Alpha Search
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 | (alpha) | = | 0.0001 |  | (beta) | = | 1.03 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.3248 | Jensen Alpha (0.0025) | Total Risk Alpha (0.0094) | Sortino Ratio 0.0107 | Treynor Ratio 0.3213 |
Loomis Fundamentals
| Loomis Market Performance
68% of all equities and portfolios perform better than Loomis Sayles Value Admin. Compared with the overall equity markets, risk-adjusted returns on investments in Loomis Sayles Value Admin are ranked lower than 32 (%) of all global equities and portfolios over the last 30 days. |
Loomis Return and Market MediaThe median price of Loomis for the period between Fri, Apr 19, 2013 and Sun, May 19, 2013 is 24.01 with a coefficient of variation of 2.07. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 24.02, and mean deviation of 0.42. The Fund did not receive any noticable media coverage during the period.
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