George Putnam Risk Adjusted Performance

PGEYX Fund  USD 26.98  0.07  0.26%   
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George Putnam Fund has current Risk Adjusted Performance of 0.0997.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0997
ER[a] = Expected return on investing in George Putnam
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

George Putnam Risk Adjusted Performance Peers Comparison

George Risk Adjusted Performance Relative To Other Indicators

George Putnam Fund is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  23.20  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for George Putnam Fund is roughly  23.20 
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