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Putnam Small Cap Growth B (PNSBX)

25.82 Up 0.08(0.31%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up9
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2003):48.60%
Worst 1 Yr Total Return(Dec 30, 2008):-43.61%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPNSBXCategory
Alpha (against Standard Index)-9.10-7.22
Beta (against Standard Index)1.411.26
Mean Annual Return1.541.45
R-squared (against Standard Index)82.8176.01
Standard Deviation17.9916.86
Sharpe Ratio1.021.04
Treynor Ratio12.8913.82
5 Years
StatisticPNSBXCategory
Alpha (against Standard Index)-4.78-2.19
Beta (against Standard Index)1.361.21
Mean Annual Return1.471.48
R-squared (against Standard Index)82.0677.13
Standard Deviation19.7718.19
Sharpe Ratio0.890.98
Treynor Ratio12.4114.49
10 Years
StatisticPNSBXCategory
Alpha (against Standard Index)-2.170.65
Beta (against Standard Index)1.261.19
Mean Annual Return0.750.94
R-squared (against Standard Index)83.0379.72
Standard Deviation20.3119.60
Sharpe Ratio0.360.50
Treynor Ratio4.396.89