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Loomis Sayles Small Cap Value Instl (LSSCX)

On Dec 8: 20.52   0.14 (0.68%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 21.78% Worst 1 Yr Total Return (2008): -31.81% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LSSCX Category Alpha (against Standard Index) 3.38 1.01 Beta (against Standard Index) 1.09 1.19 Mean Annual Return -5.06 -0.48 R-squared (against Standard Index) 91 87.23 Standard Deviation 22.32 24.84 Sharpe Ratio -0.23 N/A Treynor Ratio -6.84 N/A 5 Years Statistic LSSCX Category Alpha (against Standard Index) 3.20 1.42 Beta (against Standard Index) 1.12 1.21 Mean Annual Return 2.88 0.23 R-squared (against Standard Index) 88 84.16 Standard Deviation 18.94 21.07 Sharpe Ratio 0.09 N/A Treynor Ratio -0.13 N/A 10 Years Statistic LSSCX Category Alpha (against Standard Index) 8.76 7.80 Beta (against Standard Index) 0.90 1.01 Mean Annual Return 8.18 0.68 R-squared (against Standard Index) 72 64.84 Standard Deviation 17.11 20.31 Sharpe Ratio 0.38 N/A Treynor Ratio 5.77 N/A
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