Putnam Focused Information Ratio
| PVAL ETF | | | USD 48.69 -0.13 -0.27% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Putnam Focused's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.0758, Putnam Focused exhibits positive but modest excess return per unit of tracking risk in Information Ratio. Putnam Focused has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0758 | |
Information Ratio Peers Comparison
The peer group averages 0.05 for Information Ratio, with Putnam Focused at 0.0758 falling above that level. Readings span 0.0086 (JPMorgan Active Value) to 0.0655 (iShares MSCI Emerging). Putnam Focused's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Putnam Focused and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Information Ratio ratio for Putnam Focused sits near
44.36 , with Information Ratio at
0.08 and Maximum Drawdown at
3.36 . This indicates Maximum Drawdown substantially exceeds Information Ratio for Putnam Focused.
Methodology, Assumptions & Data Sources
The current Information Ratio for Putnam Focused is 0.0758. This Information Ratio reading for Putnam Focused results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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