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Monday, December 21, 2009, 11:45PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Loomis Sayles Disciplined Equity B (LSCBX)On Dec 21: 6.72  Up 0.07 (1.05%)  
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Risk  As of 30-Nov-09Get 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):12.61%
Worst 1 Yr Total Return (2008):-36.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSCBXCategory
Alpha (against Standard Index)-0.062.20
Beta (against Standard Index)0.930.99
Mean Annual Return-5.18-0.14
R-squared (against Standard Index)9688.76
Standard Deviation18.7621.04
Sharpe Ratio-0.31N/A
Treynor Ratio-8.06N/A
5 Years
StatisticLSCBXCategory
Alpha (against Standard Index)0.110.80
Beta (against Standard Index)0.941.01
Mean Annual Return0.990.24
R-squared (against Standard Index)9586.59
Standard Deviation15.4617.50
Sharpe Ratio-0.05N/A
Treynor Ratio-2.14N/A
10 Years
StatisticLSCBXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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