Loomis Sayles Correlations
LIPNX Fund | USD 9.71 0.01 0.10% |
The current 90-days correlation between Loomis Sayles Inflation and Vy Clarion Real is 0.44 (i.e., Very weak 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
Average diversification
The correlation between Loomis Sayles Inflation and DJI is 0.11 (i.e., Average 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.
Loomis |
Moving together with Loomis Mutual Fund
1.0 | LIPRX | Loomis Sayles Inflation | PairCorr |
0.72 | LSBDX | Loomis Sayles Bond | PairCorr |
0.72 | LSBNX | Loomis Sayles Bond | PairCorr |
0.76 | LSBRX | Loomis Sayles Bond | PairCorr |
0.88 | LSFIX | Loomis Sayles Fixed | PairCorr |
0.97 | LSGNX | Loomis Sayles Global | PairCorr |
0.97 | LSGLX | Loomis Sayles Global | PairCorr |
1.0 | LSGSX | Loomis Sayles Inflation | PairCorr |
0.98 | LSIGX | Loomis Sayles Investment | PairCorr |
0.95 | LSSAX | Loomis Sayles Securitized | PairCorr |
0.76 | LBFAX | Loomis Sayles Bond | PairCorr |
1.0 | VIPSX | Vanguard Inflation-protec | PairCorr |
1.0 | VIPIX | Vanguard Inflation-protec | PairCorr |
1.0 | VAIPX | Vanguard Inflation-protec | PairCorr |
0.99 | FLIBX | American Funds Inflation | PairCorr |
0.99 | FIBLX | American Funds Inflation | PairCorr |
0.99 | BFICX | American Funds Inflation | PairCorr |
0.99 | BFIAX | American Funds Inflation | PairCorr |
0.99 | BFIFX | American Funds Inflation | PairCorr |
1.0 | PARRX | Real Return Fund | PairCorr |
1.0 | PRLPX | Pimco Real Return | PairCorr |
Moving against Loomis Mutual Fund
0.53 | LSIOX | Loomis Sayles High | PairCorr |
0.52 | LSMIX | Loomis Sayles Smallmid | PairCorr |
0.52 | LSMNX | Loomis Sayles Smallmid | PairCorr |
0.5 | LSCNX | Loomis Sayles Small | PairCorr |
0.5 | LSSCX | Loomis Sayles Small | PairCorr |
0.49 | LSCRX | Loomis Sayles Small | PairCorr |
0.46 | LSHIX | Loomis Sayles Instit | PairCorr |
0.64 | SMPIX | Semiconductor Ultrasector Steady Growth | PairCorr |
0.63 | SMPSX | Semiconductor Ultrasector | PairCorr |
0.57 | RSNRX | Victory Global Natural | PairCorr |
0.56 | RGNCX | Victory Global Natural | PairCorr |
0.47 | LSSIX | Loomis Sayles Small | PairCorr |
0.47 | LSSNX | Loomis Sayles Small | PairCorr |
0.47 | LCGRX | Loomis Sayles Small | PairCorr |
0.75 | LSHUX | Horizon Spin Off | PairCorr |
0.75 | LSHAX | Horizon Spin Off | PairCorr |
0.71 | CLM | Cornerstone Strategic Sell-off Trend | PairCorr |
0.6 | PRUFX | T Rowe Price | PairCorr |
Related Correlations Analysis
0.48 | 0.83 | 0.9 | 0.86 | 0.7 | IVRSX | ||
0.48 | 0.88 | 0.42 | 0.84 | 0.41 | JYEBX | ||
0.83 | 0.88 | 0.73 | 0.99 | 0.63 | GURPX | ||
0.9 | 0.42 | 0.73 | 0.78 | 0.74 | FIKMX | ||
0.86 | 0.84 | 0.99 | 0.78 | 0.61 | MXREX | ||
0.7 | 0.41 | 0.63 | 0.74 | 0.61 | PRKAX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
IVRSX | 0.67 | (0.03) | (0.16) | (0.05) | 0.85 | 1.19 | 3.20 | |||
JYEBX | 0.67 | 0.02 | (0.08) | 0.19 | 0.85 | 1.22 | 3.51 | |||
GURPX | 0.61 | (0.01) | (0.15) | 0.09 | 0.69 | 1.24 | 3.21 | |||
FIKMX | 0.21 | 0.00 | (0.42) | 0.15 | 0.23 | 0.49 | 1.22 | |||
MXREX | 0.68 | (0.02) | (0.13) | 0.07 | 0.81 | 1.34 | 3.72 | |||
PRKAX | 0.52 | 0.00 | (0.15) | 0.14 | 0.60 | 0.98 | 2.80 |