Putnam Small Related Correlations
PSGRX Fund | USD 60.28 0.48 0.79% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Putnam Mutual Fund performing well and Putnam Small 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 Small'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PEYAX | 0.45 | 0.06 | 0.09 | 0.13 | 0.44 | 1.01 | 2.41 | |||
PEXTX | 0.17 | (0.02) | 0.00 | 0.51 | 0.00 | 0.26 | 1.54 | |||
PFICX | 0.07 | 0.01 | (0.34) | 0.36 | 0.00 | 0.13 | 0.77 | |||
PFJAX | 0.16 | (0.02) | 0.00 | (0.19) | 0.00 | 0.19 | 0.96 | |||
PFLRX | 0.08 | 0.01 | (0.31) | 0.28 | 0.00 | 0.13 | 0.90 | |||
PFLLX | 0.07 | 0.01 | (0.31) | 0.32 | 0.00 | 0.13 | 0.89 | |||
PFRBX | 0.07 | 0.01 | (0.32) | 0.26 | 0.00 | 0.13 | 0.89 | |||
PFRYX | 0.07 | 0.01 | (0.30) | 0.30 | 0.00 | 0.13 | 0.88 | |||
PFRZX | 0.07 | 0.01 | (0.30) | 0.28 | 0.00 | 0.13 | 0.89 | |||
PXMAX | 0.15 | (0.03) | 0.00 | 2.10 | 0.00 | 0.34 | 1.22 |