Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 23, 2009, 2:25PM ET - U.S. Markets close in 1 hour and 35 minutes. Dow Up 0.10% Nasdaq Up 0.76%
Loomis Sayles Investment Grade F/I (LSIGX)On Dec 22: 12.41  Down 0.02 (0.16%)  
MORE ON LSIGX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


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 (2007):10.39%
Worst 1 Yr Total Return (2008):-11.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSIGXCategory
Alpha (against Standard Index)-1.88-4.19
Beta (against Standard Index)1.781.94
Mean Annual Return7.240.49
R-squared (against Standard Index)4860.69
Standard Deviation10.5210.12
Sharpe Ratio0.50N/A
Treynor Ratio2.80N/A
5 Years
StatisticLSIGXCategory
Alpha (against Standard Index)0.35-2.36
Beta (against Standard Index)1.501.75
Mean Annual Return6.870.41
R-squared (against Standard Index)4359.74
Standard Deviation8.388.28
Sharpe Ratio0.48N/A
Treynor Ratio2.59N/A
10 Years
StatisticLSIGXCategory
Alpha (against Standard Index)1.96-2.17
Beta (against Standard Index)1.421.86
Mean Annual Return9.850.59
R-squared (against Standard Index)4761.13
Standard Deviation7.808.92
Sharpe Ratio0.87N/A
Treynor Ratio4.88N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center