Putnam Research Related Correlations
PRACX Fund | USD 44.28 0.03 0.07% |
Correlations
STFGX | PNOYX | PNORX | PNOTX | PEYAX | PNSAX | PNSBX | PNSCX | PNRAX | PEXTX | ||
STFGX | 0.99 | 0.98 | 0.98 | 0.95 | 0.98 | 0.98 | 0.98 | 0.99 | 0.47 | STFGX | |
PNOYX | 0.99 | 0.99 | 0.99 | 0.92 | 0.97 | 0.97 | 0.97 | 1.0 | 0.43 | PNOYX | |
PNORX | 0.98 | 0.99 | 0.98 | 0.94 | 0.96 | 0.96 | 0.96 | 0.98 | 0.45 | PNORX | |
PNOTX | 0.98 | 0.99 | 0.98 | 0.91 | 0.98 | 0.98 | 0.98 | 0.99 | 0.43 | PNOTX | |
PEYAX | 0.95 | 0.92 | 0.94 | 0.91 | 0.93 | 0.92 | 0.92 | 0.94 | 0.59 | PEYAX | |
PNSAX | 0.98 | 0.97 | 0.96 | 0.98 | 0.93 | 1.0 | 1.0 | 0.96 | 0.51 | PNSAX | |
PNSBX | 0.98 | 0.97 | 0.96 | 0.98 | 0.92 | 1.0 | 1.0 | 0.96 | 0.51 | PNSBX | |
PNSCX | 0.98 | 0.97 | 0.96 | 0.98 | 0.92 | 1.0 | 1.0 | 0.96 | 0.51 | PNSCX | |
PNRAX | 0.99 | 1.0 | 0.98 | 0.99 | 0.94 | 0.96 | 0.96 | 0.96 | 0.42 | PNRAX | |
PEXTX | 0.47 | 0.43 | 0.45 | 0.43 | 0.59 | 0.51 | 0.51 | 0.51 | 0.42 | PEXTX | |
STFGX | PNOYX | PNORX | PNOTX | PEYAX | PNSAX | PNSBX | PNSCX | PNRAX | PEXTX |
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Risk-Adjusted Indicators
There is a big difference between Putnam Mutual Fund performing well and Putnam Research 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 Research'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
STFGX | 0.48 | 0.02 | 0.02 | 0.14 | 0.29 | 1.10 | 2.82 | |||
PNOYX | 0.54 | 0.08 | 0.11 | 0.20 | 0.17 | 1.40 | 3.61 | |||
PNORX | 0.54 | 0.21 | 0.12 | (11.51) | 0.16 | 1.40 | 3.61 | |||
PNOTX | 0.72 | 0.00 | 0.04 | 0.12 | 0.69 | 1.73 | 3.95 | |||
PEYAX | 0.39 | 0.19 | 0.10 | (1.68) | 0.06 | 1.00 | 2.32 | |||
PNSAX | 0.94 | 0.04 | 0.10 | 0.15 | 0.93 | 1.99 | 4.85 | |||
PNSBX | 0.94 | 0.04 | 0.10 | 0.15 | 0.93 | 1.99 | 4.81 | |||
PNSCX | 0.94 | 0.04 | 0.10 | 0.15 | 0.93 | 1.97 | 4.84 | |||
PNRAX | 0.53 | 0.05 | 0.09 | 0.18 | 0.24 | 1.35 | 3.34 | |||
PEXTX | 0.13 | (0.01) | (0.41) | 0.00 | 0.14 | 0.38 | 1.28 |