Loomis Sayles Risk Adjusted Performance

NELYX Fund  USD 10.80  0.03  0.28%   
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Loomis Sayles Limited has current Risk Adjusted Performance of (0.04).

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
(0.04)
ER[a] = Expected return on investing in Loomis Sayles
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Loomis Sayles Risk Adjusted Performance Peers Comparison

Loomis Risk Adjusted Performance Relative To Other Indicators

Loomis Sayles Limited is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Compare Loomis Sayles to Peers

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