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Loomis Sayles Bond Retail (LSBRX)
On
Nov 30
:
13.20
0.02
(0.15%)
MORE ON LSBRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
11.02%
Worst 1 Yr Total Return
(2008)
:
-22.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LSBRX
Category
Alpha (against Standard Index)
-5.68
-2.54
Beta (against Standard Index)
2.15
1.24
Mean Annual Return
4.01
0.39
R-squared (against Standard Index)
37
28.32
Standard Deviation
14.52
10.21
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.74
N/A
5 Years
Statistic
LSBRX
Category
Alpha (against Standard Index)
0.01
-0.02
Beta (against Standard Index)
1.69
1.09
Mean Annual Return
5.89
0.43
R-squared (against Standard Index)
29
25.63
Standard Deviation
11.44
8.35
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.70
N/A
10 Years
Statistic
LSBRX
Category
Alpha (against Standard Index)
1.26
0.61
Beta (against Standard Index)
1.38
0.87
Mean Annual Return
8.55
0.53
R-squared (against Standard Index)
29
22.41
Standard Deviation
9.64
7.37
Sharpe Ratio
0.60
N/A
Treynor Ratio
4.04
N/A
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