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Thursday, December 24, 2009, 7:01PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Loomis Sayles Core Plus Bond C (NECRX)On Dec 24: 11.87  Down 0.03 (0.25%)  
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Risk  As of 30-Nov-09Get 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
StatisticNECRXCategory
Alpha (against Standard Index)-1.65-1.73
Beta (against Standard Index)1.521.02
Mean Annual Return6.680.39
R-squared (against Standard Index)7359.65
Standard Deviation7.225.93
Sharpe Ratio0.61N/A
Treynor Ratio2.91N/A
5 Years
StatisticNECRXCategory
Alpha (against Standard Index)-0.99-1.13
Beta (against Standard Index)1.360.98
Mean Annual Return5.280.35
R-squared (against Standard Index)7161.85
Standard Deviation5.824.90
Sharpe Ratio0.40N/A
Treynor Ratio1.69N/A
10 Years
StatisticNECRXCategory
Alpha (against Standard Index)-1.50-0.67
Beta (against Standard Index)1.130.96
Mean Annual Return5.250.46
R-squared (against Standard Index)6570.95
Standard Deviation5.244.48
Sharpe Ratio0.45N/A
Treynor Ratio2.07N/A

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