Loomis Sayles Investment Grade Bond Fd Y (LSIIX)
9.95
0.00 (0.00%)
USD |
Jan 15 2026
LSIIX Max Drawdown (5Y): 15.61% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Loomis Sayles Inv Grade Fixed Income Fund Inst | 15.98% |
| Carillon Reams Core Plus Bond Fund I | 18.38% |
| American Funds Strategic Bond Fund F3 | 18.68% |
| Transamerica Bond I | 17.34% |
| MFS Income Fund I | 18.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.048 |
| Beta (5Y) | 0.9133 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2214 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.66% |
| Historical Sharpe Ratio (5Y) | -0.3935 |
| Historical Sortino (5Y) | -0.6771 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.46% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LSIIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LSIIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |