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Loomis Sayles Investment Grade Bond C (LGBCX)On Dec 18: 11.70   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):8.78%
Worst 1 Yr Total Return (2008):-12.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLGBCXCategory
Alpha (against Standard Index)-3.23-1.73
Beta (against Standard Index)1.881.02
Mean Annual Return6.240.39
R-squared (against Standard Index)5359.65
Standard Deviation10.665.93
Sharpe Ratio0.41N/A
Treynor Ratio2.11N/A
5 Years
StatisticLGBCXCategory
Alpha (against Standard Index)-0.95-1.13
Beta (against Standard Index)1.600.98
Mean Annual Return5.750.35
R-squared (against Standard Index)4861.85
Standard Deviation8.504.90
Sharpe Ratio0.35N/A
Treynor Ratio1.72N/A
10 Years
StatisticLGBCXCategory
Alpha (against Standard Index)-0.15-0.67
Beta (against Standard Index)1.510.96
Mean Annual Return7.900.46
R-squared (against Standard Index)5370.95
Standard Deviation7.784.48
Sharpe Ratio0.64N/A
Treynor Ratio3.30N/A

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