Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMCVX (Putnam Multi-Cap Value M) | NA | 16.81% | 8.46% | 6.50% | 11.63% | 6.04% | NA | … | … |
Data as of 11/25/2019, Common starting date is 03/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMCVX (Putnam Multi-Cap Value M) | 03/19/2001 | 11/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | 16.81 | 8.46 | 6.50 | 11.63 | 6.04 | NA | … | … | 24.50 | -7.41 | 10.12 | 12.39 | -4.76 | 10.08 | 41.17 | 15.55 | -5.32 | 23.79 | 38.52 | -43.24 | 1.22 | 3.45 | 0.00 | 13.40 | 32.42 | -17.69 | 13.29 |
| Sharpe Ratio | NA | 1.04 | 0.52 | 0.39 | 0.66 | NA | NA | … | … | 1.77 | -0.49 | 1.08 | 0.78 | -0.31 | 0.77 | 3.23 | 1.04 | -0.20 | 1.01 | 1.10 | -1.01 | -0.11 | 0.00 | -0.13 | 1.06 | 1.97 | -0.77 | 0.83 |
| Standard Deviation(%) | NA | 16.46 | 14.17 | 14.75 | 17.12 | NA | NA | … | … | 14.61 | 18.01 | 8.79 | 15.53 | 15.23 | 13.13 | 12.75 | 15.01 | 27.12 | 23.36 | 34.99 | 43.69 | 17.12 | 15.24 | 17.07 | 11.69 | 16.12 | 24.44 | 18.50 |
| Draw Down(%) | NA | 15.90 | 21.55 | 21.55 | 25.84 | NA | NA | … | … | 9.36 | 21.55 | 5.03 | 10.79 | 13.14 | 11.80 | 5.37 | 13.95 | 25.84 | 21.72 | 29.02 | 57.38 | 14.05 | 10.99 | 11.45 | 8.27 | 14.21 | 34.37 | 18.50 |
| Yield(%) | 0.00 | 23.44 | 10.25 | 8.59 | 9.49 | 5.45 | 5.58 | … | … | 0.00 | 22.97 | 4.91 | 2.15 | 7.15 | 9.09 | 0.17 | 1.44 | 0.00 | 0.00 | 0.00 | 0.00 | 16.64 | 1.13 | 0.00 | 0.00 | 0.00 | 0.43 | 0.65 |
Data as of 11/25/2019, Common starting date is 03/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMCVX (Putnam Multi-Cap Value M) |
-22.56%
Feb 2006 – Feb 2009 |
-11.71%
Feb 2004 – Feb 2009 |
1.78%
Dec 2001 – Dec 2011 |
5.22%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMCVX (Putnam Multi-Cap Value M) |
29.96%
Feb 2009 – Feb 2012 |
27.17%
Feb 2009 – Feb 2014 |
16.23%
Feb 2009 – Feb 2019 |
8.27%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart