Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DSFYX (Natixis ASG Diversifying Strategies Y) | NA | -2.27% | -8.23% | -1.55% | NA | NA | NA | … | … |
Data as of 08/27/2014, Common starting date is 08/07/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DSFYX (Natixis ASG Diversifying Strategies Y) | 08/07/2009 | 08/27/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.27 | -8.23 | -1.55 | NA | NA | NA | … | … | -1.80 | -7.96 | -7.37 | -7.10 | 7.53 | 13.61 |
| Sharpe Ratio | NA | -0.18 | -0.83 | -0.15 | NA | NA | NA | … | … | -0.20 | -0.86 | -1.03 | -0.73 | 0.63 | 3.11 |
| Standard Deviation(%) | NA | 12.59 | 9.94 | 10.71 | NA | NA | NA | … | … | 14.11 | 9.33 | 7.29 | 9.70 | 11.91 | 12.05 |
| Draw Down(%) | NA | 10.22 | 27.82 | 27.82 | NA | NA | NA | … | … | 10.22 | 11.88 | 12.02 | 9.66 | 9.60 | 3.52 |
| Yield(%) | 0.00 | 0.00 | 1.29 | 3.00 | 1.54 | 1.03 | 0.77 | … | … | 0.00 | 0.00 | 0.00 | 4.12 | 5.46 | 5.44 |
Data as of 08/27/2014, Common starting date is 08/07/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSFYX (Natixis ASG Diversifying Strategies Y) |
-7.47%
Dec 2010 – Dec 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSFYX (Natixis ASG Diversifying Strategies Y) |
1.32%
Sep 2009 – Sep 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart