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Sunday, December 6, 2009, 5:16AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Loomis Sayles Small Cap Growth Instl (LSSIX)On Dec 4: 12.01  Up 0.20 (1.69%)  
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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):24.26%
Worst 1 Yr Total Return (2008):-39.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSSIXCategory
Alpha (against Standard Index)4.281.71
Beta (against Standard Index)1.061.15
Mean Annual Return-4.10-0.40
R-squared (against Standard Index)8485.55
Standard Deviation22.6424.28
Sharpe Ratio-0.17N/A
Treynor Ratio-6.13N/A
5 Years
StatisticLSSIXCategory
Alpha (against Standard Index)4.741.12
Beta (against Standard Index)1.131.19
Mean Annual Return4.160.21
R-squared (against Standard Index)7881.02
Standard Deviation20.3221.15
Sharpe Ratio0.16N/A
Treynor Ratio1.01N/A
10 Years
StatisticLSSIXCategory
Alpha (against Standard Index)0.585.25
Beta (against Standard Index)1.301.18
Mean Annual Return-4.560.43
R-squared (against Standard Index)4556.73
Standard Deviation31.1125.52
Sharpe Ratio-0.09N/A
Treynor Ratio-5.80N/A

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