Loomis Sayles Market Risk Adjusted Performance
| LIPRX Fund | | | USD 9.71 -0.02 -0.21% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for Loomis Sayles Inflation and comparable instruments. Availability can vary by instrument;
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Loomis Sayles Inflation has current Market Risk Adjusted Performance of 1.11.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.11 | |
| 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 Inflation is ranked
third relative to mutual funds in market risk adjusted performance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
0.47 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Loomis Sayles Inflation is roughly
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