Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Small
LSSIX Fund  USD 28.95  0.22  0.75%   
The current 90-days correlation between Loomis Sayles Small and Jpmorgan Mid Cap is 0.85 (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

Good diversification

The correlation between Loomis Sayles Small and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Small 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 Small. 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

  0.61LIPRX Loomis Sayles InflationPairCorr
  0.89LSBNX Loomis Sayles BondPairCorr
  0.71LSCNX Loomis Sayles SmallPairCorr
  0.98LSCRX Loomis Sayles SmallPairCorr
  0.9LSFIX Loomis Sayles FixedPairCorr
  0.62LSGBX Loomis Sayles GlobalPairCorr
  0.64LSHIX Loomis Sayles InstitPairCorr
  0.62LSGNX Loomis Sayles GlobalPairCorr
  0.61LSGLX Loomis Sayles GlobalPairCorr
  0.63LSGSX Loomis Sayles InflationPairCorr
  0.81LSIGX Loomis Sayles InvestmentPairCorr
  0.97LSIOX Loomis Sayles HighPairCorr
  0.99LSMIX Loomis Sayles SmallmidPairCorr
  0.99LSMNX Loomis Sayles SmallmidPairCorr
  0.96LSSCX Loomis Sayles SmallPairCorr
  1.0LSSNX Loomis Sayles SmallPairCorr
  0.98LSVAX Loomis Sayles SmallPairCorr
  0.88LBFAX Loomis Sayles BondPairCorr
  1.0LCGRX Loomis Sayles SmallPairCorr
  0.64VSGIX Vanguard Small CapPairCorr
  0.64VISGX Vanguard Small CapPairCorr
  0.67VEXPX Vanguard ExplorerPairCorr
  0.67VEXRX Vanguard ExplorerPairCorr
  0.63JGMIX Janus TritonPairCorr
  0.63JGMRX Janus TritonPairCorr
  0.63JGMCX Janus TritonPairCorr
  0.62JGMNX Janus TritonPairCorr
  0.75ASG Liberty All StarPairCorr
  0.69IIF Morgan Stanley IndiaPairCorr
  0.7CII Blackrock EnhancedPairCorr
  0.69IFN India ClosedPairCorr
  0.66ETV Eaton Vance TaxPairCorr
  0.92CLM Cornerstone StrategicPairCorr

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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