Putnam U Related Correlations
PGVCX Fund | USD 8.18 0.12 1.45% |
Correlations
0.94 | 0.94 | 0.99 | 0.94 | PGEOX | ||
0.94 | 0.84 | 0.96 | 0.92 | PEYAX | ||
0.94 | 0.84 | 0.93 | 0.89 | POVSX | ||
0.99 | 0.96 | 0.93 | 0.95 | PABAX | ||
0.94 | 0.92 | 0.89 | 0.95 | PACAX | ||
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Risk-Adjusted Indicators
There is a big difference between Putnam Mutual Fund performing well and Putnam U Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Putnam U's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
PGEOX | 0.42 | 0.00 | (0.03) | 0.06 | 0.41 | 0.87 | 2.83 | |||
PEYAX | 0.45 | 0.06 | 0.09 | 0.13 | 0.44 | 1.01 | 2.41 | |||
POVSX | 0.54 | (0.04) | (0.06) | 0.02 | 0.65 | 1.17 | 2.84 | |||
PABAX | 0.40 | 0.01 | (0.01) | 0.07 | 0.39 | 0.82 | 2.40 | |||
PACAX | 0.30 | 0.01 | (0.12) | 0.24 | 0.34 | 0.58 | 1.94 |