See what your fund actually adds

Loomis Sayles Senior Floating Rate and Fixed Income Fund Class A LSFAX

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

Fund and replication metrics

LSFAX compared with its replication portfolio
MeasureLSFAXReplication
Annualized growth4.7%5.2%
Annualized volatility2.7%2.9%
Sharpe ratio1.691.74
Maximum drawdown6.8%6.1%
Replication fit (R²)0.77 · Tracking error 1.3%

Replication portfolio

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

LSFAX replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans93.4%
SCHPFI · TIPS4.2%
WTMFAlternatives · Mgt Futures2.5%