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Putnam Diversified Income Trust (PDVYX)

5.46 0.00 (0.00%)
At close: 8:00 PM EDT

Fund Summary

The fund invests mainly in bonds that are securitized debt instruments (such as mortgage-backed investments) and related derivative instruments, and other obligations of companies and governments worldwide, including bank loans that are either investment-grade or below-investment-grade in quality (sometimes referred to as “junk bonds”) and have intermediate- to long-term maturities (three years or longer).

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 58.18%
Worst 1Y Total Return --
Number of Years Up 20
Number of Years Down 7

Performance & Risk

YTD Return 6.36%
5y Average Return 0.77%
Rank in Category (ytd) 22
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.60
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
PDVYXCategory AveragePDVYXCategory AveragePDVYXCategory Average
Alpha 1.01 0.01 -0.08 0.02 0.3 0.02
BETA 0.6 0 0.59 0 0.37 0
Mean Annual Return 0.16 0 0.1 0 0.18 0
R-squared 69.33 0.09 21.58 0.08 7.77 0.06
Standard Deviation 5.56 0.06 7.95 0.05 6.62 0.05
Sharpe Ratio -0.36 0 -0.16 0.01 0.06 0.01
Treynor Ratio -3.58 0.07 -2.66 0.15 0.42 0.08

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