Loomis Sayles Correlations

LSGLX Fund

USD 14.78 0.02 0.14%

The current 90-days correlation between Loomis Sayles Global and Loomis Sayles Inflation is 0.67 (i.e., Poor 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

Good diversification

The correlation between Loomis Sayles Global and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Global 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 Global. 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 bureau of economic analysis.

Moving together with Loomis Mutual Fund

0.82	LIPNX	Loomis Sayles Inflation	Pair Corr
0.83	LIPRX	Loomis Sayles Inflation	Pair Corr
0.87	LSBDX	Loomis Sayles Bond	Pair Corr
0.87	LSBNX	Loomis Sayles Bond	Pair Corr
0.86	LSBRX	Loomis Sayles Bond	Pair Corr
0.86	LSFIX	Loomis Sayles Fixed	Pair Corr
1.0	LSGBX	Loomis Sayles Global	Pair Corr
0.72	LSHIX	Loomis Sayles Instit	Pair Corr
1.0	LSGNX	Loomis Sayles Global	Pair Corr
0.92	LSIGX	Loomis Sayles Investment	Pair Corr
0.73	LSIOX	Loomis Sayles High	Pair Corr
0.62	LSMIX	Loomis Sayles Smallmid	Pair Corr
0.62	LSMNX	Loomis Sayles Smallmid	Pair Corr
0.83	LSSAX	Loomis Sayles Securitized	Pair Corr
0.87	LBFAX	Loomis Sayles Bond	Pair Corr
0.86	FGBRX	Templeton Global Bond	Pair Corr
0.86	FBNRX	Templeton Global Bond	Pair Corr
1.0	RCWBX	Capital World Bond	Pair Corr
1.0	CCWFX	Capital World Bond	Pair Corr
1.0	CCWCX	Capital World Bond	Pair Corr
1.0	RCWEX	Capital World Bond	Pair Corr
1.0	CCWEX	Capital World Bond	Pair Corr
1.0	RCWCX	Capital World Bond	Pair Corr
1.0	RCWGX	Capital World Bond	Pair Corr
1.0	RCWFX	Capital World Bond	Pair Corr
0.67	CPAYX	Columbia Pacific/asia	Pair Corr
0.73	CASAX	Columbia Pacific/asia	Pair Corr
0.72	CCCZX	Center St Brookfield	Pair Corr
0.72	CASCX	Columbia Pacificasia	Pair Corr
0.63	MSKLX	Mid Cap Growth	Pair Corr
0.62	CISGX	Touchstone Sands Capital	Pair Corr
0.63	MPEGX	Mid Cap Growth	Pair Corr

Related Correlations Analysis

	LIPNX	LIPRX	LSBDX	LSBNX	LSBRX	LSCNX	LSCRX	LSFIX	LSGBX	LSHIX
LIPNX		1.0	0.87	0.87	0.87	0.6	0.6	0.86	0.82	0.74	LIPNX
LIPRX	1.0		0.86	0.86	0.86	0.58	0.58	0.85	0.83	0.73	LIPRX
LSBDX	0.87	0.86		1.0	1.0	0.85	0.85	1.0	0.87	0.96	LSBDX
LSBNX	0.87	0.86	1.0		1.0	0.85	0.85	1.0	0.87	0.96	LSBNX
LSBRX	0.87	0.86	1.0	1.0		0.85	0.85	1.0	0.87	0.96	LSBRX
LSCNX	0.6	0.58	0.85	0.85	0.85		1.0	0.86	0.55	0.96	LSCNX
LSCRX	0.6	0.58	0.85	0.85	0.85	1.0		0.86	0.54	0.96	LSCRX
LSFIX	0.86	0.85	1.0	1.0	1.0	0.86	0.86		0.87	0.96	LSFIX
LSGBX	0.82	0.83	0.87	0.87	0.87	0.55	0.54	0.87		0.73	LSGBX
LSHIX	0.74	0.73	0.96	0.96	0.96	0.96	0.96	0.96	0.73		LSHIX
	LIPNX	LIPRX	LSBDX	LSBNX	LSBRX	LSCNX	LSCRX	LSFIX	LSGBX	LSHIX

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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.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
LIPNX	0.22	0.02	(0.31)	0.98	0.23	(0.23)	0.42	(0.52)	1.26
LIPRX	0.21	0.02	(0.33)	0.61	0.22	(0.22)	0.42	(0.53)	1.16
LSBDX	0.17	0.05	(0.34)	1.09	0.00	(0.20)	0.34	(0.26)	0.85
LSBNX	0.17	0.05	(0.35)	0.99	0.00	(0.21)	0.34	(0.26)	0.86
LSBRX	0.16	0.04	(0.34)	1.01	0.00	(0.21)	0.34	(0.26)	0.86
LSCNX	0.85	0.08	0.08	0.21	0.87	(0.97)	2.21	(1.79)	5.88
LSCRX	0.85	0.08	0.07	0.21	0.86	(0.97)	2.19	(1.82)	5.98
LSFIX	0.16	0.04	(0.34)	0.86	0.00	(0.20)	0.34	(0.25)	0.85
LSGBX	0.28	0.02	(0.33)	(0.72)	0.26	(0.33)	0.66	(0.46)	1.67
LSHIX	0.20	0.05	(0.18)	0.36	0.00	(0.30)	0.55	(0.35)	1.24

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Loomis Sayles Correlations

Loomis Sayles Correlation With Market

Good diversification

Moving together with Loomis Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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