Loomis Sayles Global Fund Market Value
| LSGLX Fund | USD 15.26 0.04 0.26% |
| Symbol | Loomis |
Loomis Sayles 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Loomis Sayles' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Loomis Sayles.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Loomis Sayles on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Loomis Sayles Global or generate 0.0% return on investment in Loomis Sayles over 90 days. Loomis Sayles is related to or competes with Amg Managers, T Rowe, T Rowe, Amer Beacon, Loomis Sayles, Timothy Large/mid-cap, and T Rowe. The fund will normally invest at least 80 percent of its net assets in fixed-income securities More
Loomis Sayles Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Loomis Sayles' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Loomis Sayles Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2006 | |||
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 0.7351 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.4013 |
Loomis Sayles Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loomis Sayles' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loomis Sayles' standard deviation. In reality, there are many statistical measures that can use Loomis Sayles historical prices to predict the future Loomis Sayles' volatility.| Risk Adjusted Performance | 0.0279 | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.0665 |
Loomis Sayles January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0279 | |||
| Market Risk Adjusted Performance | 0.0765 | |||
| Mean Deviation | 0.174 | |||
| Semi Deviation | 0.1253 | |||
| Downside Deviation | 0.2006 | |||
| Coefficient Of Variation | 1406.61 | |||
| Standard Deviation | 0.2137 | |||
| Variance | 0.0457 | |||
| Information Ratio | (0.28) | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.0665 | |||
| Maximum Drawdown | 0.7351 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.4013 | |||
| Downside Variance | 0.0403 | |||
| Semi Variance | 0.0157 | |||
| Expected Short fall | (0.21) | |||
| Skewness | 0.4219 | |||
| Kurtosis | (0.41) |
Loomis Sayles Global Backtested Returns
At this stage we consider Loomis Mutual Fund to be very steady. Loomis Sayles Global has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Loomis Sayles, which you can use to evaluate the volatility of the fund. Please verify Loomis Sayles' Downside Deviation of 0.2006, mean deviation of 0.174, and Risk Adjusted Performance of 0.0279 to check out if the risk estimate we provide is consistent with the expected return of 0.0266%. The fund secures a Beta (Market Risk) of 0.0781, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Loomis Sayles' returns are expected to increase less than the market. However, during the bear market, the loss of holding Loomis Sayles is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
Loomis Sayles Global has virtually no predictability. Overlapping area represents the amount of predictability between Loomis Sayles time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Loomis Sayles Global price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Loomis Sayles price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Loomis Mutual Fund
Loomis Sayles financial ratios help investors to determine whether Loomis Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Loomis with respect to the benefits of owning Loomis Sayles security.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |