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Loomis Sayles Interm Duration F/I (LSDIX)On Dec 28: 10.01   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):5.71%
Worst 1 Yr Total Return (2008):-2.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSDIXCategory
Alpha (against Standard Index)0.63-1.73
Beta (against Standard Index)1.031.02
Mean Annual Return7.090.39
R-squared (against Standard Index)5459.65
Standard Deviation5.595.93
Sharpe Ratio0.83N/A
Treynor Ratio4.70N/A
5 Years
StatisticLSDIXCategory
Alpha (against Standard Index)0.27-1.13
Beta (against Standard Index)0.950.98
Mean Annual Return5.610.35
R-squared (against Standard Index)5661.85
Standard Deviation4.514.90
Sharpe Ratio0.56N/A
Treynor Ratio2.76N/A
10 Years
StatisticLSDIXCategory
Alpha (against Standard Index)0.27-0.67
Beta (against Standard Index)0.860.96
Mean Annual Return6.190.46
R-squared (against Standard Index)6070.95
Standard Deviation4.144.48
Sharpe Ratio0.77N/A
Treynor Ratio3.82N/A

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