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Sunday, December 6, 2009, 3:21AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Loomis Sayles Inflation Protected Secs I (LSGSX)On Dec 4: 10.70  Down 0.09 (0.83%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):10.62%
Worst 1 Yr Total Return (2008):-4.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSGSXCategory
Alpha (against Standard Index)-3.98-3.48
Beta (against Standard Index)1.891.59
Mean Annual Return5.350.42
R-squared (against Standard Index)6253.57
Standard Deviation9.839.06
Sharpe Ratio0.34N/A
Treynor Ratio1.55N/A
5 Years
StatisticLSGSXCategory
Alpha (against Standard Index)-2.18-1.60
Beta (against Standard Index)1.721.49
Mean Annual Return4.030.37
R-squared (against Standard Index)6356.03
Standard Deviation7.987.37
Sharpe Ratio0.16N/A
Treynor Ratio0.58N/A
10 Years
StatisticLSGSXCategory
Alpha (against Standard Index)-2.04-0.85
Beta (against Standard Index)1.621.33
Mean Annual Return6.080.54
R-squared (against Standard Index)7256.76
Standard Deviation7.206.74
Sharpe Ratio0.45N/A
Treynor Ratio1.92N/A

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