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 STI Down1.77%

Putnam Absolute Return 300 A (PTRNX)

10.83 0.00(0.00%) 25 May


Risk as of Mar 31, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 31, 2009):8.23%
Worst 1Yr Total Return(Dec 31, 2011):-4.37%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPTRNXCategory
Alpha (against Standard Index)3.883.84
Beta (against Standard Index)-0.37-0.02
Mean Annual Return0.170.32
R-squared (against Standard Index)9.107.02
Standard Deviation2.993.17
Sharpe Ratio0.641.27
Treynor Ratio-5.06-21.54
5 Years
StatisticPTRNXCategory
Alpha (against Standard Index)N/A2.37
Beta (against Standard Index)N/A0.51
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A13.97
Standard DeviationN/A6.65
Sharpe RatioN/A0.87
Treynor RatioN/A253.19
10 Years
StatisticPTRNXCategory
Alpha (against Standard Index)N/A0.70
Beta (against Standard Index)N/A0.66
Mean Annual ReturnN/A0.38
R-squared (against Standard Index)N/A26.74
Standard DeviationN/A4.62
Sharpe RatioN/A0.69
Treynor RatioN/A6.64