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Thursday, December 17, 2009, 7:41PM ET - U.S. Markets Closed. Dow Down 1.27% Nasdaq Down 1.22%
Loomis Sayles Value B (LSVBX)On Dec 17: 16.63  Down 0.20 (1.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:1
Best 1 Yr Total Return (2008):-34.09%
Worst 1 Yr Total Return (2008):-34.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSVBXCategory
Alpha (against Standard Index)-0.23-1.37
Beta (against Standard Index)1.001.02
Mean Annual Return-6.11-0.45
R-squared (against Standard Index)9794.58
Standard Deviation20.2320.79
Sharpe Ratio-0.32N/A
Treynor Ratio-8.34N/A
5 Years
StatisticLSVBXCategory
Alpha (against Standard Index)2.01-0.29
Beta (against Standard Index)1.001.01
Mean Annual Return2.680.14
R-squared (against Standard Index)9693.49
Standard Deviation16.4116.81
Sharpe Ratio0.07N/A
Treynor Ratio-0.31N/A
10 Years
StatisticLSVBXCategory
Alpha (against Standard Index)2.892.74
Beta (against Standard Index)0.890.88
Mean Annual Return2.670.31
R-squared (against Standard Index)8681.33
Standard Deviation15.6215.97
Sharpe Ratio0.06N/A
Treynor Ratio-0.29N/A

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