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Loomis Sayles Investment Grade Bond C (LGBCX)
On
Dec 18
:
11.70
0.00
(0.00%)
MORE ON LGBCX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
LGBCX
Category
Alpha (against Standard Index)
-3.23
-1.73
Beta (against Standard Index)
1.88
1.02
Mean Annual Return
6.24
0.39
R-squared (against Standard Index)
53
59.65
Standard Deviation
10.66
5.93
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.11
N/A
5 Years
Statistic
LGBCX
Category
Alpha (against Standard Index)
-0.95
-1.13
Beta (against Standard Index)
1.60
0.98
Mean Annual Return
5.75
0.35
R-squared (against Standard Index)
48
61.85
Standard Deviation
8.50
4.90
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.72
N/A
10 Years
Statistic
LGBCX
Category
Alpha (against Standard Index)
-0.15
-0.67
Beta (against Standard Index)
1.51
0.96
Mean Annual Return
7.90
0.46
R-squared (against Standard Index)
53
70.95
Standard Deviation
7.78
4.48
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.30
N/A
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