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Loomis Sayles Investment Grade F/I (LSIGX)
On
Dec 22
:
12.41
0.02
(0.16%)
MORE ON LSIGX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
LSIGX
Category
Alpha (against Standard Index)
-1.88
-4.19
Beta (against Standard Index)
1.78
1.94
Mean Annual Return
7.24
0.49
R-squared (against Standard Index)
48
60.69
Standard Deviation
10.52
10.12
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.80
N/A
5 Years
Statistic
LSIGX
Category
Alpha (against Standard Index)
0.35
-2.36
Beta (against Standard Index)
1.50
1.75
Mean Annual Return
6.87
0.41
R-squared (against Standard Index)
43
59.74
Standard Deviation
8.38
8.28
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.59
N/A
10 Years
Statistic
LSIGX
Category
Alpha (against Standard Index)
1.96
-2.17
Beta (against Standard Index)
1.42
1.86
Mean Annual Return
9.85
0.59
R-squared (against Standard Index)
47
61.13
Standard Deviation
7.80
8.92
Sharpe Ratio
0.87
N/A
Treynor Ratio
4.88
N/A
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