Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Inflation
LIPRX Fund  USD 9.62  0.01  0.10%   
The current 90-days correlation between Loomis Sayles Inflation and American Funds Inflation is 0.96 (i.e., Almost no 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 0.07 (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 metropolitan statistical area.

Moving together with Loomis Mutual Fund

  0.72LIPNX Loomis Sayles InflationPairCorr
  0.83LSBDX Loomis Sayles BondPairCorr
  0.81LSGBX Loomis Sayles GlobalPairCorr
  0.67LSHIX Loomis Sayles InstitPairCorr
  0.72LSSAX Loomis Sayles SecuritizedPairCorr
  0.8VIPSX Vanguard Inflation-protecPairCorr
  0.72VIPIX Vanguard InflationPairCorr
  1.0VAIPX Vanguard Inflation-protecPairCorr
  0.74FLIBX American Funds InflationPairCorr
  0.75FIBLX American Funds InflationPairCorr
  0.76BFICX American Funds InflationPairCorr
  0.95BFIAX American Funds InflationPairCorr
  0.95BFIFX American Funds InflationPairCorr
  0.97PARRX Real Return FundPairCorr
  0.97PRLPX Pimco Real ReturnPairCorr

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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