Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NECZX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS C) | 3.94% | 8.89% | 5.61% | 2.47% | 1.61% | 3.52% | 4.07% | 5.65% |
Data as of 06/25/2025, AR inception is 05/30/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NECZX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS C) | 05/30/1995 | 06/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.97 | 8.89 | 5.61 | 2.47 | 1.61 | 3.52 | 4.07 | 5.65 | 3.94 | 6.12 | 7.26 | -13.48 | 3.13 | -0.45 | 9.95 | -4.01 | 6.41 | 7.46 | -8.40 | 4.83 | 10.12 | 12.72 | 2.56 | 12.58 | 38.28 | -23.76 | 6.51 | 10.62 | 2.56 | 11.38 | 33.90 | 14.57 | -1.59 | 0.01 | 11.36 | -4.38 | 7.38 | 10.55 | 10.14 |
| Sharpe Ratio | NA | 1.17 | 0.39 | 0.05 | 0.02 | NA | NA | 0.68 | 0.84 | -0.10 | 0.46 | -2.21 | 1.07 | -0.08 | 2.80 | -1.69 | 2.37 | 1.19 | -1.41 | 1.13 | 1.91 | 2.49 | 0.35 | 2.55 | 5.86 | -2.50 | 0.81 | 1.85 | 0.11 | 1.80 | 6.63 | 2.43 | -0.62 | -0.75 | 1.24 | -1.03 | 0.67 | 1.00 | 2.52 |
| Standard Deviation(%) | NA | 4.24 | 5.74 | 5.30 | 5.42 | NA | NA | 5.80 | 4.48 | 4.85 | 6.52 | 6.75 | 2.90 | 8.81 | 3.06 | 3.16 | 2.45 | 6.08 | 5.96 | 4.25 | 5.28 | 5.14 | 7.20 | 4.90 | 6.52 | 9.83 | 4.36 | 3.98 | 3.49 | 5.81 | 5.01 | 5.54 | 6.41 | 5.45 | 6.58 | 7.50 | 5.74 | 7.00 | 5.57 |
| Draw Down(%) | NA | 3.32 | 8.12 | 17.84 | 17.84 | NA | NA | 32.56 | 3.32 | 3.36 | 8.12 | 16.92 | 2.72 | 17.29 | 1.31 | 6.43 | 1.65 | 5.64 | 10.09 | 4.76 | 5.67 | 4.64 | 8.86 | 4.46 | 7.80 | 32.34 | 3.52 | 3.59 | 3.93 | 8.67 | 5.46 | 5.29 | 8.14 | 8.11 | 8.64 | 17.43 | 5.60 | 5.16 | 2.31 |
| Yield(%) | 0.00 | 4.39 | 4.90 | 3.62 | 3.43 | 4.29 | 4.56 | 5.79 | 1.46 | 4.83 | 4.62 | 4.46 | 1.84 | 2.45 | 2.89 | 2.83 | 3.35 | 4.12 | 7.82 | 5.20 | 4.06 | 4.78 | 5.42 | 5.05 | 6.40 | 6.66 | 5.30 | 4.20 | 4.16 | 4.66 | 7.31 | 5.79 | 6.90 | 7.36 | 8.49 | 10.99 | 6.87 | 7.31 | 5.29 |
Data as of 06/25/2025, AR inception is 05/30/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECZX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS C) |
-6.03%
Nov 2005 - Nov 2008 |
-1.95%
Sep 2017 - Sep 2022 |
0.08%
Oct 2013 - Oct 2023 |
2.70%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECZX (LOOMIS SAYLES STRATEGIC INCOME FUND CLASS C) |
20.27%
Oct 2008 - Oct 2011 |
16.36%
Nov 2008 - Nov 2013 |
10.32%
Apr 2001 - Apr 2011 |
8.82%
Oct 1998 - Oct 2013 |
Annualized Rolling Returns Comparison Chart