Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS A) | NA | -38.63% | -14.00% | -7.38% | 1.81% | NA | NA | … | … |
Data as of 02/03/2020, Common starting date is 11/22/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS A) | 11/22/2005 | 02/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -44.55 | -38.63 | -14.00 | -7.38 | 1.81 | NA | NA | … | … | 0.94 | 15.39 | -9.43 | 11.28 | 10.14 | -1.96 | 13.10 | 5.85 | 13.23 | 7.22 | 16.57 | 33.34 | -25.25 | -2.81 | 13.36 | -0.40 |
| Sharpe Ratio | NA | 1.80 | 0.53 | 0.46 | 0.96 | NA | NA | … | … | 4.01 | 2.44 | -1.20 | 2.36 | 1.23 | -0.22 | 2.44 | 0.79 | 2.34 | 0.61 | 1.71 | 1.98 | -1.14 | -0.65 | 1.77 | -1.49 |
| Standard Deviation(%) | NA | 5.31 | 6.65 | 7.46 | 7.89 | NA | NA | … | … | 2.57 | 5.74 | 8.94 | 4.53 | 8.03 | 9.08 | 5.36 | 7.41 | 5.68 | 11.73 | 9.63 | 16.77 | 22.89 | 8.99 | 5.70 | 4.35 |
| Draw Down(%) | NA | 3.16 | 16.04 | 16.04 | 16.04 | NA | NA | … | … | 0.30 | 3.16 | 16.04 | 1.54 | 5.33 | 9.41 | 3.49 | 8.67 | 3.88 | 10.34 | 6.64 | 16.74 | 37.41 | 9.21 | 4.03 | 0.89 |
| Yield(%) | 0.40 | 3.75 | 5.68 | 5.14 | 5.72 | 4.61 | 3.46 | … | … | 0.41 | 3.86 | 5.98 | 7.41 | 7.07 | 2.51 | 2.83 | 2.58 | 2.94 | 3.95 | 3.40 | 4.11 | 5.80 | 5.29 | 2.48 | 0.00 |
Data as of 02/03/2020, Common starting date is 11/22/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS A) |
-11.22%
Feb 2006 – Feb 2009 |
3.30%
Sep 2006 – Sep 2011 |
5.59%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS A) |
25.87%
Feb 2009 – Feb 2012 |
18.83%
Feb 2009 – Feb 2014 |
11.58%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart