|α||(average alpha)||=||0.02||β||(beta)||=||(0.04)||30 days against GSPC|
|Risk Adjusted Performance 0.045||Jensen Alpha 0.0134||Total Risk Alpha 0.0253||Sortino Ratio 0.1302||Treynor Ratio (0.36)|
Putnam Market Performance
94% of all equities and portfolios perform better than Putnam Diversified Income A. Compared with the overall equity markets, risk-adjusted returns on investments in Putnam Diversified Income A are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days. More Info
Putnam Return and Market Media
The median price of Putnam for the period between Wed, Nov 13, 2013 and Fri, Dec 13, 2013 is 7.81 with a coefficient of variation of 0.35. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 7.82, and mean deviation of 0.02. The Fund did not receive any noticable media coverage during the period.