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Loomis Sayles Strategic Alpha Fund Class A LABAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

LABAX compared with its replication portfolio
MeasureLABAXReplication
Annualized growth2.9%3.0%
Annualized volatility3.5%2.8%
Sharpe ratio0.841.08
Maximum drawdown10.7%8.7%
Replication fit (R²)0.83 · Tracking error 1.4%

Replication portfolio

The published portfolio below is the investable basket used to model LABAX’s historical return behavior.

LABAX replication basket weights
TickerBuilding blockWeight
VCSHFI · Short Corp30.8%
VGSHFI · Short Gov27.3%
SPHYFI · High Yield21.0%
BKLNFI · Senior Bank Loans16.5%
VWOBFI · EM Bonds USD4.5%