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Putnam Funds Trust - Putnam Dynamic Risk Allocation Fund (PDRGX)

5.43 0.00 (0.00%)
At close: January 26 at 8:00 PM EST

Fund Summary

The fund invests in a diversified set of asset classes. By investing in a broader set of asset classes than a traditional balanced fund, and by using leverage to increase the fund's exposures to asset classes, the managers believe that the fund may achieve a higher total return than a traditional balanced fund with approximately the same amount of risk as a traditional balanced fund. Risk is measured by the volatility of the fund's investment portfolio.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 15.31%
Worst 1Y Total Return --
Number of Years Up 6
Number of Years Down 4

Performance & Risk

YTD Return 2.59%
5y Average Return -3.74%
Rank in Category (ytd) 90
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.82
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
PDRGXCategory AveragePDRGXCategory AveragePDRGXCategory Average
Alpha -8.85 -0.04 -6.97 -0.03 -4.62 -0.03
BETA 0.82 0.01 0.86 0.01 0.88 0.01
Mean Annual Return -0.53 0.01 -0.25 0.01 0.07 0.01
R-squared 81.39 0.89 81.12 0.89 79.74 0.89
Standard Deviation 12.51 0.13 11.25 0.11 9.22 0.1
Sharpe Ratio 0.32 0.01 0.82 0.01 1.78 0.01
Treynor Ratio -9.5 0.06 -5.79 0.06 -0.43 0.05

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