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Loomis Sayles Investment Grade Bond C (LGBCX)On Feb 9: 11.69   0.00 (0.00%)  
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Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2009):25.99%
Worst 1 Yr Total Return (2008):-12.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLGBCXCategory
Alpha (against Standard Index)-2.78-1.42
Beta (against Standard Index)1.791.01
Mean Annual Return6.940.42
R-squared (against Standard Index)5059.04
Standard Deviation10.656.05
Sharpe Ratio0.50N/A
Treynor Ratio2.77N/A
5 Years
StatisticLGBCXCategory
Alpha (against Standard Index)-0.26-0.88
Beta (against Standard Index)1.540.97
Mean Annual Return5.840.35
R-squared (against Standard Index)4762.05
Standard Deviation8.504.99
Sharpe Ratio0.37N/A
Treynor Ratio1.90N/A
10 Years
StatisticLGBCXCategory
Alpha (against Standard Index)-0.19-0.56
Beta (against Standard Index)1.490.96
Mean Annual Return7.970.48
R-squared (against Standard Index)5371.15
Standard Deviation7.794.50
Sharpe Ratio0.66N/A
Treynor Ratio3.44N/A

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