Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Investment
LSIGX Fund  USD 10.34  0.01  0.1%   
The current 90-days correlation between Loomis Sayles Investment and Loomis Sayles Inflation is 0.84 (i.e., Very 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

Weak diversification

The correlation between Loomis Sayles Investment and DJI is 0.32 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Investment 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 Investment. 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 price.

Moving together with Loomis Mutual Fund

  0.91LIPNX Loomis Sayles InflationPairCorr
  0.9LIPRX Loomis Sayles InflationPairCorr
  0.97LSBDX Loomis Sayles BondPairCorr
  0.97LSBNX Loomis Sayles BondPairCorr
  0.97LSBRX Loomis Sayles BondPairCorr
  0.76LSCNX Loomis Sayles SmallPairCorr
  0.75LSCRX Loomis Sayles SmallPairCorr
  0.97LSFIX Loomis Sayles FixedPairCorr
  0.93LSGBX Loomis Sayles GlobalPairCorr
  0.89LSHIX Loomis Sayles InstitPairCorr
  0.93LSGNX Loomis Sayles GlobalPairCorr
  0.92LSGLX Loomis Sayles GlobalPairCorr
  0.91LSGSX Loomis Sayles InflationPairCorr
  0.82LSMIX Loomis Sayles SmallmidPairCorr
  0.82LSMNX Loomis Sayles SmallmidPairCorr
  0.82LSSAX Loomis Sayles SecuritizedPairCorr
  0.76LSSCX Loomis Sayles SmallPairCorr
  0.79LSSIX Loomis Sayles SmallPairCorr
  0.79LSSNX Loomis Sayles SmallPairCorr
  0.75LSVAX Loomis Sayles SmallPairCorr
  0.97LBFAX Loomis Sayles BondPairCorr
  0.79LCGRX Loomis Sayles SmallPairCorr
  0.92MWTNX Metropolitan West TotalPairCorr
  0.92MWTSX Metropolitan West TotalPairCorr
  0.95PTTPX Pimco Total ReturnPairCorr
  0.94PTRRX Total ReturnPairCorr
  0.94PTRAX Total ReturnPairCorr
  0.95PTTRX Total ReturnPairCorr
  0.96FIWGX Strategic AdvisersPairCorr
  0.97DODIX Dodge IncomePairCorr
  0.93MWTIX Metropolitan West TotalPairCorr
  0.92MWTRX Metropolitan West TotalPairCorr
  0.84SMPIX Semiconductor Ultrasector Steady GrowthPairCorr
  0.84SMPSX Semiconductor Ultrasector Steady GrowthPairCorr
  0.74EMO Clearbridge Energy MlpPairCorr
  0.82RSNYX Victory Global NaturalPairCorr

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  0.05 (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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