| LSFYX Fund | | | USD 8.20 0.02 0.24% |
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Loomis Sayles Senior has current Total Risk Alpha of 0.004. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.004 | |
| ER[a] | = | Expected return on investing in Loomis Sayles |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Loomis Sayles |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Loomis Sayles Total Risk Alpha Peers Comparison
Loomis Total Risk Alpha Relative To Other Indicators
Loomis Sayles Senior is rated
fifth overall fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
366.57 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Loomis Sayles Senior is roughly
366.58 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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