C000191131 Performance — Putnam PanAgora Managed Futures Strategy, Class R6
Data updated: 2021-11-05
C000191131 returned −13.98% over one year to Feb 2021. Over one year the fund trailed its Commodities category average: $100 grew to $86, against $119 for the category. Volatility over the past 12 months was 8.17% a year. In the 12 months to Feb 2021 the fund took in a net $3.9M, and assets reached $9.15M.
C000191131 Growth of $100
What $100 invested in Putnam PanAgora Managed Futures Strategy grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000191131 | Category average |
|---|---|---|
| 1 year (Mar 2020 – Feb 2021) | $86 | $119 |
| Since data start (Sep 2019 – Feb 2021) | $77 | $114 |
C000191131 Trailing Returns
Total returns to Feb 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −13.98% |
C000191131 Annual Returns
Calendar-year total returns of Putnam PanAgora Managed Futures Strategy, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Feb) | +3.02% |
| 2020 | −17.30% |
| 2019 (Sep–Dec) | −9.44% |
C000191131 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +0.3% | +2.7% | — | — | — | — | — | — | — | — | — | — |
| 2020 | +3.1% | −3.9% | −3.2% | −3.3% | +1.4% | −5.8% | −2.1% | +0.6% | −0.5% | −2.8% | −0.8% | −1.2% |
| 2019 | — | — | — | — | — | — | — | — | −0.2% | −4.5% | −4.6% | −0.4% |
C000191131 Risk
Risk measures from monthly returns over Mar 2020 – Feb 2021.
- 1-year volatility (annualised): 8.17%
- Best month: +2.74% (Feb 2021)
- Worst month: −5.81% (Jun 2020)
C000191131 Fund Flows
Monthly money in and out of Putnam PanAgora Managed Futures Strategy, from SEC Form N-PORT.
- 12-month net flow: $3.9M
- 12-month gross sales (incl. reinvestments): $1.7M
- Sales ÷ redemptions: -0.76×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2021 | $5K | −$4K | $9K |
| Jan 2021 | $11K | −$205 | $11K |
| Dec 2020 | $38K | −$130K | $167K |
| Nov 2020 | $3K | −$2K | $5K |
| Oct 2020 | $4K | −$32K | $36K |
| Sep 2020 | $4K | −$16K | $19K |
| Aug 2020 | $16K | −$370K | $386K |
| Jul 2020 | $11K | −$35K | $46K |
| Jun 2020 | $12K | −$14K | $26K |
| May 2020 | $1.6M | −$465K | $2.0M |
| Apr 2020 | $7K | −$1.1M | $1.1M |
| Mar 2020 | $7K | −$74K | $81K |
C000191131 Assets Under Management
Net assets of Putnam PanAgora Managed Futures Strategy by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-02-28 | $9.15M |
| 2020-11-30 | $9.08M |
| 2020-08-31 | $9.51M |
| 2020-05-31 | $10.63M |
| 2020-02-29 | $11.25M |
| 2019-11-30 | $11.48M |
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.