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Tuesday, December 1, 2009, 10:29PM ET - U.S. Markets Closed. Dow  1.23% Nasdaq  1.46%

Loomis Sayles Fixed Income (LSFIX)

On Dec 1: 13.37   0.04 (0.30%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 12.22% Worst 1 Yr Total Return (2008): -17.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LSFIX Category Alpha (against Standard Index) -2.43 -2.54 Beta (against Standard Index) 1.74 1.24 Mean Annual Return 6.04 0.39 R-squared (against Standard Index) 31 28.32 Standard Deviation 12.76 10.21 Sharpe Ratio 0.34 N/A Treynor Ratio 2.08 N/A 5 Years Statistic LSFIX Category Alpha (against Standard Index) 1.53 -0.02 Beta (against Standard Index) 1.42 1.09 Mean Annual Return 7.08 0.43 R-squared (against Standard Index) 26 25.63 Standard Deviation 10.16 8.35 Sharpe Ratio 0.43 N/A Treynor Ratio 2.85 N/A 10 Years Statistic LSFIX Category Alpha (against Standard Index) 2.28 0.61 Beta (against Standard Index) 1.27 0.87 Mean Annual Return 9.35 0.53 R-squared (against Standard Index) 28 22.41 Standard Deviation 9.02 7.37 Sharpe Ratio 0.71 N/A Treynor Ratio 5.01 N/A
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