00
13.94
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-16.46
N/A
5 Years
Statistic
PFICX
Category
Alpha (against Standard Index)
-1.67
-1.49
Beta (against Standard Index)
0.13
0.10
Mean Annual Return
1.02
0.14
R-squared (against Standard Index)
0
0.39
Standard Deviation
10.81
10.59
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-14.73
N/A
10 Years
Statistic
PFICX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
-0.02
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
0.04
Standard Deviation
N/A
7.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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