Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Fixed
LSFIX Fund  USD 12.07  0.01  0.08%   
The current 90-days correlation between Loomis Sayles Fixed and Pace High Yield is -0.13 (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.

Loomis Sayles Correlation With Market

Very poor diversification

The correlation between Loomis Sayles Fixed and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Fixed 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 Fixed. 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

  0.8LGBCX Loomis Sayles InvestmentPairCorr
  0.88LGMAX Loomis Sayles GlobalPairCorr
  0.89LGMCX Loomis Sayles GlobalPairCorr
  0.87LIGRX Loomis Sayles InvestmentPairCorr
  0.75NECRX Loomis Sayles EPairCorr
  0.99NECZX Loomis Sayles StrategicPairCorr
  0.83NECLX Loomis Sayles LimitedPairCorr
  0.91NEFHX Loomis Sayles HighPairCorr
  0.87NEFLX Loomis Sayles LimitedPairCorr
  0.85NEFRX Loomis Sayles EPairCorr
  0.89NEHCX Loomis Sayles HighPairCorr
  0.96NEFZX Loomis Sayles StrategicPairCorr
  0.91NEHYX Loomis Sayles HighPairCorr
  0.86NELYX Loomis Sayles LimitedPairCorr
  0.86NERYX Loomis Sayles EPairCorr
  0.99NEZYX Loomis Sayles StrategicPairCorr
  0.97LABAX Loomis Sayles StrategicPairCorr
  0.97LABCX Loomis Sayles StrategicPairCorr
  1.0LSBDX Loomis Sayles BondPairCorr
  1.0LSBNX Loomis Sayles BondPairCorr
  1.0LSBRX Loomis Sayles BondPairCorr
  0.96LSDIX Loomis Sayles IntermPairCorr
  0.94LSDRX Loomis Sayles IntermPairCorr
  0.92LSCNX Loomis Sayles SmallPairCorr
  0.92LSCRX Loomis Sayles SmallPairCorr
  0.79LSGBX Loomis Sayles GlobalPairCorr
  0.91LSHIX Loomis Sayles InstitPairCorr
  0.77LSGNX Loomis Sayles GlobalPairCorr
  0.99LASYX Loomis Sayles StrategicPairCorr
  0.76LSGLX Loomis Sayles GlobalPairCorr

Related Correlations Analysis


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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