Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LSRRX (Loomis Sayles Disciplined Equity A) | NA | 8.44% | -4.68% | -1.11% | NA | NA | NA | … | … |
Data as of 07/01/2011, Common starting date is 02/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSRRX (Loomis Sayles Disciplined Equity A) | 02/11/2003 | 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 | 8.44 | -4.68 | -1.11 | NA | NA | NA | … | … | -12.35 | 10.77 | 22.64 | -35.88 | 13.53 | 9.85 | 10.43 | 11.74 | 34.98 |
| Sharpe Ratio | NA | 0.27 | -0.14 | -0.07 | NA | NA | NA | … | … | -0.71 | 0.56 | 0.85 | -0.94 | 0.64 | 0.58 | 0.71 | 0.85 | 2.36 |
| Standard Deviation(%) | NA | 30.94 | 34.33 | 30.25 | NA | NA | NA | … | … | 32.85 | 19.05 | 26.46 | 39.15 | 16.38 | 11.44 | 11.70 | 12.70 | 16.73 |
| Draw Down(%) | NA | 20.22 | 44.96 | 52.79 | NA | NA | NA | … | … | 20.22 | 16.55 | 26.42 | 46.16 | 9.49 | 10.23 | 7.12 | 10.11 | 5.45 |
| Yield(%) | 0.00 | 0.18 | 0.36 | 5.09 | 4.94 | 3.29 | 2.47 | … | … | 0.00 | 0.16 | 0.41 | 0.56 | 11.79 | 13.12 | 5.77 | 0.05 | 0.35 |
Data as of 07/01/2011, Common starting date is 02/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSRRX (Loomis Sayles Disciplined Equity A) |
-13.80%
Feb 2006 – Feb 2009 |
-4.60%
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 |
|---|---|---|---|---|
| LSRRX (Loomis Sayles Disciplined Equity A) |
18.94%
Mar 2003 – Mar 2006 |
12.25%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart