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Tuesday, December 1, 2009, 9:55PM ET - U.S. Markets Closed. Dow  1.23% Nasdaq  1.46%

Loomis Sayles Small Cap Value Admin (LSVAX)

On Dec 1: 19.79   0.25 (1.28%)

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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): 21.19% Worst 1 Yr Total Return (2008): -32.17% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LSVAX Category Alpha (against Standard Index) 2.85 1.01 Beta (against Standard Index) 1.09 1.19 Mean Annual Return -5.56 -0.48 R-squared (against Standard Index) 91 87.23 Standard Deviation 22.31 24.84 Sharpe Ratio -0.25 N/A Treynor Ratio -7.30 N/A 5 Years Statistic LSVAX Category Alpha (against Standard Index) 2.68 1.42 Beta (against Standard Index) 1.12 1.21 Mean Annual Return 2.35 0.23 R-squared (against Standard Index) 88 84.16 Standard Deviation 18.93 21.07 Sharpe Ratio 0.06 N/A Treynor Ratio -0.60 N/A 10 Years Statistic LSVAX Category Alpha (against Standard Index) 8.25 7.80 Beta (against Standard Index) 0.90 1.01 Mean Annual Return 7.63 0.68 R-squared (against Standard Index) 72 64.84 Standard Deviation 17.09 20.31 Sharpe Ratio 0.35 N/A Treynor Ratio 5.16 N/A
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