Asset Comparison and Correlation

Assuming 30 trading days horizon, Loomis is expected to generate 3.5 times less return on investment than Loomis. But when comparing it to its historical volatility, Loomis Sayles Bond Admin is 1.16 times less risky than Loomis. It trades about 0.11 of its potential returns per unit of risk. Loomis Sayles Strategic Income A is currently generating about 0.32 of returns per unit of risk over similar time horizon. If you would invest  1,615  in Loomis Sayles Strategic Income A on April 25, 2013 and sell it today you would earn a total of  23.00  from holding Loomis Sayles Strategic Income A or generate 1.42% return on investment over 30 days.