Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Small
LSSIX Fund  USD 28.80  0.15  0.52%   
The current 90-days correlation between Loomis Sayles Small and Jpmorgan Mid Cap is 0.84 (i.e., Very poor 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 Small and DJI is -0.15 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Small 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 Small. 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 gross domestic product.

Moving together with Loomis Mutual Fund

  0.88LSBDX Loomis Sayles BondPairCorr
  0.88LSBNX Loomis Sayles BondPairCorr
  0.88LSBRX Loomis Sayles BondPairCorr
  0.95LSCNX Loomis Sayles SmallPairCorr
  0.95LSCRX Loomis Sayles SmallPairCorr
  0.88LSFIX Loomis Sayles FixedPairCorr
  0.97LSHIX Loomis Sayles InstitPairCorr
  0.79LSIGX Loomis Sayles InvestmentPairCorr
  0.96LSMIX Loomis Sayles SmallmidPairCorr
  0.99LSMNX Loomis Sayles SmallmidPairCorr
  0.98LSSCX Loomis Sayles SmallPairCorr
  0.97LSSNX Loomis Sayles SmallPairCorr
  0.95LSVAX Loomis Sayles SmallPairCorr
  1.0LCGRX Loomis Sayles SmallPairCorr
  1.0VSGAX Vanguard Small CapPairCorr
  0.97VSGIX Vanguard Small CapPairCorr
  0.97VISGX Vanguard Small CapPairCorr
  0.97VEXPX Vanguard ExplorerPairCorr
  0.97VEXRX Vanguard ExplorerPairCorr
  0.97JGMIX Janus TritonPairCorr
  0.97JGMRX Janus TritonPairCorr
  0.99JGMAX Janus TritonPairCorr
  0.97JGMCX Janus TritonPairCorr
  0.99JGMNX Janus TritonPairCorr
  0.97ASG Liberty All StarPairCorr
  0.9IIF Morgan Stanley IndiaPairCorr
  0.97CII Blackrock EnhancedPairCorr
  0.77IFN India ClosedPairCorr
  0.95ETV Eaton Vance TaxPairCorr
  0.93CLM Cornerstone Strategic Sell-off TrendPairCorr
  0.92CRF Cornerstone StrategicPairCorr
  0.95USA Liberty All StarPairCorr

Related Correlations Analysis

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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.

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