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Loomis Sayles Interm Duration F/I (LSDIX)
On
Dec 28
:
10.01
0.00
(0.00%)
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
LSDIX
Category
Alpha (against Standard Index)
0.63
-1.73
Beta (against Standard Index)
1.03
1.02
Mean Annual Return
7.09
0.39
R-squared (against Standard Index)
54
59.65
Standard Deviation
5.59
5.93
Sharpe Ratio
0.83
N/A
Treynor Ratio
4.70
N/A
5 Years
Statistic
LSDIX
Category
Alpha (against Standard Index)
0.27
-1.13
Beta (against Standard Index)
0.95
0.98
Mean Annual Return
5.61
0.35
R-squared (against Standard Index)
56
61.85
Standard Deviation
4.51
4.90
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.76
N/A
10 Years
Statistic
LSDIX
Category
Alpha (against Standard Index)
0.27
-0.67
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
6.19
0.46
R-squared (against Standard Index)
60
70.95
Standard Deviation
4.14
4.48
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.82
N/A
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