Finance Home - My Yahoo - Yahoo! - Help

Wednesday, December 9, 2009, 2:06PM ET - U.S. Markets close in 1 hour and 54 minutes. Dow  0.00% Nasdaq  0.24%

Loomis Sayles Small Cap Value Retail (LSCRX)

On Dec 8: 20.32   0.13 (0.64%)

MORE ON LSCRX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 31-Oct-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 (2004): 21.50% Worst 1 Yr Total Return (2008): -32.01% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LSCRX Category Alpha (against Standard Index) 3.11 1.01 Beta (against Standard Index) 1.09 1.19 Mean Annual Return -5.32 -0.48 R-squared (against Standard Index) 91 87.23 Standard Deviation 22.32 24.84 Sharpe Ratio -0.24 N/A Treynor Ratio -7.08 N/A 5 Years Statistic LSCRX Category Alpha (against Standard Index) 2.94 1.42 Beta (against Standard Index) 1.12 1.21 Mean Annual Return 2.62 0.23 R-squared (against Standard Index) 88 84.16 Standard Deviation 18.94 21.07 Sharpe Ratio 0.08 N/A Treynor Ratio -0.36 N/A 10 Years Statistic LSCRX Category Alpha (against Standard Index) 8.52 7.80 Beta (against Standard Index) 0.90 1.01 Mean Annual Return 7.91 0.68 R-squared (against Standard Index) 72 64.84 Standard Deviation 17.11 20.31 Sharpe Ratio 0.36 N/A Treynor Ratio 5.47 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center