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Tuesday, December 22, 2009, 8:51PM ET - U.S. Markets Closed. Dow Up 0.49% Nasdaq Up 0.67%
George Putnam of Boston M (PGEMX)On Dec 22: 10.81   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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):11.62%
Worst 1 Yr Total Return (2008):-40.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPGEMXCategory
Alpha (against Standard Index)-9.77-2.96
Beta (against Standard Index)1.161.07
Mean Annual Return-9.15-0.09
R-squared (against Standard Index)7693.10
Standard Deviation17.6514.78
Sharpe Ratio-0.58N/A
Treynor Ratio-9.89N/A
5 Years
StatisticPGEMXCategory
Alpha (against Standard Index)-7.14-2.53
Beta (against Standard Index)1.131.06
Mean Annual Return-2.550.24
R-squared (against Standard Index)7692.17
Standard Deviation14.0811.94
Sharpe Ratio-0.32N/A
Treynor Ratio-4.88N/A
10 Years
StatisticPGEMXCategory
Alpha (against Standard Index)-4.01-2.27
Beta (against Standard Index)1.001.06
Mean Annual Return0.600.27
R-squared (against Standard Index)7186.88
Standard Deviation11.8711.38
Sharpe Ratio-0.13N/A
Treynor Ratio-2.32N/A

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