Loomis Sayles Correlations

LSMNX Fund

USD 13.73 0.09 0.65%

The current 90-days correlation between Loomis Sayles Smallmid and Loomis Sayles Inflation is -0.01 (i.e., Good 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

Good diversification

The correlation between Loomis Sayles Smallmid and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Smallmid 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 Loomis Sayles Smallmid. 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 board of governors.

Moving together with Loomis Mutual Fund

0.61	LIPNX	Loomis Sayles Inflation	Pair Corr
0.62	LIPRX	Loomis Sayles Inflation	Pair Corr
0.89	LSBDX	Loomis Sayles Bond	Pair Corr
0.88	LSBNX	Loomis Sayles Bond	Pair Corr
0.89	LSBRX	Loomis Sayles Bond	Pair Corr
0.95	LSCNX	Loomis Sayles Small	Pair Corr
0.95	LSCRX	Loomis Sayles Small	Pair Corr
0.88	LSFIX	Loomis Sayles Fixed	Pair Corr
0.62	LSGBX	Loomis Sayles Global	Pair Corr
0.97	LSHIX	Loomis Sayles Instit	Pair Corr
0.62	LSGNX	Loomis Sayles Global	Pair Corr
0.61	LSGLX	Loomis Sayles Global	Pair Corr
0.61	LSGSX	Loomis Sayles Inflation	Pair Corr
0.79	LSIGX	Loomis Sayles Investment	Pair Corr
0.95	LSIOX	Loomis Sayles High	Pair Corr
0.97	LSMIX	Loomis Sayles Smallmid	Pair Corr
0.98	LSSCX	Loomis Sayles Small	Pair Corr
0.97	LSSIX	Loomis Sayles Small	Pair Corr
0.97	LSSNX	Loomis Sayles Small	Pair Corr
0.95	LSVAX	Loomis Sayles Small	Pair Corr
0.87	LBFAX	Loomis Sayles Bond	Pair Corr
0.97	LCGRX	Loomis Sayles Small	Pair Corr
0.97	PAMCX	T Rowe Price	Pair Corr
0.97	RRMGX	T Rowe Price	Pair Corr
0.97	TRQZX	T Rowe Price	Pair Corr
0.97	RPMGX	T Rowe Price	Pair Corr
0.98	PRJIX	T Rowe Price	Pair Corr
0.94	PRNHX	T Rowe Price	Pair Corr
0.94	TRUZX	T Rowe Price	Pair Corr
0.97	PCBIX	Midcap Fund Institutional	Pair Corr
0.97	PEMGX	Midcap Fund Class	Pair Corr
0.93	PMBCX	Midcap Fund Class	Pair Corr
0.88	FSMMX	Fs Multi Strategy	Pair Corr
0.93	BTMPX	Ishares Msci Eafe	Pair Corr
0.94	BTMKX	Blackrock International	Pair Corr
0.93	MDIIX	Blackrock Intern Index	Pair Corr
0.69	SPMPX	Invesco Steelpath Mlp	Pair Corr
0.62	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr

Related Correlations Analysis

	LIPNX	LIPRX	LSBDX	LSBNX	LSBRX	LSCNX	LSCRX	LSFIX	LSGBX	LSHIX
LIPNX		0.91	0.84	0.87	0.84	0.59	0.59	0.86	0.82	0.73	LIPNX
LIPRX	0.91		0.86	0.82	0.86	0.6	0.59	0.81	0.76	0.73	LIPRX
LSBDX	0.84	0.86		0.98	1.0	0.85	0.85	0.98	0.85	0.96	LSBDX
LSBNX	0.87	0.82	0.98		0.98	0.84	0.84	1.0	0.87	0.94	LSBNX
LSBRX	0.84	0.86	1.0	0.98		0.85	0.85	0.98	0.84	0.96	LSBRX
LSCNX	0.59	0.6	0.85	0.84	0.85		1.0	0.85	0.54	0.95	LSCNX
LSCRX	0.59	0.59	0.85	0.84	0.85	1.0		0.85	0.54	0.94	LSCRX
LSFIX	0.86	0.81	0.98	1.0	0.98	0.85	0.85		0.87	0.95	LSFIX
LSGBX	0.82	0.76	0.85	0.87	0.84	0.54	0.54	0.87		0.71	LSGBX
LSHIX	0.73	0.73	0.96	0.94	0.96	0.95	0.94	0.95	0.71		LSHIX
	LIPNX	LIPRX	LSBDX	LSBNX	LSBRX	LSCNX	LSCRX	LSFIX	LSGBX	LSHIX

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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
LIPNX	0.22	0.03	(0.30)	1.26	0.22	(0.23)	0.42	(0.52)	1.26
LIPRX	0.21	0.02	(0.34)	(2.52)	0.22	(0.22)	0.42	(0.53)	1.16
LSBDX	0.17	0.06	(0.36)	(3.33)	0.00	(0.20)	0.34	(0.26)	0.85
LSBNX	0.17	0.05	(0.37)	0.96	0.00	(0.21)	0.34	(0.26)	0.86
LSBRX	0.16	0.05	(0.36)	(4.02)	0.00	(0.21)	0.34	(0.26)	0.86
LSCNX	0.85	0.07	0.07	0.21	0.88	(0.97)	2.21	(1.79)	5.88
LSCRX	0.85	0.07	0.07	0.21	0.87	(0.97)	2.19	(1.82)	5.98
LSFIX	0.16	0.04	(0.36)	0.84	0.00	(0.20)	0.34	(0.25)	0.85
LSGBX	0.29	0.03	(0.31)	(1.02)	0.25	(0.34)	0.66	(0.46)	1.67
LSHIX	0.20	0.09	(0.19)	(1.24)	0.00	(0.30)	0.55	(0.35)	1.24

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Loomis Sayles Correlations

Loomis Sayles Correlation With Market

Good diversification

Moving together with Loomis Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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