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ISIN
US7464441085
CUSIP
746444108
Issuer
Putnam
Inception Date
Feb 7, 1994
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PAEAX Performance Chart

Putnam Dynamic Asset Allocation Growth Fund (PAEAX) is up 10.4% since the beginning of the year. PAEAX is currently trading at $24 per share. Investors who bought $1,000 worth of PAEAX shares 5 years ago would now be looking at an investment worth $1,650.


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S&P 500 Index

Returns By Period

Putnam Dynamic Asset Allocation Growth Fund (PAEAX) has returned 10.40% so far this year and 25.11% over the past 12 months. Over the last ten years, PAEAX has returned 11.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Putnam Dynamic Asset Allocation Growth Fund

1D
0.38%
1M
4.62%
YTD
10.40%
6M
11.34%
1Y
25.11%
3Y*
19.86%
5Y*
10.53%
10Y*
11.21%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAEAX Monthly Returns History

Based on dividend-adjusted daily data since Feb 7, 1994, PAEAX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +10.2%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PAEAX closed higher 52% of trading days. The best single day was Dec 19, 2014 with a return of +18.7%, while the worst single day was Dec 19, 2024 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.32%0.91%-4.68%7.55%3.60%0.68%10.40%
20252.88%-2.40%-1.90%0.47%4.84%4.12%0.86%2.50%3.18%1.43%0.44%0.89%18.45%
20241.55%4.08%3.55%-3.23%4.48%2.15%1.51%2.36%1.46%-1.67%4.19%-2.76%18.71%
20235.89%-1.93%2.03%0.97%-0.30%4.86%2.57%-1.67%-3.29%-2.17%8.03%4.76%20.78%
2022-4.44%-2.46%1.46%-7.29%0.42%-7.95%6.57%-3.08%-7.55%5.47%5.89%-3.95%-16.99%
2021-0.16%2.33%2.38%3.74%1.27%1.93%0.66%2.35%-3.85%3.86%-1.65%2.91%16.63%

Benchmark Metrics

Putnam Dynamic Asset Allocation Growth Fund has an annualized alpha of 1.91%, beta of 0.74, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since February 08, 1994.

  • This fund participated in 85.71% of S&P 500 Index downside but only 85.25% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.91%
Beta
0.74
0.79
Upside Capture
85.25%
Downside Capture
85.71%

Expense Ratio

PAEAX has a high expense ratio of 1.03%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PAEAX ranks 72 for risk / return — better than 72% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PAEAX Risk / Return Rank: 7272
Overall Rank
PAEAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PAEAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
PAEAX Omega Ratio Rank: 6666
Omega Ratio Rank
PAEAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
PAEAX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Putnam Dynamic Asset Allocation Growth Fund (PAEAX) and compare them to S&P 500 Index.


PAEAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.45

1.41

+0.05

Calmar ratioReturn relative to maximum drawdown

3.36

2.93

+0.43

Martin ratioReturn relative to average drawdown

15.28

13.52

+1.76

Dividends

Dividend History

Putnam Dynamic Asset Allocation Growth Fund provided a 6.18% dividend yield over the last twelve months, with an annual payout of $1.47 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.47$1.47$2.14$0.76$0.27$2.85$0.09$0.26$1.45$1.74$0.25$0.96

Dividend yield

6.18%6.83%11.00%4.18%1.73%14.90%0.47%1.56%10.41%10.22%1.58%6.53%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Dynamic Asset Allocation Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.47$1.47
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.14$2.14
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.85$2.85

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Putnam Dynamic Asset Allocation Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Putnam Dynamic Asset Allocation Growth Fund was 53.25%, occurring on Mar 9, 2009. Recovery took 884 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.25%Mar 2009
1y 7mo3y 6mo
5y 1moJul 2007 - Sep 2012
Dot-com crash2000–2002
-38.41%Oct 2002
2y 6mo2y 3mo
4y 10moMar 2000 - Feb 2005
COVID crash2020
-28.57%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
1998 bear market1998
-24.98%Oct 1998
2mo 19d3mo
5mo 19dJul 1998 - Jan 1999
Bear market2022
-23.30%Oct 2022
11mo 9d1y 2mo
2y 1moNov 2021 - Dec 2023

Drawdown Indicators


PAEAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.25%

-56.78%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-9.10%

+1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.31%

-18.90%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-25.43%

+2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-33.92%

+5.35%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-7.67%

-10.72%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.97%

-0.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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