Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LSIYX (Loomis Sayles International Bond Y) | NA | -12.13% | -2.03% | 2.20% | NA | NA | NA | … | … |
Data as of 05/15/2015, Common starting date is 02/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSIYX (Loomis Sayles International Bond Y) | 02/12/2008 | 05/15/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.13 | -2.03 | 2.20 | NA | NA | NA | … | … | -4.39 | -3.69 | -3.05 | 7.68 | 3.37 | 6.91 | 17.59 | -3.81 |
| Sharpe Ratio | NA | -1.85 | -0.34 | 0.23 | NA | NA | NA | … | … | -1.43 | -0.72 | -0.47 | 1.47 | 0.20 | 0.85 | 1.71 | -0.46 |
| Standard Deviation(%) | NA | 6.54 | 6.02 | 9.41 | NA | NA | NA | … | … | 7.99 | 5.18 | 6.62 | 5.22 | 16.52 | 8.06 | 10.21 | 11.07 |
| Draw Down(%) | NA | 15.30 | 15.30 | 15.50 | NA | NA | NA | … | … | 7.09 | 9.17 | 7.40 | 3.04 | 10.19 | 8.94 | 7.74 | 18.58 |
| Yield(%) | 0.00 | 1.59 | 3.27 | 5.68 | 3.59 | 2.40 | 1.80 | … | … | 0.00 | 1.66 | 4.57 | 4.45 | 13.34 | 3.72 | 4.54 | 2.41 |
Data as of 05/15/2015, Common starting date is 02/12/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSIYX (Loomis Sayles International Bond Y) |
-2.71%
Apr 2012 – Apr 2015 |
1.29%
Mar 2010 – Mar 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSIYX (Loomis Sayles International Bond Y) |
14.05%
Oct 2008 – Oct 2011 |
8.73%
Oct 2008 – Oct 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart