Loomis Sayles Correlations

LSIIX Fund

USD 9.80 0.02 0.20%

The current 90-days correlation between Loomis Sayles Investment and Eaton Vance Worldwide is 0.39 (i.e., Weak 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 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 gross domestic product.

Moving together with Loomis Mutual Fund

0.67	NOANX	Natixis Oakmark	Pair Corr
0.68	NOICX	Natixis Oakmark Inte	Pair Corr
0.72	GCPAX	Gateway Equity Call	Pair Corr
0.72	GCPCX	Gateway Equity Call	Pair Corr
0.72	GCPNX	Gateway Equity Call	Pair Corr
0.69	NOIYX	Natixis Oakmark Intl	Pair Corr
0.72	GCPYX	Gateway Equity Call	Pair Corr
0.76	LGANX	Loomis Sayles Limited	Pair Corr
0.8	LGBCX	Loomis Sayles Investment	Pair Corr
0.8	LGBNX	Loomis Sayles Investment	Pair Corr
0.67	LGRCX	Loomis Sayles Growth	Pair Corr
0.67	LGRNX	Loomis Sayles Growth	Pair Corr
0.67	LGRRX	Loomis Sayles Growth	Pair Corr
0.65	VNSYX	Vaughan Nelson Select	Pair Corr
0.65	VNSCX	Vaughan Nelson Select	Pair Corr
0.65	VNSAX	Vaughan Nelson Select	Pair Corr
0.65	VNSNX	Vaughan Nelson Select	Pair Corr
0.8	LIGAX	Loomis Sayles Investment	Pair Corr
0.8	LIGRX	Loomis Sayles Investment	Pair Corr

Related Correlations Analysis

	ECHSX	ETAHX	LHCCX	RAGHX	GTHCX	HHCZX	LOGSX	PRHSX
ECHSX		0.35	0.78	0.53	0.65	0.14	0.55	0.64	ECHSX
ETAHX	0.35		0.65	0.54	0.58	0.6	0.54	0.51	ETAHX
LHCCX	0.78	0.65		0.46	0.71	0.56	0.68	0.7	LHCCX
RAGHX	0.53	0.54	0.46		0.81	0.22	0.58	0.61	RAGHX
GTHCX	0.65	0.58	0.71	0.81		0.27	0.53	0.86	GTHCX
HHCZX	0.14	0.6	0.56	0.22	0.27		0.48	0.25	HHCZX
LOGSX	0.55	0.54	0.68	0.58	0.53	0.48		0.22	LOGSX
PRHSX	0.64	0.51	0.7	0.61	0.86	0.25	0.22		PRHSX
	ECHSX	ETAHX	LHCCX	RAGHX	GTHCX	HHCZX	LOGSX	PRHSX

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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
ECHSX	0.87	0.04	(0.09)	(0.13)	1.17	(0.88)	1.72	(2.19)	4.86
ETAHX	1.15	0.13	0.08	0.27	1.24	(1.23)	2.41	(1.87)	7.62
LHCCX	0.82	0.10	(0.04)	(0.59)	1.03	(0.83)	1.74	(1.76)	4.63
RAGHX	0.85	(0.14)	0.00	(0.01)	0.00	0.00	1.85	(2.11)	5.85
GTHCX	0.77	(0.11)	(0.12)	(0.01)	1.12	(0.69)	1.54	(1.81)	4.20
HHCZX	0.18	0.07	(0.27)	(3.70)	0.00	(0.24)	0.43	(0.35)	1.03
LOGSX	0.74	0.07	(0.09)	(0.23)	0.87	(0.78)	1.36	(1.37)	4.52
PRHSX	0.91	(0.12)	(0.10)	(0.01)	1.29	(0.91)	1.60	(2.37)	5.95

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Loomis Sayles Correlations

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