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Loomis Sayles Value A (LSVRX)
On
Dec 18
:
16.65
0.10
(0.60%)
MORE ON LSVRX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
LSVRX
Category
Alpha (against Standard Index)
0.49
-1.37
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-5.44
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
20.27
20.79
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.67
N/A
5 Years
Statistic
LSVRX
Category
Alpha (against Standard Index)
2.75
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
3.44
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
16.44
16.81
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.45
N/A
10 Years
Statistic
LSVRX
Category
Alpha (against Standard Index)
3.64
2.74
Beta (against Standard Index)
0.89
0.88
Mean Annual Return
3.44
0.31
R-squared (against Standard Index)
86
81.33
Standard Deviation
15.64
15.97
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.57
N/A
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