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Loomis Sayles Disciplined Equity Y (LISRX)
On
Dec 18
:
6.85
0.06
(0.88%)
MORE ON LISRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.77%
Worst 1 Yr Total Return
(2008)
:
-35.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LISRX
Category
Alpha (against Standard Index)
1.07
2.20
Beta (against Standard Index)
0.93
0.99
Mean Annual Return
-4.11
-0.14
R-squared (against Standard Index)
96
88.76
Standard Deviation
18.79
21.04
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-6.89
N/A
5 Years
Statistic
LISRX
Category
Alpha (against Standard Index)
1.23
0.80
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
2.12
0.24
R-squared (against Standard Index)
95
86.59
Standard Deviation
15.47
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.92
N/A
10 Years
Statistic
LISRX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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