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Loomis Sayles Bond Admin (LBFAX)

On Dec 3: 13.19   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 10.75% Worst 1 Yr Total Return (2008): -22.30% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LBFAX Category Alpha (against Standard Index) -5.92 -2.54 Beta (against Standard Index) 2.15 1.24 Mean Annual Return 3.76 0.39 R-squared (against Standard Index) 37 28.32 Standard Deviation 14.51 10.21 Sharpe Ratio 0.16 N/A Treynor Ratio 0.63 N/A 5 Years Statistic LBFAX Category Alpha (against Standard Index) -0.25 -0.02 Beta (against Standard Index) 1.69 1.09 Mean Annual Return 5.63 0.43 R-squared (against Standard Index) 29 25.63 Standard Deviation 11.44 8.35 Sharpe Ratio 0.28 N/A Treynor Ratio 1.54 N/A 10 Years Statistic LBFAX Category Alpha (against Standard Index) 1.00 0.61 Beta (against Standard Index) 1.38 0.87 Mean Annual Return 8.28 0.53 R-squared (against Standard Index) 29 22.41 Standard Deviation 9.65 7.37 Sharpe Ratio 0.57 N/A Treynor Ratio 3.84 N/A
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