Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Inflation
LIPNX Fund  USD 9.68  0.02  0.21%   
The current 90-days correlation between Loomis Sayles Inflation and Siit High Yield is 0.27 (i.e., Modest diversification). The correlation of Loomis Sayles is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Loomis Sayles Correlation With Market

Significant diversification

The correlation between Loomis Sayles Inflation and DJI is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Inflation and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Loomis Sayles Inflation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with Loomis Mutual Fund

  0.91LIPRX Loomis Sayles InflationPairCorr
  0.84LSBNX Loomis Sayles BondPairCorr
  0.83LSFIX Loomis Sayles FixedPairCorr
  0.79LSGBX Loomis Sayles GlobalPairCorr
  0.79LSGNX Loomis Sayles GlobalPairCorr
  0.79LSGLX Loomis Sayles GlobalPairCorr
  1.0LSGSX Loomis Sayles InflationPairCorr
  0.86LSIGX Loomis Sayles InvestmentPairCorr
  0.73LSIOX Loomis Sayles HighPairCorr
  0.61LSMIX Loomis Sayles SmallmidPairCorr
  0.61LSMNX Loomis Sayles SmallmidPairCorr
  0.84LSSAX Loomis Sayles SecuritizedPairCorr
  0.84LBFAX Loomis Sayles BondPairCorr
  0.64VIPSX Vanguard Inflation-protecPairCorr
  1.0VIPIX Vanguard InflationPairCorr
  0.64VAIPX Vanguard Inflation-protecPairCorr
  0.96FLIBX American Funds InflationPairCorr
  0.65FIBLX American Funds InflationPairCorr
  0.64BFICX American Funds InflationPairCorr
  0.85BFIAX American Funds InflationPairCorr
  0.62BFIFX American Funds InflationPairCorr
  0.68SMPIX Semiconductor Ultrasector Steady GrowthPairCorr
  0.68SMPSX Semiconductor Ultrasector Steady GrowthPairCorr
  0.71TTEEX T Rowe PricePairCorr
  0.7ONERX One Rock FundPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Loomis Mutual Fund performing well and Loomis Sayles Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Loomis Sayles' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

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