Loomis Sayles Coefficient Of Variation
| LIGNX Fund | | | USD 10.55 -0.15 -1.40% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Loomis Sayles's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Loomis Sayles carries a Coefficient Of Variation of
-2,837, consistent with that Loomis Sayles's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -2,837 | |
Coefficient Of Variation Peers Comparison
Loomis Sayles's Coefficient Of Variation of -2836.6657 falls below the 1242.23 peer average. Values range from 962.66 (Heartland Value Fund) to 1674.12 (Victory Trivalent International), with moderate dispersion across the group. Relative to peers, Loomis Sayles's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Loomis Sayles and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Loomis Sayles to PeersMethodology, Assumptions & Data Sources
Loomis Sayles has a current Coefficient Of Variation reading of -2,837. The Coefficient Of Variation for Loomis Sayles applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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