Loomis Sayles Correlations

LSGSX Fund

USD 9.64 0.02 0.21%

The current 90-days correlation between Loomis Sayles Inflation and Touchstone Ultra Short is 0.16 (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.

Loomis Sayles Correlation With Market

Significant diversification

The correlation between Loomis Sayles Inflation and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Inflation 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 Inflation. 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 real.

Moving together with Loomis Mutual Fund

1.0	LIPNX	Loomis Sayles Inflation	Pair Corr
0.74	LIPRX	Loomis Sayles Inflation	Pair Corr

Moving against Loomis Mutual Fund

0.76	LGMAX	Loomis Sayles Global	Pair Corr
0.75	LGMCX	Loomis Sayles Global	Pair Corr
0.57	NEHYX	Loomis Sayles High	Pair Corr
0.55	NEZYX	Loomis Sayles Strategic	Pair Corr
0.54	NEFZX	Loomis Sayles Strategic	Pair Corr
0.52	NECZX	Loomis Sayles Strategic	Pair Corr
0.5	LSBRX	Loomis Sayles Bond	Pair Corr
0.49	NEHCX	Loomis Sayles High	Pair Corr
0.49	LSBDX	Loomis Sayles Bond	Pair Corr
0.49	LSBNX	Loomis Sayles Bond	Pair Corr
0.48	NEFHX	Loomis Sayles High	Pair Corr
0.47	LSFIX	Loomis Sayles Fixed	Pair Corr
0.42	LSCNX	Loomis Sayles Small	Pair Corr
0.4	LGRCX	Loomis Sayles Growth	Pair Corr
0.36	LGRRX	Loomis Sayles Growth	Pair Corr
0.75	LSWWX	Loomis Sayles Global	Pair Corr
0.53	LSHIX	Loomis Sayles Instit	Pair Corr
0.53	LSIOX	Loomis Sayles High	Pair Corr
0.46	LBFAX	Loomis Sayles Bond	Pair Corr
0.41	LSFYX	Loomis Sayles Senior	Pair Corr

Related Correlations Analysis

	TSDCX	FTFZX	BSBIX	TAAQX	ATOAX	GTAPX
TSDCX		0.93	0.88	0.96	0.99	0.65	TSDCX
FTFZX	0.93		0.85	0.92	0.95	0.63	FTFZX
BSBIX	0.88	0.85		0.9	0.87	0.69	BSBIX
TAAQX	0.96	0.92	0.9		0.95	0.71	TAAQX
ATOAX	0.99	0.95	0.87	0.95		0.66	ATOAX
GTAPX	0.65	0.63	0.69	0.71	0.66		GTAPX
	TSDCX	FTFZX	BSBIX	TAAQX	ATOAX	GTAPX

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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
TSDCX	0.03	0.00	0.00	(0.28)	0.00	0.11	(0.11)	0.44
FTFZX	0.03	0.00	0.00	(1.49)	0.00	0.10	(0.10)	0.39
BSBIX	0.04	0.00	0.00	0.06	0.00	0.10	(0.10)	0.52
TAAQX	0.06	0.00	(0.53)	0.05	(0.13)	0.10	(0.10)	0.51
ATOAX	0.01	0.00	0.00	(1.17)	0.00	0.00	0.00	0.20
GTAPX	0.64	0.31	0.66	1.55	(0.83)	0.65	(0.47)	18.47

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