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Loomis Sayles Bond Retail (LSBRX)On Nov 30: 13.20  Up 0.02 (0.15%)  
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Risk  As of 31-Oct-09Get 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
StatisticLSBRXCategory
Alpha (against Standard Index)-5.68-2.54
Beta (against Standard Index)2.151.24
Mean Annual Return4.010.39
R-squared (against Standard Index)3728.32
Standard Deviation14.5210.21
Sharpe Ratio0.18N/A
Treynor Ratio0.74N/A
5 Years
StatisticLSBRXCategory
Alpha (against Standard Index)0.01-0.02
Beta (against Standard Index)1.691.09
Mean Annual Return5.890.43
R-squared (against Standard Index)2925.63
Standard Deviation11.448.35
Sharpe Ratio0.30N/A
Treynor Ratio1.70N/A
10 Years
StatisticLSBRXCategory
Alpha (against Standard Index)1.260.61
Beta (against Standard Index)1.380.87
Mean Annual Return8.550.53
R-squared (against Standard Index)2922.41
Standard Deviation9.647.37
Sharpe Ratio0.60N/A
Treynor Ratio4.04N/A

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