Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LSGIX (LOOMIS SAYLES VALUE FUND CLASS Y) | NA | 10.80% | 9.71% | 9.57% | 8.13% | 9.14% | 7.66% | 8.90% |
Data as of 08/30/2018, AR inception is 12/26/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSGIX (LOOMIS SAYLES VALUE FUND CLASS Y) | 12/26/1991 | 08/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 10.80 | 9.71 | 9.57 | 8.13 | 9.14 | 7.66 | 8.90 | 2.00 | 14.70 | 11.61 | -4.19 | 10.72 | 35.55 | 19.70 | -2.81 | 11.94 | 20.16 | -33.32 | 6.17 | 24.75 | 12.80 | 15.12 | 26.24 | -16.69 | -5.65 | 7.35 | -1.33 | 10.54 | 29.21 | 21.13 | 25.39 | -4.32 | 9.37 | 10.61 | 3.13 |
| Sharpe Ratio | NA | 0.81 | 0.68 | 0.63 | 0.37 | NA | NA | 0.40 | 0.13 | 1.86 | 0.76 | -0.27 | 0.54 | 3.03 | 1.45 | -0.11 | 0.60 | 0.71 | -0.86 | 0.20 | 2.22 | 1.01 | 1.38 | 1.64 | -0.76 | -0.47 | 0.18 | -0.30 | 0.43 | 1.71 | 1.85 | 2.06 | -0.74 | 0.56 | 0.80 | 60.65 |
| Standard Deviation(%) | NA | 12.01 | 13.07 | 14.76 | 21.28 | NA | NA | 17.39 | 13.97 | 7.62 | 14.95 | 15.82 | 19.82 | 11.71 | 13.63 | 25.42 | 19.86 | 28.21 | 39.75 | 15.82 | 9.73 | 10.52 | 10.25 | 15.59 | 23.39 | 17.17 | 18.20 | 15.02 | 16.82 | 14.92 | 9.44 | 10.44 | 9.81 | 13.04 | 10.17 | 20.30 |
| Draw Down(%) | NA | 10.84 | 17.02 | 20.08 | 46.25 | NA | NA | 53.86 | 10.84 | 4.21 | 13.62 | 13.81 | 11.32 | 5.12 | 10.39 | 24.11 | 18.03 | 29.38 | 46.66 | 10.12 | 7.65 | 6.54 | 5.42 | 14.93 | 31.63 | 21.71 | 14.63 | 18.26 | 20.59 | 9.02 | 6.78 | 7.80 | 10.42 | 10.46 | 5.87 | 0.10 |
| Yield(%) | 0.00 | 90.74 | 35.70 | 25.39 | 16.96 | 17.76 | 13.23 | 17.46 | 80.64 | 14.25 | 4.99 | 20.77 | 12.23 | 7.48 | 1.86 | 1.45 | 1.53 | 1.28 | 1.31 | 6.47 | 5.67 | 6.23 | 1.75 | 1.38 | 0.64 | 2.76 | 1.17 | 11.58 | 11.65 | 15.83 | 13.80 | 1.91 | 1.21 | 1.04 | 1.21 | 1.16 |
Data as of 08/30/2018, AR inception is 12/26/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSGIX (LOOMIS SAYLES VALUE FUND CLASS Y) |
-12.80%
Feb 2006 - Feb 2009 |
-4.83%
Mar 1998 - Mar 2003 |
-0.13%
Feb 1999 - Feb 2009 |
4.48%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSGIX (LOOMIS SAYLES VALUE FUND CLASS Y) |
25.20%
Dec 1994 - Dec 1997 |
21.99%
Feb 2009 - Feb 2014 |
10.54%
Mar 2003 - Mar 2013 |
10.54%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart