C000118009 Performance — Putnam Dynamic Risk Allocation Fund, Class R6
Data updated: 2023-08-14
C000118009 returned −17.02% over one year to Nov 2022. The annualised 3-year return is −5.91%. The fund trailed its Moderate Allocation category average: $100 invested three years ago grew to $83, against $107 for the category, and to $83 over one year, against $91. Volatility over the past three years was 12.60% a year. In the 12 months to Nov 2022 the fund took in a net $15.0M, and assets reached $10.27M.
C000118009 Growth of $100
What $100 invested in Putnam Dynamic Risk Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | C000118009 | Category average |
|---|---|---|
| 1 year (Dec 2021 – Nov 2022) | $83 | $91 |
| 3 years (Dec 2019 – Nov 2022) | $83 | $107 |
| Since data start (Sep 2019 – Nov 2022) | $84 | $110 |
C000118009 Trailing Returns
Total returns to Nov 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −17.02% |
| 3 years (annualised) | −5.91% |
C000118009 Annual Returns
Calendar-year total returns of Putnam Dynamic Risk Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Nov) | −15.46% |
| 2021 | +1.12% |
| 2020 | +0.70% |
| 2019 (Sep–Dec) | −2.55% |
C000118009 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −4.6% | +2.2% | 0.0% | −6.7% | −1.9% | −4.5% | +3.4% | −4.3% | +4.3% | +1.7% | −5.6% | — |
| 2021 | −3.0% | +2.2% | +1.7% | +2.3% | +0.4% | +1.1% | +2.2% | +1.0% | +1.1% | +0.8% | −6.3% | −1.8% |
| 2020 | −0.6% | +2.1% | +2.2% | +4.3% | −10.8% | +1.6% | +4.4% | +2.1% | +3.8% | −1.8% | −1.8% | −3.8% |
| 2019 | — | — | — | — | — | — | — | — | +0.1% | +0.5% | +0.1% | −3.2% |
C000118009 Risk
Risk measures from monthly returns over Dec 2019 – Nov 2022.
- 3-year volatility (annualised): 12.60%
- 3-year Sharpe ratio: -0.83 (vs 4.5% risk-free rate)
- Best month: +4.41% (Jul 2020)
- Worst month: −10.79% (May 2020)
C000118009 Fund Flows
Monthly money in and out of Putnam Dynamic Risk Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: $15.0M
- 12-month gross sales (incl. reinvestments): $8.5M
- Sales ÷ redemptions: -1.33×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2022 | $167K | −$205K | $371K |
| Oct 2022 | $99K | −$218K | $318K |
| Sep 2022 | $165K | −$314K | $479K |
| Aug 2022 | $202K | −$448K | $650K |
| Jul 2022 | $143K | −$388K | $531K |
| Jun 2022 | $120K | −$335K | $454K |
| May 2022 | $112K | −$445K | $557K |
| Apr 2022 | $300K | −$443K | $743K |
| Mar 2022 | $71K | −$912K | $983K |
| Feb 2022 | $7.0M | −$2.0M | $9.0M |
| Jan 2022 | $84K | −$279K | $363K |
| Dec 2021 | $64K | −$410K | $475K |
C000118009 Assets Under Management
Net assets of Putnam Dynamic Risk Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-11-30 | $10.27M |
| 2022-08-31 | $10.58M |
| 2022-05-31 | $11.95M |
| 2022-02-28 | $14.47M |
| 2021-11-30 | $17.59M |
| 2021-08-31 | $64.38M |
| 2021-05-31 | $83.32M |
| 2021-02-28 | $77.97M |
| 2020-11-30 | $83.26M |
| 2020-08-31 | $83.55M |
| 2020-05-31 | $78.67M |
| 2020-02-29 | $84.07M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.