Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LISRX (Loomis Sayles Disciplined Equity Y ) | NA | 8.78% | -4.38% | -0.79% | NA | NA | NA | … | … |
Data as of 07/01/2011, Common starting date is 09/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LISRX (Loomis Sayles Disciplined Equity Y ) | 09/11/2003 | 07/01/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.78 | -4.38 | -0.79 | NA | NA | NA | … | … | -12.14 | 11.11 | 22.83 | -35.60 | 13.85 | 10.40 | 10.77 | 12.60 | 9.97 |
| Sharpe Ratio | NA | 0.28 | -0.13 | -0.06 | NA | NA | NA | … | … | -0.70 | 0.57 | 0.86 | -0.94 | 0.66 | 0.62 | 0.74 | 0.91 | 2.76 |
| Standard Deviation(%) | NA | 30.83 | 34.21 | 30.09 | NA | NA | NA | … | … | 32.77 | 19.22 | 26.58 | 38.91 | 16.35 | 11.51 | 11.69 | 12.83 | 12.98 |
| Draw Down(%) | NA | 20.17 | 44.96 | 52.67 | NA | NA | NA | … | … | 20.17 | 16.69 | 26.59 | 45.96 | 9.43 | 10.18 | 6.99 | 10.09 | 4.95 |
| Yield(%) | 0.00 | 0.47 | 0.56 | 5.33 | 4.31 | 2.87 | 2.16 | … | … | 0.00 | 0.41 | 0.74 | 0.67 | 12.25 | 13.41 | 6.03 | 0.74 | 0.44 |
Data as of 07/01/2011, Common starting date is 09/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LISRX (Loomis Sayles Disciplined Equity Y ) |
-13.50%
Feb 2006 – Feb 2009 |
-4.18%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LISRX (Loomis Sayles Disciplined Equity Y ) |
16.17%
Oct 2004 – Oct 2007 |
3.34%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart