Natixis Sustainable Correlations

Mutual Funds . USA . 
Fund . Natixis Sustainable Future
NSFOX Fund  USD 11.65  0.05  0.43%   
The current 90-days correlation between Natixis Sustainable and Vanguard Target Retirement is 0.96 (i.e., Almost no diversification). The correlation of Natixis Sustainable 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.

Natixis Sustainable Correlation With Market

Very poor diversification

The correlation between Natixis Sustainable Future and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Natixis Sustainable Future 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 Natixis Sustainable Future. 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 persons.

Moving together with Natixis Mutual Fund

  0.91NOANX Natixis OakmarkPairCorr
  0.95GCPAX Gateway Equity CallPairCorr
  0.95GCPCX Gateway Equity CallPairCorr
  0.95GCPNX Gateway Equity CallPairCorr
  0.95GCPYX Gateway Equity CallPairCorr
  0.93LGMAX Loomis Sayles GlobalPairCorr
  0.91LGMCX Loomis Sayles GlobalPairCorr
  0.93LGMNX Loomis Sayles GlobalPairCorr
  0.91LGRCX Loomis Sayles GrowthPairCorr
  0.91LGRNX Loomis Sayles GrowthPairCorr
  0.91LGRRX Loomis Sayles GrowthPairCorr
  0.97VNSYX Vaughan Nelson SelectPairCorr
  0.97VNSCX Vaughan Nelson SelectPairCorr
  0.97VNSAX Vaughan Nelson SelectPairCorr
  0.97VNSNX Vaughan Nelson SelectPairCorr
  0.95VNVCX Vaughan Nelson ValuePairCorr
  0.95VNVAX Vaughan Nelson ValuePairCorr
  0.95VNVNX Vaughan Nelson ValuePairCorr
  0.95VNVYX Vaughan Nelson ValuePairCorr
  0.72LIGGX Loomis Sayles InternPairCorr
  0.73LIGNX Loomis Sayles InternPairCorr
  0.73LIGYX Loomis Sayles InternPairCorr
  1.0NSFLX Natixis SustainablePairCorr
  1.0NSFKX Natixis SustainablePairCorr
  1.0NSFJX Natixis SustainablePairCorr

Moving against Natixis Mutual Fund

  0.59LGBCX Loomis Sayles InvestmentPairCorr
  0.57LGBNX Loomis Sayles InvestmentPairCorr
  0.49LGANX Loomis Sayles LimitedPairCorr
  0.32NOICX Natixis Oakmark IntePairCorr
  0.31AMFAX Asg Managed FuturesPairCorr
  0.59LIGAX Loomis Sayles InvestmentPairCorr
  0.57LIGRX Loomis Sayles InvestmentPairCorr
  0.62NECRX Loomis Sayles EPairCorr
  0.34ASFCX Asg Managed FuturesPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Natixis Mutual Fund performing well and Natixis Sustainable 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 Natixis Sustainable's 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VLXVX  0.48 (0.03)(0.11) 0.09  0.58 
(0.50)
 1.07 
(0.91)
 2.93 
FBMTX  0.49 (0.03)(0.09) 0.08  0.66 
(0.49)
 1.05 
(1.22)
 2.97 
RCPTX  0.49 (0.03)(0.09) 0.08  0.67 
(0.49)
 1.06 
(1.23)
 3.01 
FAXTX  0.49 (0.03)(0.09) 0.08  0.68 
(0.48)
 1.05 
(1.22)
 2.99 
RBEOX  0.49 (0.03)(0.09) 0.08  0.66 
(0.48)
 1.00 
(1.24)
 3.02 
AAOTX  0.49 (0.03)(0.09) 0.08  0.63 
(0.48)
 1.05 
(1.22)
 2.94 
RDLTX  0.49 (0.03)(0.09) 0.08  0.64 
(0.49)
 1.05 
(1.22)
 3.05 
RHLTX  0.49 (0.03)(0.09) 0.08  0.65 
(0.49)
 1.05 
(1.22)
 3.03 
RFVTX  0.49 (0.03)(0.09) 0.08  0.69 
(0.50)
 1.05 
(1.21)
 3.02 
RBOTX  0.48 (0.03)(0.09) 0.08  0.66 
(0.48)
 1.01 
(1.25)
 2.98 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2024 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY