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    Loomis Sayles Bond Retail (LSBRX)

    13.91 Up 0.01(0.07%) Oct 24

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up17
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):36.83%
    Worst 1 Yr Total Return(Dec 30, 2008):-22.12%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.301.58
    Beta (against Standard Index)0.440.57
    Mean Annual Return0.260.33
    R-squared (against Standard Index)3.8419.53
    Standard Deviation5.823.98
    Sharpe Ratio0.521.05
    Treynor Ratio6.5813.21
    5 Years
    Alpha (against Standard Index)3.863.14
    Beta (against Standard Index)0.630.69
    Mean Annual Return0.490.44
    R-squared (against Standard Index)7.1221.45
    Standard Deviation6.264.45
    Sharpe Ratio0.921.19
    Treynor Ratio9.079.69
    10 Years
    Alpha (against Standard Index)0.621.27
    Beta (against Standard Index)1.250.91
    Mean Annual Return0.530.47
    R-squared (against Standard Index)17.6220.97
    Standard Deviation9.556.73
    Sharpe Ratio0.570.73
    Treynor Ratio4.164.82