Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MARAX (Loomis Sayles Multi-Asset Real Return A) | NA | 0.93% | 0.82% | NA | NA | NA | NA | … | … |
Data as of 10/31/2013, Common starting date is 10/04/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARAX (Loomis Sayles Multi-Asset Real Return A) | 10/04/2010 | 10/31/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 0.93 | 0.82 | NA | NA | NA | NA | … | … | -0.41 | 7.53 | -5.52 | 2.30 |
| Sharpe Ratio | NA | 0.28 | 0.08 | NA | NA | NA | NA | … | … | -0.15 | 0.64 | -0.47 | 2.81 |
| Standard Deviation(%) | NA | 3.24 | 10.00 | NA | NA | NA | NA | … | … | 3.43 | 11.84 | 11.82 | 3.42 |
| Draw Down(%) | NA | 4.07 | 14.48 | NA | NA | NA | NA | … | … | 4.07 | 8.44 | 14.48 | 1.37 |
| Yield(%) | 0.00 | 2.34 | 1.81 | 1.09 | 0.55 | 0.36 | 0.27 | … | … | 0.00 | 2.47 | 2.30 | 0.80 |
Data as of 10/31/2013, Common starting date is 10/04/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARAX (Loomis Sayles Multi-Asset Real Return A) |
0.00%
NA |
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 |
|---|---|---|---|---|
| MARAX (Loomis Sayles Multi-Asset Real Return A) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart