LOOMIS SAYLES Market Risk Adjusted Performance
| LSCNX Fund | | | USD 20.44 -0.06 -0.29% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for Loomis Sayles Small and comparable instruments. Coverage varies by data normalization and availability; see
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Correlation Analysis to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in Loomis Sayles Small within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
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Loomis Sayles Small has current Market Risk Adjusted Performance of 0.0312.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0312 | |
| 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 Small is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
177.16 of Maximum Drawdown per Market Risk Adjusted Performance. At
177.16 , Loomis Sayles Small's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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