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Monday, November 30, 2009, 8:25PM ET - U.S. Markets Closed. Dow Up 0.34% Nasdaq Up 0.29%
Loomis Sayles Global Bond Retail (LSGLX)On Nov 30: 16.34  Up 0.02 (0.12%)  
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Risk  As of 31-Oct-09Get 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):9.48%
Worst 1 Yr Total Return (2008):-8.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSGLXCategory
Alpha (against Standard Index)-2.51-1.14
Beta (against Standard Index)1.961.47
Mean Annual Return7.120.58
R-squared (against Standard Index)5750.46
Standard Deviation10.648.81
Sharpe Ratio0.47N/A
Treynor Ratio2.39N/A
5 Years
StatisticLSGLXCategory
Alpha (against Standard Index)-0.60-0.18
Beta (against Standard Index)1.591.21
Mean Annual Return5.340.44
R-squared (against Standard Index)4539.58
Standard Deviation8.687.42
Sharpe Ratio0.30N/A
Treynor Ratio1.46N/A
10 Years
StatisticLSGLXCategory
Alpha (against Standard Index)-0.08-0.04
Beta (against Standard Index)1.461.06
Mean Annual Return7.550.53
R-squared (against Standard Index)4339.24
Standard Deviation8.336.67
Sharpe Ratio0.56N/A
Treynor Ratio3.13N/A

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