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Saturday, December 19, 2009, 11:54PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Loomis Sayles Global Markets A (LGMAX)On Dec 18: 12.68  Up 0.04 (0.32%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):26.14%
Worst 1 Yr Total Return (2008):-39.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLGMAXCategory
Alpha (against Standard Index)2.65-0.66
Beta (against Standard Index)1.401.11
Mean Annual Return2.360.10
R-squared (against Standard Index)8586.52
Standard Deviation20.1415.80
Sharpe Ratio0.11N/A
Treynor Ratio0.07N/A
5 Years
StatisticLGMAXCategory
Alpha (against Standard Index)1.110.55
Beta (against Standard Index)1.401.12
Mean Annual Return6.150.51
R-squared (against Standard Index)8586.03
Standard Deviation16.3113.17
Sharpe Ratio0.27N/A
Treynor Ratio2.26N/A
10 Years
StatisticLGMAXCategory
Alpha (against Standard Index)2.641.09
Beta (against Standard Index)1.241.07
Mean Annual Return7.640.55
R-squared (against Standard Index)6479.45
Standard Deviation15.4412.02
Sharpe Ratio0.37N/A
Treynor Ratio3.82N/A

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