Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Inflation
LSGSX Fund  USD 9.65  0.01  0.10%   
The current 90-days correlation between Loomis Sayles Inflation and Loomis Sayles Inflation is -0.06 (i.e., Good 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.
  
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 state.

Moving together with Loomis Mutual Fund

  0.91LIPNX Loomis Sayles InflationPairCorr
  0.91LIPRX Loomis Sayles InflationPairCorr
  0.88LSBDX Loomis Sayles BondPairCorr
  0.85LSBNX Loomis Sayles BondPairCorr
  0.88LSBRX Loomis Sayles BondPairCorr
  0.64LSCNX Loomis Sayles SmallPairCorr
  0.64LSCRX Loomis Sayles SmallPairCorr
  0.76LSGBX Loomis Sayles GlobalPairCorr
  0.76LSHIX Loomis Sayles InstitPairCorr
  0.84LSGNX Loomis Sayles GlobalPairCorr
  0.62LSGLX Loomis Sayles GlobalPairCorr
  0.87LSIGX Loomis Sayles InvestmentPairCorr
  0.66LSMNX Loomis Sayles SmallmidPairCorr
  0.91LSSAX Loomis Sayles SecuritizedPairCorr
  0.63LSSIX Loomis Sayles SmallPairCorr
  0.63LCGRX Loomis Sayles SmallPairCorr
  0.91VIPSX Vanguard Inflation-protecPairCorr
  0.91VIPIX Vanguard InflationPairCorr
  0.91VAIPX Vanguard Inflation-protecPairCorr
  0.85FLIBX American Funds InflationPairCorr
  0.85FIBLX American Funds InflationPairCorr
  0.81BFICX American Funds InflationPairCorr
  0.84BFIAX American Funds InflationPairCorr
  0.95BFIFX American Funds InflationPairCorr
  0.98PARRX Real Return FundPairCorr
  0.98PRLPX Pimco Real ReturnPairCorr
  0.68SMPIX Semiconductor Ultrasector Steady GrowthPairCorr
  0.67SMPSX Semiconductor Ultrasector Steady GrowthPairCorr
  0.72TTEEX T Rowe PricePairCorr
  0.73TREMX T Rowe PricePairCorr
  0.68FIKGX Fidelity Advisor SemPairCorr
  0.71ONERX One Rock Fund Steady GrowthPairCorr
  0.68FELCX Fidelity Advisor SemPairCorr
  0.68FELIX Fidelity Advisor SemPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum 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  0.06 (0.31)(2.83) 0.00 
(0.21)
 0.42 
(0.26)
 1.12 
LSBNX  0.18  0.06 (0.34)(2.47) 0.00 
(0.22)
 0.42 
(0.26)
 1.04 
LSBRX  0.17  0.06 (0.31)(3.23) 0.00 
(0.22)
 0.34 
(0.26)
 1.13 
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 (0.35) 1.15  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  0.10 (0.15)(1.27) 0.00 
(0.32)
 0.71 
(0.35)
 1.28 

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