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Putnam Sustainable Future ETF (PFUT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS7467292014
CUSIP746729201
IssuerPower Corporation of Canada
Inception DateMay 25, 2021
RegionNorth America (U.S.)
CategoryActively Managed, Sustainable
Index TrackedNo Index (Active)
Home Pagewww.putnam.com
Asset ClassEquity

Expense Ratio

The Putnam Sustainable Future ETF has a high expense ratio of 0.64%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.64%

Share Price Chart


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Putnam Sustainable Future ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Putnam Sustainable Future ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
23.99%
15.73%
PFUT (Putnam Sustainable Future ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Putnam Sustainable Future ETF had a return of 6.11% year-to-date (YTD) and 28.65% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.11%6.12%
1 month-1.74%-1.08%
6 months23.99%15.73%
1 year28.65%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.18%6.12%3.03%
2023-5.39%-3.66%12.37%8.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PFUT is 73, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of PFUT is 7373
Putnam Sustainable Future ETF(PFUT)
The Sharpe Ratio Rank of PFUT is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of PFUT is 7878Sortino Ratio Rank
The Omega Ratio Rank of PFUT is 7777Omega Ratio Rank
The Calmar Ratio Rank of PFUT is 5656Calmar Ratio Rank
The Martin Ratio Rank of PFUT is 7575Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Putnam Sustainable Future ETF (PFUT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PFUT
Sharpe ratio
The chart of Sharpe ratio for PFUT, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.005.001.83
Sortino ratio
The chart of Sortino ratio for PFUT, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.002.53
Omega ratio
The chart of Omega ratio for PFUT, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for PFUT, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.000.70
Martin ratio
The chart of Martin ratio for PFUT, currently valued at 7.00, compared to the broader market0.0020.0040.0060.0080.007.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current Putnam Sustainable Future ETF Sharpe ratio is 1.83. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.83
1.89
PFUT (Putnam Sustainable Future ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Putnam Sustainable Future ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-19.49%
-3.66%
PFUT (Putnam Sustainable Future ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Putnam Sustainable Future ETF. 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 Sustainable Future ETF was 44.85%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Putnam Sustainable Future ETF drawdown is 19.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.85%Nov 9, 2021235Oct 14, 2022
-8.53%Sep 7, 202120Oct 4, 202125Nov 8, 202145
-3.8%Jul 7, 20219Jul 19, 20214Jul 23, 202113
-2.99%Aug 10, 20218Aug 19, 20214Aug 25, 202112
-1.61%Jun 1, 20213Jun 3, 20213Jun 8, 20216

Volatility

Volatility Chart

The current Putnam Sustainable Future ETF volatility is 4.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.22%
3.44%
PFUT (Putnam Sustainable Future ETF)
Benchmark (^GSPC)