Putnam US (Ireland) Risk Analysis And Volatility

F00000WLZB -- Ireland Fund  

EUR 13.74  0.02  0.15%

Macroaxis considers Putnam US to be unknown risk. Putnam US Large maintains Sharpe Ratio (i.e. Efficiency) of -0.5774 which implies Putnam US Large had -0.5774% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Putnam US Large exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Putnam US Large to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Putnam US Large Technical Analysis

Transformation
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Putnam US Projected Return Density Against Market

Assuming 30 trading days horizon, Putnam US has beta of 0.0 suggesting the returns on DOW and Putnam US appear completely uncorrelated. Furthermore, Putnam US Large Cap Growth E AccIt does not look like Putnam US alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Putnam US is -173.21. The daily returns are destributed with a variance of 8.48 and standard deviation of 2.91. The mean deviation of Putnam US Large Cap Growth E Acc is currently at 2.24. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.91
Ir
Information ratio =0.00

Putnam US Return Volatility

Putnam US Large Cap Growth E Acc accepts 2.9127% volatility on return distribution over the 30 days horizon. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Putnam US Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Putnam US Investment Opportunity

Putnam US Large Cap Growth E Acc has a volatility of 2.91 and is 1.43 times more volatile than DOW. 26% of all equities and portfolios are less risky than Putnam US. Compared to the overall equity markets, volatility of historical daily returns of Putnam US Large Cap Growth E Acc is lower than 26 (%) of all global equities and portfolios over the last 30 days.

Putnam US Volatility Indicators

Putnam US Large Cap Growth E Acc Current Risk Indicators

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