Loomis Sayles Correlations

LSFIX Fund

USD 12.19 0.02 0.16%

The current 90-days correlation between Loomis Sayles Fixed and American Mutual Fund is 0.19 (i.e., Average 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 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

0.89	LIPNX	Loomis Sayles Inflation	Pair Corr
0.88	LIPRX	Loomis Sayles Inflation	Pair Corr
0.8	LSBDX	Loomis Sayles Bond	Pair Corr
0.8	LSBNX	Loomis Sayles Bond	Pair Corr
0.83	LSBRX	Loomis Sayles Bond	Pair Corr
0.77	LSGBX	Loomis Sayles Global	Pair Corr
0.77	LSGNX	Loomis Sayles Global	Pair Corr
0.76	LSGLX	Loomis Sayles Global	Pair Corr
0.89	LSGSX	Loomis Sayles Inflation	Pair Corr
0.87	LSIGX	Loomis Sayles Investment	Pair Corr
0.86	LSSAX	Loomis Sayles Securitized	Pair Corr
0.83	LBFAX	Loomis Sayles Bond	Pair Corr
0.94	PONAX	Pimco Income	Pair Corr
0.94	PONCX	Pimco Income	Pair Corr
0.95	PIPNX	Pimco Income	Pair Corr
0.94	PONRX	Pimco Income	Pair Corr
0.91	PONPX	Pimco Incme Fund	Pair Corr
0.95	PIINX	Pimco Income	Pair Corr
0.94	PIMIX	Pimco Income	Pair Corr
0.69	LBNDX	Lord Abbett Bond	Pair Corr
0.69	FSTAX	Fidelity Advisor Str	Pair Corr
0.69	FSRIX	Fidelity Advisor Str	Pair Corr
0.89	LIIAX	Columbia Porate Income	Pair Corr
0.9	SRINX	Columbia Porate Income	Pair Corr
0.85	CIFRX	Columbia Porate Income	Pair Corr

Moving against Loomis Mutual Fund

0.47	CIOCX	Columbia Porate Income	Pair Corr
0.47	CPLIX	Calamos Phineus Longshort	Pair Corr
0.45	WWNPX	Kinetics Paradigm Steady Growth	Pair Corr

Related Correlations Analysis

	AMFFX	DLCIX	DALVX	VEIPX	TWQZX	PCPAX	RETSX
AMFFX		0.85	0.87	0.89	0.91	0.83	0.85	AMFFX
DLCIX	0.85		0.98	0.97	0.95	0.97	0.99	DLCIX
DALVX	0.87	0.98		0.99	0.95	0.98	0.98	DALVX
VEIPX	0.89	0.97	0.99		0.94	0.98	0.97	VEIPX
TWQZX	0.91	0.95	0.95	0.94		0.93	0.93	TWQZX
PCPAX	0.83	0.97	0.98	0.98	0.93		0.97	PCPAX
RETSX	0.85	0.99	0.98	0.97	0.93	0.97		RETSX
	AMFFX	DLCIX	DALVX	VEIPX	TWQZX	PCPAX	RETSX

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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
AMFFX	0.45	0.05	(0.12)	2.39	0.43	(0.50)	0.90	(0.86)	2.68
DLCIX	0.55	0.01	(0.01)	0.13	0.65	(0.59)	1.23	(1.27)	4.24
DALVX	0.49	0.00	(0.04)	0.12	0.34	(0.57)	1.08	(0.78)	3.25
VEIPX	0.49	(0.01)	(0.06)	0.11	0.38	(0.56)	1.03	(0.82)	3.73
TWQZX	0.49	0.09	(0.06)	4.11	0.35	(0.58)	1.16	(0.75)	3.48
PCPAX	0.50	(0.01)	(0.06)	0.11	0.34	(0.60)	0.96	(0.90)	3.97
RETSX	0.52	(0.01)	(0.04)	0.11	0.64	(0.55)	1.04	(1.46)	4.06

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Loomis Sayles Correlations

Moving together with Loomis Mutual Fund

Moving against Loomis Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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