Natixis Equity Correlations

NECCX Fund

USD 14.76 0.17 1.17%

The correlation of Natixis Equity 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.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Natixis Equity Opportunities. 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 interest.

Moving together with Natixis Mutual Fund

0.67	AMFAX	Asg Managed Futures	Pair Corr
0.75	AMFNX	Asg Managed Futures	Pair Corr
0.76	NOIAX	Natixis Oakmark Inte	Pair Corr
0.76	NOICX	Natixis Oakmark Inte	Pair Corr
0.68	GCPAX	Gateway Equity Call	Pair Corr
0.73	GCPCX	Gateway Equity Call	Pair Corr
0.73	GCPNX	Gateway Equity Call	Pair Corr
0.64	NOIYX	Natixis Oakmark Intl	Pair Corr
0.74	GCPYX	Gateway Equity Call	Pair Corr
0.74	LGBCX	Loomis Sayles Investment	Pair Corr
0.72	LGBNX	Loomis Sayles Investment	Pair Corr
0.87	LGMAX	Loomis Sayles Global	Pair Corr
0.75	LGMCX	Loomis Sayles Global	Pair Corr
0.75	LGMNX	Loomis Sayles Global	Pair Corr
0.85	LGRCX	Loomis Sayles Growth	Pair Corr
0.95	LGRNX	Loomis Sayles Growth	Pair Corr
0.68	LGRRX	Loomis Sayles Growth	Pair Corr
0.71	VNSYX	Vaughan Nelson Select	Pair Corr
0.71	VNSCX	Vaughan Nelson Select	Pair Corr
0.63	VNSAX	Vaughan Nelson Select	Pair Corr
0.79	VNSNX	Vaughan Nelson Select	Pair Corr
0.71	VNVYX	Vaughan Nelson Value	Pair Corr
0.69	LIGCX	Loomis Sayles Intern	Pair Corr
0.72	LIGAX	Loomis Sayles Investment	Pair Corr
0.75	LIGNX	Loomis Sayles Intern	Pair Corr
0.73	LIGRX	Loomis Sayles Investment	Pair Corr
0.7	LIGYX	Loomis Sayles Intern	Pair Corr
0.65	NRCFX	Aew Real Estate	Pair Corr
0.71	NRFAX	Aew Real Estate	Pair Corr
0.66	NRFNX	Aew Real Estate	Pair Corr
0.66	NRFYX	Aew Real Estate	Pair Corr
0.69	ASFCX	Asg Managed Futures	Pair Corr
0.7	ASFYX	Asg Managed Futures	Pair Corr

Related Correlations Analysis

	NMMRF	DFREX	IVRSX	MXSFX	TIRHX	MRESX
NMMRF		0.49	0.63	0.72	0.65	0.48	NMMRF
DFREX	0.49		0.89	0.9	0.88	0.98	DFREX
IVRSX	0.63	0.89		0.97	0.97	0.94	IVRSX
MXSFX	0.72	0.9	0.97		0.96	0.92	MXSFX
TIRHX	0.65	0.88	0.97	0.96		0.92	TIRHX
MRESX	0.48	0.98	0.94	0.92	0.92		MRESX
	NMMRF	DFREX	IVRSX	MXSFX	TIRHX	MRESX

Risk-Adjusted Indicators

There is a big difference between Natixis Mutual Fund performing well and Natixis Equity 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 Natixis Equity's 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
NMMRF	0.07	0.03	0.00	11.30	0.00	0.00	0.00	0.00	2.45
DFREX	0.62	(0.01)	(0.08)	0.10	0.73	(0.69)	1.59	(1.11)	4.13
IVRSX	0.65	0.01	(0.04)	0.13	0.71	(0.75)	1.55	(1.41)	3.90
MXSFX	0.62	0.01	(0.05)	0.14	0.63	(0.82)	1.54	(1.31)	4.43
TIRHX	0.60	0.01	(0.05)	0.14	0.65	(0.63)	1.39	(0.95)	4.20
MRESX	0.63	(0.01)	(0.07)	0.10	0.74	(0.71)	1.48	(1.15)	4.06

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Natixis Equity Correlations

Moving together with Natixis Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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