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Loomis Sayles Core Plus Bond C (NECRX)
On
Dec 24
:
11.87
0.03
(0.25%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.22%
Worst 1 Yr Total Return
(2008)
:
-0.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NECRX
Category
Alpha (against Standard Index)
-1.65
-1.73
Beta (against Standard Index)
1.52
1.02
Mean Annual Return
6.68
0.39
R-squared (against Standard Index)
73
59.65
Standard Deviation
7.22
5.93
Sharpe Ratio
0.61
N/A
Treynor Ratio
2.91
N/A
5 Years
Statistic
NECRX
Category
Alpha (against Standard Index)
-0.99
-1.13
Beta (against Standard Index)
1.36
0.98
Mean Annual Return
5.28
0.35
R-squared (against Standard Index)
71
61.85
Standard Deviation
5.82
4.90
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.69
N/A
10 Years
Statistic
NECRX
Category
Alpha (against Standard Index)
-1.50
-0.67
Beta (against Standard Index)
1.13
0.96
Mean Annual Return
5.25
0.46
R-squared (against Standard Index)
65
70.95
Standard Deviation
5.24
4.48
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.07
N/A
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