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Loomis Sayles Value C (LSCVX)
On
Dec 14
:
16.73
0.15
(0.90%)
MORE ON LSCVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-34.09%
Worst 1 Yr Total Return
(2008)
:
-34.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LSCVX
Category
Alpha (against Standard Index)
-0.22
-1.37
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-6.10
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
20.23
20.79
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.33
N/A
5 Years
Statistic
LSCVX
Category
Alpha (against Standard Index)
2.01
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
2.69
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
16.41
16.81
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.30
N/A
10 Years
Statistic
LSCVX
Category
Alpha (against Standard Index)
2.89
2.74
Beta (against Standard Index)
0.89
0.88
Mean Annual Return
2.67
0.31
R-squared (against Standard Index)
86
81.33
Standard Deviation
15.62
15.97
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.28
N/A
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