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Loomis Sayles Small Cap Growth Instl (LSSIX)
On
Dec 4
:
12.01
0.20
(1.69%)
MORE ON LSSIX
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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)
:
24.26%
Worst 1 Yr Total Return
(2008)
:
-39.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LSSIX
Category
Alpha (against Standard Index)
4.28
1.71
Beta (against Standard Index)
1.06
1.15
Mean Annual Return
-4.10
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.64
24.28
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.13
N/A
5 Years
Statistic
LSSIX
Category
Alpha (against Standard Index)
4.74
1.12
Beta (against Standard Index)
1.13
1.19
Mean Annual Return
4.16
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
20.32
21.15
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.01
N/A
10 Years
Statistic
LSSIX
Category
Alpha (against Standard Index)
0.58
5.25
Beta (against Standard Index)
1.30
1.18
Mean Annual Return
-4.56
0.43
R-squared (against Standard Index)
45
56.73
Standard Deviation
31.11
25.52
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.80
N/A
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