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Sunday, December 20, 2009, 10:50PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Loomis Sayles Value A (LSVRX)On Dec 18: 16.65  Up 0.10 (0.60%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):5.74%
Worst 1 Yr Total Return (2008):-33.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLSVRXCategory
Alpha (against Standard Index)0.49-1.37
Beta (against Standard Index)1.011.02
Mean Annual Return-5.44-0.45
R-squared (against Standard Index)9794.58
Standard Deviation20.2720.79
Sharpe Ratio-0.28N/A
Treynor Ratio-7.67N/A
5 Years
StatisticLSVRXCategory
Alpha (against Standard Index)2.75-0.29
Beta (against Standard Index)1.001.01
Mean Annual Return3.440.14
R-squared (against Standard Index)9693.49
Standard Deviation16.4416.81
Sharpe Ratio0.11N/A
Treynor Ratio0.45N/A
10 Years
StatisticLSVRXCategory
Alpha (against Standard Index)3.642.74
Beta (against Standard Index)0.890.88
Mean Annual Return3.440.31
R-squared (against Standard Index)8681.33
Standard Deviation15.6415.97
Sharpe Ratio0.11N/A
Treynor Ratio0.57N/A

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