Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 16, 2009, 1:42AM ET - U.S. Markets open in 7 hours and 48 minutes.
Dow
0.47%
Nasdaq
0.50%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Loomis Sayles Growth Y (LSGRX)
On
Dec 15
:
5.03
0.03
(0.59%)
MORE ON LSGRX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-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
(2007)
:
22.43%
Worst 1 Yr Total Return
(2008)
:
-49.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LSGRX
Category
Alpha (against Standard Index)
-1.75
2.20
Beta (against Standard Index)
0.99
0.99
Mean Annual Return
-7.91
-0.14
R-squared (against Standard Index)
78
88.76
Standard Deviation
22.30
21.04
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-10.25
N/A
5 Years
Statistic
LSGRX
Category
Alpha (against Standard Index)
-2.89
0.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-2.67
0.24
R-squared (against Standard Index)
77
86.59
Standard Deviation
18.79
17.50
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.52
N/A
10 Years
Statistic
LSGRX
Category
Alpha (against Standard Index)
-1.67
-0.13
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
-3.10
0.05
R-squared (against Standard Index)
69
78.99
Standard Deviation
20.45
19.17
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.73
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center