The Long Corporate Disciplined Alpha strategy seeks to outperform the Bloomberg US Long Corporate Index consistently over time with a comparable level of risk
Bloomberg US Long Corporate Index
Long Corporate Disciplined Alpha is part of the Disciplined Alpha suite of products.
The Long Corporate Disciplined Alpha Composite includes all discretionary accounts with market values greater than $40 million managed by Loomis Sayles with investment guidelines that may allow for up to 10% in securities below investment grade with the following additional considerations. The Composite seeks 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. The investment universe is primarily investment grade corporate bonds, with a bias for liquidity. Portfolio duration is tightly constrained and normally managed within 10% of the benchmark. The Composite inception date is August 1, 2013. The Composite was created in 2013.
Primary Benchmark: Bloomberg US Long Corporate 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