Global Allocation
The Global Allocation strategy seeks to provide equity-like returns with less volatility
Primary Benchmark:
65% MSCI All Country World Index, 35% Bloomberg Barclays Global Aggregate Index
Strategy Highlights
- Global diversification across major asset classes and markets has helped reduce portfolio risk historically without compromising long-term return
- Focus on absolute return
- Unconstrained, flexible mandate leverages Loomis Sayles' deep global equity and fixed income resources
Effective 3/1/21, Matthew Eagan has been added to the portfolio management team and Dan Fuss moved to senior advisor on the full discretion team and no longer serves as a portfolio manager.
The Composite includes all discretionary separate and commingled accounts with market values greater than $50 million managed by Loomis Sayles with balanced investment objective guidelines seeking a global equity strategy that also incorporates high conviction domestic and foreign fixed income in an effort to capitalize on opportunity, generate attractive risk-return characteristics, and increase yield potential. The Composite inception date is July 1, 1996. The Composite was created in 2007. Effective December 1, 2017, the Composite was renamed from Global Equity and Income to Global Allocation. The new name better reflects the Composite's global allocation style.
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Primary Benchmark:
65% MSCI All Country World Index, 35% Bloomberg Barclays Global Aggregate Index
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Quarter-End Performance as of 6/30/2021 | Cumulative | Gross | Net | Index |
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| 3 month | 7.42% | 7.32% | 5.33% | | Year-to-date | 9.11% | 8.89% | 6.83% |
Trailing Performance as of 6/30/2021 | Average Annualized Return | Gross | Net | Index |
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| 1 year | 27.33% | 26.82% | 25.82% | | 3 years | 14.59% | 14.13% | 11.56% | | 5 years | 14.86% | 14.39% | 10.78% | | 10 years | 10.66% | 10.11% | 7.67% | | Since Inception 6/30/1996 | 11.02% | 10.36% | 6.94% |
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Period Performance | Year | Gross | Net | Index |
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| 2020 | 16.38% | 15.91% | 14.73% | | 2019 | 28.22% | 27.71% | 19.98% | | 2018 | -4.26% | -4.65% | -6.09% | | 2017 | 23.45% | 22.94% | 18.34% | | 2016 | 5.64% | 5.20% | 6.37% | | 2015 | 2.58% | 2.09% | -2.10% | | 2014 | 4.64% | 3.96% | 3.31% | | 2013 | 17.85% | 17.08% | 13.74% | | 2012 | 16.93% | 16.19% | 12.46% | | 2011 | -0.09% | -0.70% | -2.39% |
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Performance data shown represents past performance and is no guarantee of, and not necessarily indicative of, future results. Current performance may be lower or higher than quoted. Returns are shown in US dollars and are annualized for one and multi-year periods. Gross returns are net of trading costs. Net returns are gross returns less effective management fees.
There is no guarantee that the investment objective will be realized or that the strategy will generate positive or excess return.
Monthly as of -1/-1/-1
| Duration Distribution | |
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| @ERROR% |
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| 0.0% | | Country Distribution | |
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| @ERROR% | | Maturity Distribution | |
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| @ERROR% | |
Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents.
Due to rounding, market capitalization and sector distribution totals may not equal 100%. This portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in securities referenced. Reference to specific securities or holdings should not be considered recommendations for action by investors.
P/E (trailing) is the sum of a company's price-to-earnings, calculated by dividing current stock price by trailing earnings per share for the past 12 months. P/E (forward) measures price-to-earnings ratio using forecasted earnings for the price-to-earnings calculation; the forward measure is not a forecast of the fund’s performance. 3-5 Year EPS Growth is sourced from FactSet and based on long-term EPS growth rate estimates gathered directly from brokers. The portfolio and benchmark statistic is a weighted average of company level estimates. ROE (1-year equal weighted) is the 1-year ROE of all holdings divided by number of holdings. Median active share indicates the proportion of the portfolio’s holdings (by market value) that is different than the benchmark. A higher active share indicates a larger difference between the benchmark and the portfolio.
Quarterly as of -1/-1/-1
| Credit Quality | Fund |
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| @ERROR% | | Duration Distribution | Fund | Index |
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| @ERROR% | @ERROR% |
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| Sector Distribution (Fixed) | Fund | Index |
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| 0.0% | 0.0% | | 0.0% | 0.0% | | Country Distribution | Fund | Index |
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| @ERROR% | 0.0% | | Maturity Distribution | Fund | Index |
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| @ERROR% | @ERROR% | |
Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents.
Due to rounding, market capitalization and sector distribution totals may not equal 100%. This portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in securities referenced. Reference to specific securities or holdings should not be considered recommendations for action by investors.
P/E (trailing) is the sum of a company's price-to-earnings, calculated by dividing current stock price by trailing earnings per share for the past 12 months. P/E (forward) measures price-to-earnings ratio using forecasted earnings for the price-to-earnings calculation; the forward measure is not a forecast of the fund’s performance. 3-5 Year EPS Growth is sourced from FactSet and based on long-term EPS growth rate estimates gathered directly from brokers. The portfolio and benchmark statistic is a weighted average of company level estimates. ROE (1-year equal weighted) is the 1-year ROE of all holdings divided by number of holdings. Median active share indicates the proportion of the portfolio’s holdings (by market value) that is different than the benchmark. A higher active share indicates a larger difference between the benchmark and the portfolio.