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Loomis Sayles Ltd Term Govt and Agency C (NECLX)

On Dec 2: 11.68   0.02 (0.17%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 4.45% Worst 1 Yr Total Return (2005): 0.34% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NECLX Category Alpha (against Standard Index) 1.09 1.08 Beta (against Standard Index) 0.46 0.37 Mean Annual Return 5.34 0.41 R-squared (against Standard Index) 70 48.77 Standard Deviation 2.04 2.20 Sharpe Ratio 1.27 N/A Treynor Ratio 6.42 N/A 5 Years Statistic NECLX Category Alpha (against Standard Index) -0.32 -0.02 Beta (against Standard Index) 0.50 0.39 Mean Annual Return 3.71 0.31 R-squared (against Standard Index) 74 53.98 Standard Deviation 1.97 1.94 Sharpe Ratio 0.32 N/A Treynor Ratio 1.38 N/A 10 Years Statistic NECLX Category Alpha (against Standard Index) -0.79 -0.11 Beta (against Standard Index) 0.61 0.46 Mean Annual Return 4.17 0.36 R-squared (against Standard Index) 82 65.31 Standard Deviation 2.50 2.21 Sharpe Ratio 0.47 N/A Treynor Ratio 1.98 N/A
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