Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LSCBX (Loomis Sayles Disciplined Equity B) | NA | 6.84% | -5.65% | -2.01% | NA | NA | NA | … | … |
Data as of 07/01/2011, Common starting date is 09/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSCBX (Loomis Sayles Disciplined Equity B) | 09/16/2003 | 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 | 6.84 | -5.65 | -2.01 | NA | NA | NA | … | … | -13.28 | 9.99 | 21.56 | -36.41 | 12.68 | 9.11 | 9.47 | 11.66 | 7.49 |
| Sharpe Ratio | NA | 0.21 | -0.17 | -0.10 | NA | NA | NA | … | … | -0.73 | 0.52 | 0.81 | -0.96 | 0.60 | 0.51 | 0.62 | 0.83 | 2.09 |
| Standard Deviation(%) | NA | 32.23 | 34.90 | 30.96 | NA | NA | NA | … | … | 33.98 | 19.12 | 26.52 | 38.93 | 16.29 | 11.41 | 11.80 | 12.87 | 13.03 |
| Draw Down(%) | NA | 20.99 | 45.28 | 53.29 | NA | NA | NA | … | … | 20.99 | 16.71 | 26.58 | 46.43 | 9.48 | 10.38 | 7.08 | 10.51 | 4.96 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 4.74 | 3.67 | 2.45 | 1.83 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 11.38 | 12.66 | 5.49 | 0.41 | 0.22 |
Data as of 07/01/2011, Common starting date is 09/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSCBX (Loomis Sayles Disciplined Equity B) |
-14.48%
Feb 2006 – Feb 2009 |
-5.23%
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 |
|---|---|---|---|---|
| LSCBX (Loomis Sayles Disciplined Equity B) |
14.88%
Oct 2004 – Oct 2007 |
2.19%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart