The Core Disciplined Alpha strategy seeks to outperform the Bloomberg US Aggregate Index consistently over time with a comparable level of risk
Bloomberg US Aggregate Index
Core Disciplined Alpha is part of the Disciplined Alpha suite of products.
The Core Disciplined Alpha Composite includes all discretionary accounts with market values greater than $40 million managed by Loomis Sayles that seek to add value for clients primarily through security selection, intending to gain an edge through analysis and market information and minimizing duration, curve, and large sector mismatches with the following additional considerations. The investment universe is primarily investment grade bonds, with a bias for liquidity. Accounts may allow up to 5% in securities below investment grade. Portfolio duration is tightly constrained and normally managed within 10% of the benchmark. Prior to May 1, 2018 the Composite minimum account size requirement was $30 million. The Composite inception date is September 1, 2010. The Composite was created in 2010.
Primary Benchmark: Bloomberg US Aggregate Index
Quarter-End Performance as of 3/31/2022
Trailing Performance as of 3/31/2022
Monthly as of -1/-1/-1
Quarterly as of -1/-1/-1