Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS C) | NA | 9.81% | 3.94% | 3.45% | 7.18% | NA | NA | … | … |
Data as of 02/03/2020, Common starting date is 10/28/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS C) | 10/28/2005 | 02/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 9.81 | 3.94 | 3.45 | 7.18 | NA | NA | … | … | 0.87 | 14.59 | -10.09 | 10.59 | 9.28 | -2.73 | 12.29 | 4.99 | 12.42 | 6.34 | 15.69 | 32.26 | -25.77 | -3.51 | 12.65 | -21.06 |
| Sharpe Ratio | NA | 1.63 | 0.42 | 0.36 | 0.86 | NA | NA | … | … | 4.09 | 2.28 | -1.28 | 2.20 | 1.13 | -0.31 | 2.30 | 0.67 | 2.19 | 0.54 | 1.60 | 1.93 | -1.16 | -0.73 | 1.66 | -1.18 |
| Standard Deviation(%) | NA | 5.35 | 6.66 | 7.44 | 7.88 | NA | NA | … | … | 2.29 | 5.78 | 8.95 | 4.54 | 8.00 | 9.02 | 5.33 | 7.41 | 5.69 | 11.64 | 9.74 | 16.64 | 23.02 | 9.04 | 5.66 | 66.01 |
| Draw Down(%) | NA | 3.24 | 16.51 | 16.51 | 16.51 | NA | NA | … | … | 0.31 | 3.24 | 16.51 | 1.65 | 5.42 | 9.91 | 3.56 | 8.82 | 3.96 | 10.48 | 6.62 | 16.75 | 37.67 | 9.47 | 4.11 | 21.81 |
| Yield(%) | 0.41 | 3.06 | 5.00 | 4.46 | 4.74 | 3.05 | 2.29 | … | … | 0.41 | 3.07 | 5.34 | 6.67 | 6.32 | 1.82 | 2.03 | 1.82 | 2.15 | 3.20 | 2.56 | 3.31 | 5.13 | 4.59 | 2.00 | 0.26 |
Data as of 02/03/2020, Common starting date is 10/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS C) |
-11.86%
Feb 2006 – Feb 2009 |
2.53%
Sep 2006 – Sep 2011 |
4.79%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIDPX (LOOMIS SAYLES MULTI-ASSET INCOME FUND CLASS C) |
24.96%
Feb 2009 – Feb 2012 |
17.97%
Feb 2009 – Feb 2014 |
10.76%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart