Putnam US (Ireland) Risk Analysis And Volatility Evaluation

F00000WLZB -- Ireland Fund  

EUR 15.00  0.36  2.46%

We consider Putnam US unknown risk. Putnam US Large maintains Sharpe Ratio (i.e. Efficiency) of 0.027 which implies Putnam US Large had 0.027% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Putnam US Large which you can use to evaluate future volatility of the fund. Please check Putnam US Large to confirm if risk estimate we provide are consistent with the epected return of 0.0465%.
 Time Horizon     30 Days    Login   to change

Putnam US Large Technical Analysis

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Projected Return Density Against Market

Assuming 30 trading days horizon, Putnam US has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Putnam US are 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 
Assuming 30 trading days horizon, the coefficient of variation of Putnam US is 3709.02. The daily returns are destributed with a variance of 2.97 and standard deviation of 1.72. The mean deviation of Putnam US Large Cap Growth E Acc is currently at 1.03. For similar time horizon, the selected benchmark (DOW) has volatility of 0.56
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

Putnam US Large Cap Growth E Acc accepts 1.7233% volatility on return distribution over the 30 days horizon. DOW inherits 0.5506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Putnam US Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Putnam US Investment Opportunity
Putnam US Large Cap Growth E Acc has a volatility of 1.72 and is 3.13 times more volatile than DOW. 15% 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 15 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Putnam US Current Risk Indicators
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