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Loomis Sayles Global Bond Instl (LSGBX)

On Nov 27: 16.46   0.06 (0.36%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 9.80% Worst 1 Yr Total Return (2008): -8.56% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LSGBX Category Alpha (against Standard Index) -2.21 -1.14 Beta (against Standard Index) 1.97 1.47 Mean Annual Return 7.47 0.58 R-squared (against Standard Index) 57 50.46 Standard Deviation 10.67 8.81 Sharpe Ratio 0.50 N/A Treynor Ratio 2.56 N/A 5 Years Statistic LSGBX Category Alpha (against Standard Index) -0.30 -0.18 Beta (against Standard Index) 1.59 1.21 Mean Annual Return 5.66 0.44 R-squared (against Standard Index) 45 39.58 Standard Deviation 8.69 7.42 Sharpe Ratio 0.33 N/A Treynor Ratio 1.66 N/A 10 Years Statistic LSGBX Category Alpha (against Standard Index) 0.17 -0.04 Beta (against Standard Index) 1.47 1.06 Mean Annual Return 7.85 0.53 R-squared (against Standard Index) 43 39.24 Standard Deviation 8.35 6.67 Sharpe Ratio 0.59 N/A Treynor Ratio 3.31 N/A
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