Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MARYX (Loomis Sayles Multi-Asset Real Return Y) | NA | 1.25% | 1.09% | NA | NA | NA | NA | … | … |
Data as of 10/31/2013, Common starting date is 10/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARYX (Loomis Sayles Multi-Asset Real Return Y) | 10/01/2010 | 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 | 1.25 | 1.09 | NA | NA | NA | NA | … | … | -0.10 | 7.76 | -5.28 | 2.12 |
| Sharpe Ratio | NA | 0.37 | 0.11 | NA | NA | NA | NA | … | … | -0.04 | 0.66 | -0.44 | 2.49 |
| Standard Deviation(%) | NA | 3.29 | 10.09 | NA | NA | NA | NA | … | … | 3.45 | 11.86 | 12.00 | 3.48 |
| Draw Down(%) | NA | 4.08 | 14.38 | NA | NA | NA | NA | … | … | 4.08 | 8.45 | 14.38 | 1.37 |
| Yield(%) | 0.00 | 2.65 | 2.03 | 1.23 | 0.61 | 0.41 | 0.31 | … | … | 0.00 | 2.81 | 2.64 | 0.82 |
Data as of 10/31/2013, Common starting date is 10/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARYX (Loomis Sayles Multi-Asset Real Return Y) |
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 |
|---|---|---|---|---|
| MARYX (Loomis Sayles Multi-Asset Real Return Y) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart