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Loomis Sayles Inflation Protected Secs I (LSGSX)
On
Dec 4
:
10.70
0.09
(0.83%)
MORE ON LSGSX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
LSGSX
Category
Alpha (against Standard Index)
-3.98
-3.48
Beta (against Standard Index)
1.89
1.59
Mean Annual Return
5.35
0.42
R-squared (against Standard Index)
62
53.57
Standard Deviation
9.83
9.06
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.55
N/A
5 Years
Statistic
LSGSX
Category
Alpha (against Standard Index)
-2.18
-1.60
Beta (against Standard Index)
1.72
1.49
Mean Annual Return
4.03
0.37
R-squared (against Standard Index)
63
56.03
Standard Deviation
7.98
7.37
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.58
N/A
10 Years
Statistic
LSGSX
Category
Alpha (against Standard Index)
-2.04
-0.85
Beta (against Standard Index)
1.62
1.33
Mean Annual Return
6.08
0.54
R-squared (against Standard Index)
72
56.76
Standard Deviation
7.20
6.74
Sharpe Ratio
0.45
N/A
Treynor Ratio
1.92
N/A
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