Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LSST (Natixis Loomis Sayles Short Duration Income) | NA | 8.09% | 1.85% | 1.72% | NA | NA | NA | … | … |
Data as of 10/01/2024, Common starting date is 12/29/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSST (Natixis Loomis Sayles Short Duration Income) | 12/29/2017 | 10/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 8.09 | 1.85 | 1.72 | NA | NA | NA | … | … | 4.76 | 5.52 | -3.39 | -2.07 | 3.49 | 5.55 | 0.76 | 0.00 |
| Sharpe Ratio | NA | 1.04 | -0.76 | -0.20 | NA | NA | NA | … | … | -0.06 | 0.58 | -1.95 | -1.20 | 1.03 | 3.80 | -0.37 | NA |
| Standard Deviation(%) | NA | 1.93 | 2.16 | 2.32 | NA | NA | NA | … | … | 1.79 | 2.21 | 2.45 | 1.74 | 3.17 | 1.09 | 1.47 | 0.00 |
| Draw Down(%) | NA | 0.58 | 6.46 | 8.91 | NA | NA | NA | … | … | 0.58 | 1.27 | 5.45 | 2.29 | 4.50 | 0.55 | 0.58 | 0.00 |
| Yield(%) | 0.49 | 4.74 | 2.99 | 2.47 | 1.70 | 1.13 | 0.85 | … | … | 3.48 | 3.91 | 1.83 | 0.87 | 2.01 | 2.77 | 2.55 | 0.00 |
Data as of 10/01/2024, Common starting date is 12/29/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSST (Natixis Loomis Sayles Short Duration Income) |
-1.38%
Jul 2020 – Jul 2023 |
0.97%
Feb 2018 – Feb 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSST (Natixis Loomis Sayles Short Duration Income) |
3.39%
Feb 2018 – Feb 2021 |
1.75%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart