Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEZBX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS B) | NA | -10.20% | 0.49% | 3.56% | 5.17% | 7.27% | 4.91% | … | … |
Data as of 01/11/2016, Common starting date is 04/28/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEZBX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS B) | 04/28/1995 | 01/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.60 | -10.20 | 0.49 | 3.56 | 5.17 | 7.27 | 4.91 | … | … | -2.10 | -15.76 | -0.36 | 5.84 | 7.75 | -2.82 | 7.20 | 30.70 | -29.62 | 1.14 | 6.19 | -1.75 | 6.32 | 25.70 | 8.30 | -8.52 | -7.30 | 2.46 | -15.28 | 0.45 | 2.85 | 3.92 |
| Sharpe Ratio | NA | -3.82 | -3.39 | -3.03 | -3.01 | NA | NA | … | … | -11.58 | -3.62 | -3.61 | -2.34 | -2.03 | -2.94 | -2.22 | 1.82 | -4.97 | -4.90 | -4.52 | -7.33 | -2.39 | 1.34 | -2.20 | -5.18 | -15.22 | 4.60 | 1.96 | -8.51 | 0.74 | -18.56 |
| Standard Deviation(%) | NA | 9.45 | 7.01 | 6.78 | 6.61 | NA | NA | … | … | 5.10 | 9.46 | 5.23 | 5.42 | 5.38 | 7.26 | 5.13 | 6.64 | 9.86 | 4.28 | 3.59 | 3.10 | 5.56 | 4.78 | 5.21 | 5.84 | 4.99 | 5.97 | 9.23 | 5.42 | 6.70 | 4.78 |
| Draw Down(%) | NA | 18.28 | 22.44 | 22.44 | 36.91 | NA | NA | … | … | 2.10 | 17.19 | 7.73 | 6.04 | 5.22 | 9.94 | 4.92 | 8.76 | 35.12 | 4.25 | 3.93 | 4.60 | 10.11 | 6.97 | 6.25 | 12.97 | 12.49 | 11.92 | 20.33 | 6.56 | 6.15 | 2.63 |
| Yield(%) | 0.00 | 7.55 | 5.69 | 5.63 | 5.62 | 6.93 | 4.71 | … | … | 0.00 | 7.55 | 5.12 | 4.04 | 4.76 | 5.41 | 5.16 | 6.38 | 6.66 | 5.29 | 4.20 | 4.18 | 4.80 | 7.34 | 5.89 | 6.90 | 7.35 | 0.68 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/11/2016, Common starting date is 04/28/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEZBX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS B) |
-6.48%
Apr 1998 – Apr 2001 |
-3.46%
Nov 1996 – Nov 2001 |
3.17%
Nov 1998 – Nov 2008 |
5.02%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEZBX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS B) |
20.31%
Feb 2009 – Feb 2012 |
16.40%
Nov 2008 – Nov 2013 |
10.36%
Apr 2001 – Apr 2011 |
8.51%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison Chart