C000191147 Performance — Putnam PanAgora Risk Parity Fund, Class R6
Data updated: 2023-11-13
C000191147 returned −19.14% over one year to Nov 2022. The annualised 3-year return is −2.74%. The fund trailed its Commodities category average: $100 invested three years ago grew to $92, against $129 for the category, and to $81 over one year, against $106. Volatility over the past three years was 12.59% a year. In the 12 months to Nov 2022 the fund took in a net $18.9M, and assets reached $31.36M.
C000191147 Growth of $100
What $100 invested in Putnam PanAgora Risk Parity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000191147 | Category average |
|---|---|---|
| 1 year (Dec 2021 – Nov 2022) | $81 | $106 |
| 3 years (Dec 2019 – Nov 2022) | $92 | $129 |
| Since data start (Sep 2019 – Nov 2022) | $92 | $127 |
C000191147 Trailing Returns
Total returns to Nov 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −19.14% |
| 3 years (annualised) | −2.74% |
C000191147 Annual Returns
Calendar-year total returns of Putnam PanAgora Risk Parity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Nov) | −17.78% |
| 2021 | +6.47% |
| 2020 | +6.60% |
| 2019 (Sep–Dec) | −1.76% |
C000191147 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 | −4.9% | +1.7% | 0.0% | −4.2% | −0.9% | −4.6% | +5.4% | −8.0% | +3.1% | +2.1% | −7.9% | — |
| 2021 | −1.6% | +3.2% | +1.7% | +4.0% | +0.4% | +0.7% | +2.5% | +1.8% | −0.5% | +0.7% | −4.7% | −1.7% |
| 2020 | +1.1% | +0.6% | +1.7% | +3.9% | −6.1% | +1.7% | +4.2% | +2.2% | +6.2% | −1.5% | −1.2% | −5.6% |
| 2019 | — | — | — | — | — | — | — | — | −0.4% | +0.4% | −0.3% | −1.4% |
C000191147 Risk
Risk measures from monthly returns over Dec 2019 – Nov 2022.
- 3-year volatility (annualised): 12.59%
- 3-year Sharpe ratio: -0.58 (vs 4.5% risk-free rate)
- Best month: +6.16% (Sep 2020)
- Worst month: −8.03% (Aug 2022)
C000191147 Fund Flows
Monthly money in and out of Putnam PanAgora Risk Parity Fund, from SEC Form N-PORT.
- 12-month net flow: $18.9M
- 12-month gross sales (incl. reinvestments): $7.1M
- Sales ÷ redemptions: -0.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2022 | $13K | −$115K | $129K |
| Oct 2022 | $5K | −$348K | $354K |
| Sep 2022 | $2.3M | −$150 | $2.3M |
| Aug 2022 | $15K | −$153K | $169K |
| Jul 2022 | $5K | −$15K | $19K |
| Jun 2022 | $5K | −$1K | $6K |
| May 2022 | $178K | −$22 | $178K |
| Apr 2022 | $6K | −$2K | $8K |
| Mar 2022 | $9K | −$1.2M | $1.2M |
| Feb 2022 | $4.3M | −$10.0M | $14.2M |
| Jan 2022 | $9K | −$89 | $9K |
| Dec 2021 | $357K | −$2K | $360K |
C000191147 Assets Under Management
Net assets of Putnam PanAgora Risk Parity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-11-30 | $31.36M |
| 2022-08-31 | $30.45M |
| 2022-05-31 | $33.10M |
| 2022-02-28 | $35.93M |
| 2021-11-30 | $47.33M |
| 2021-08-31 | $49.55M |
| 2021-05-31 | $45.78M |
| 2021-02-28 | $43.68M |
| 2020-11-30 | $42.88M |
| 2020-08-31 | $40.96M |
| 2020-05-31 | $37.33M |
| 2020-02-29 | $37.62M |
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.