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Loomis Sayles Growth C (LGRCX)
On
Dec 18
:
4.58
0.06
(1.33%)
MORE ON LGRCX
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Risk
As of 30-Nov-09
Get
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
Statistic
LGRCX
Category
Alpha (against Standard Index)
-2.97
2.20
Beta (against Standard Index)
0.99
0.99
Mean Annual Return
-9.03
-0.14
R-squared (against Standard Index)
78
88.76
Standard Deviation
22.27
21.04
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-11.39
N/A
5 Years
Statistic
LGRCX
Category
Alpha (against Standard Index)
-4.06
0.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-3.81
0.24
R-squared (against Standard Index)
77
86.59
Standard Deviation
18.77
17.50
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.63
N/A
10 Years
Statistic
LGRCX
Category
Alpha (against Standard Index)
-2.76
-0.13
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
-4.15
0.05
R-squared (against Standard Index)
69
78.99
Standard Deviation
20.43
19.17
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-6.73
N/A
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