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Thursday, December 17, 2009, 11:23AM ET - U.S. Markets close in 4 hours and 37 minutes. Dow Down 0.72% Nasdaq Down 0.67%
Loomis Sayles Value Y (LSGIX)On Dec 16: 16.75  Up 0.02 (0.12%)  
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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 (2006):24.75%
Worst 1 Yr Total Return (2008):-33.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSGIXCategory
Alpha (against Standard Index)0.87-1.37
Beta (against Standard Index)1.011.02
Mean Annual Return-5.08-0.45
R-squared (against Standard Index)9794.58
Standard Deviation20.2720.79
Sharpe Ratio-0.27N/A
Treynor Ratio-7.30N/A
5 Years
StatisticLSGIXCategory
Alpha (against Standard Index)3.07-0.29
Beta (against Standard Index)1.001.01
Mean Annual Return3.770.14
R-squared (against Standard Index)9693.49
Standard Deviation16.4416.81
Sharpe Ratio0.13N/A
Treynor Ratio0.78N/A
10 Years
StatisticLSGIXCategory
Alpha (against Standard Index)3.922.74
Beta (against Standard Index)0.890.88
Mean Annual Return3.730.31
R-squared (against Standard Index)8681.33
Standard Deviation15.6415.97
Sharpe Ratio0.13N/A
Treynor Ratio0.90N/A

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