Loomis Sayles Risk Adjusted Performance

NECZX Fund  USD 12.51  0.04  0.32%   
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Loomis Sayles Strategic has current Risk Adjusted Performance of 0.078.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.078
ER[a] = Expected return on investing in Loomis Sayles
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Loomis Sayles Risk Adjusted Performance Peers Comparison

Loomis Risk Adjusted Performance Relative To Other Indicators

Loomis Sayles Strategic is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  15.41  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Loomis Sayles Strategic is roughly  15.41 
Compare Loomis Sayles to Peers

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