Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NELBX (LOOMIS SAYLES LIMITED TERM GOVERNMENT AND AGENCY FUND CLASS B) | NA | -0.62% | -0.32% | 0.58% | 2.45% | 2.60% | NA | … | … |
Data as of 01/11/2016, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NELBX (LOOMIS SAYLES LIMITED TERM GOVERNMENT AND AGENCY FUND CLASS B) | 06/21/1996 | 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.17 | -0.62 | -0.32 | 0.58 | 2.45 | 2.60 | NA | … | … | 0.26 | -1.30 | -0.43 | -2.92 | 0.84 | 0.17 | 2.15 | 4.41 | 0.72 | 0.45 | -0.27 | -1.87 | -1.49 | -2.65 | 3.26 | 1.80 | 1.74 | -6.33 | 0.60 | 0.69 | 0.87 |
| Sharpe Ratio | NA | -1.02 | -1.14 | -0.59 | -0.18 | NA | NA | … | … | 15.15 | -1.02 | -0.38 | -2.16 | 0.77 | 0.10 | 1.14 | 1.74 | -0.05 | -1.41 | -2.04 | -2.15 | -0.87 | -1.07 | 0.77 | -0.16 | -0.92 | -3.26 | -0.81 | -21.99 | -0.57 |
| Standard Deviation(%) | NA | 1.29 | 1.29 | 1.26 | 1.97 | NA | NA | … | … | 0.76 | 1.29 | 1.18 | 1.37 | 1.03 | 1.43 | 1.81 | 2.48 | 3.86 | 1.83 | 1.76 | 1.88 | 2.79 | 3.11 | 2.82 | 3.34 | 2.50 | 2.93 | 3.37 | 2.47 | 3.16 |
| Draw Down(%) | NA | 1.80 | 4.59 | 5.07 | 5.38 | NA | NA | … | … | 0.00 | 1.80 | 0.94 | 3.26 | 0.59 | 1.09 | 2.15 | 1.49 | 3.48 | 1.63 | 2.53 | 2.76 | 4.25 | 4.00 | 2.01 | 3.34 | 2.62 | 6.41 | 3.57 | 2.24 | 1.81 |
| Yield(%) | 0.00 | 0.76 | 1.11 | 1.29 | 2.10 | 2.47 | 2.11 | … | … | 0.00 | 0.76 | 1.20 | 1.41 | 1.45 | 1.65 | 2.13 | 2.33 | 2.97 | 3.52 | 2.96 | 2.07 | 2.49 | 3.49 | 4.21 | 3.86 | 5.75 | 0.41 | 0.00 | 0.00 | 0.00 |
Data as of 01/11/2016, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NELBX (LOOMIS SAYLES LIMITED TERM GOVERNMENT AND AGENCY FUND CLASS B) |
-1.86%
Nov 1996 – Nov 1999 |
0.56%
Oct 2010 – Oct 2015 |
1.89%
Jul 1996 – Jul 2006 |
2.53%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NELBX (LOOMIS SAYLES LIMITED TERM GOVERNMENT AND AGENCY FUND CLASS B) |
7.11%
Jan 2000 – Jan 2003 |
4.65%
Jan 2000 – Jan 2005 |
4.18%
Jan 2000 – Jan 2010 |
3.24%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart