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George Putnam of Boston B (PGEBX)
On
Dec 21
:
10.82
0.05
(0.46%)
MORE ON PGEBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.35%
Worst 1 Yr Total Return
(2008)
:
-40.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PGEBX
Category
Alpha (against Standard Index)
-10.07
-2.96
Beta (against Standard Index)
1.15
1.07
Mean Annual Return
-9.43
-0.09
R-squared (against Standard Index)
75
93.10
Standard Deviation
17.64
14.78
Sharpe Ratio
-0.60
N/A
Treynor Ratio
-10.15
N/A
5 Years
Statistic
PGEBX
Category
Alpha (against Standard Index)
-7.41
-2.53
Beta (against Standard Index)
1.13
1.06
Mean Annual Return
-2.81
0.24
R-squared (against Standard Index)
75
92.17
Standard Deviation
14.07
11.94
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-5.13
N/A
10 Years
Statistic
PGEBX
Category
Alpha (against Standard Index)
-4.28
-2.27
Beta (against Standard Index)
1.00
1.06
Mean Annual Return
0.33
0.27
R-squared (against Standard Index)
71
86.88
Standard Deviation
11.86
11.38
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.60
N/A
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