| LSMNX Fund | | | USD 13.91 0.12 0.87% |
Loomis Sayles market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Loomis Sayles Smallmid or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Loomis Sayles Smallmid has current Market Risk Adjusted Performance of 0.0387.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0387 | |
| ER[a] | = | Expected return on investing in Loomis Sayles |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Loomis Sayles Market Risk Adjusted Performance Peers Comparison
Loomis Market Risk Adjusted Performance Relative To Other Indicators
Loomis Sayles Smallmid is number one fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
210.93 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Loomis Sayles Smallmid is roughly
210.93
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