Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEHBX (LOOMIS SAYLES HIGH INCOME FUND CLASS B) | NA | -8.92% | -1.22% | 2.53% | 4.71% | 3.80% | NA | … | … |
Data as of 01/11/2016, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEHBX (LOOMIS SAYLES HIGH INCOME FUND CLASS B) | 11/12/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.05 | -8.92 | -1.22 | 2.53 | 4.71 | 3.80 | NA | … | … | -1.31 | -11.37 | -2.49 | -5.96 | 14.36 | -17.14 | 5.98 | 38.87 | -32.60 | -4.76 | 6.06 | -1.79 | 2.86 | 18.64 | -16.57 | -20.42 | -25.15 | -6.10 | -0.11 |
| Sharpe Ratio | NA | -2.45 | -1.20 | -0.68 | -0.47 | NA | NA | … | … | -8.72 | -2.14 | -0.47 | -0.75 | 3.28 | -1.35 | 1.07 | 5.91 | -3.26 | -1.91 | 0.67 | -1.00 | 0.48 | 4.44 | -2.45 | -2.42 | -4.80 | -2.78 | -0.83 |
| Standard Deviation(%) | NA | 5.29 | 6.50 | 8.27 | 7.68 | NA | NA | … | … | 4.89 | 5.32 | 5.32 | 7.95 | 4.40 | 12.67 | 5.52 | 6.56 | 10.26 | 4.10 | 4.11 | 3.97 | 4.01 | 4.05 | 7.21 | 9.52 | 6.09 | 3.35 | 4.73 |
| Draw Down(%) | NA | 14.90 | 24.14 | 28.05 | 41.31 | NA | NA | … | … | 1.31 | 14.67 | 9.68 | 11.67 | 3.59 | 22.52 | 6.48 | 7.48 | 37.57 | 6.92 | 4.87 | 8.19 | 9.76 | 5.97 | 24.70 | 28.51 | 26.96 | 10.30 | 3.30 |
| Yield(%) | 0.00 | 4.10 | 6.39 | 7.33 | 6.77 | 5.29 | 3.43 | … | … | 0.00 | 4.11 | 5.86 | 10.25 | 5.68 | 13.69 | 6.89 | 8.58 | 6.59 | 6.00 | 6.23 | 5.88 | 5.51 | 7.43 | 7.33 | 9.16 | 9.55 | 0.87 | 0.00 |
Data as of 01/11/2016, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEHBX (LOOMIS SAYLES HIGH INCOME FUND CLASS B) |
-15.68%
Jul 1999 – Jul 2002 |
-5.26%
Apr 1999 – Apr 2004 |
-2.79%
Dec 1998 – Dec 2008 |
2.85%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEHBX (LOOMIS SAYLES HIGH INCOME FUND CLASS B) |
19.57%
Feb 2009 – Feb 2012 |
16.73%
Nov 2008 – Nov 2013 |
9.48%
Oct 2002 – Oct 2012 |
4.65%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart