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Loomis Sayles Growth C (LGRCX)On Dec 18: 4.58  Up 0.06 (1.33%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2007):20.91%
Worst 1 Yr Total Return (2008):-50.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLGRCXCategory
Alpha (against Standard Index)-2.972.20
Beta (against Standard Index)0.990.99
Mean Annual Return-9.03-0.14
R-squared (against Standard Index)7888.76
Standard Deviation22.2721.04
Sharpe Ratio-0.41N/A
Treynor Ratio-11.39N/A
5 Years
StatisticLGRCXCategory
Alpha (against Standard Index)-4.060.80
Beta (against Standard Index)1.031.01
Mean Annual Return-3.810.24
R-squared (against Standard Index)7786.59
Standard Deviation18.7717.50
Sharpe Ratio-0.27N/A
Treynor Ratio-6.63N/A
10 Years
StatisticLGRCXCategory
Alpha (against Standard Index)-2.76-0.13
Beta (against Standard Index)1.051.04
Mean Annual Return-4.150.05
R-squared (against Standard Index)6978.99
Standard Deviation20.4319.17
Sharpe Ratio-0.24N/A
Treynor Ratio-6.73N/A

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