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Saturday, December 26, 2009, 4:19PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Loomis Sayles Strategic Income C (NECZX)

On Dec 24: 13.82   0.01 (0.07%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 12.08% Worst 1 Yr Total Return (2008): -23.75% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NECZX Category Alpha (against Standard Index) -6.64 -2.69 Beta (against Standard Index) 2.21 1.20 Mean Annual Return 3.45 0.37 R-squared (against Standard Index) 36 27.56 Standard Deviation 15.22 10.24 Sharpe Ratio 0.15 N/A Treynor Ratio 0.53 N/A 5 Years Statistic NECZX Category Alpha (against Standard Index) -1.52 -0.62 Beta (against Standard Index) 1.78 1.10 Mean Annual Return 5.21 0.42 R-squared (against Standard Index) 29 26.62 Standard Deviation 12.01 8.38 Sharpe Ratio 0.24 N/A Treynor Ratio 1.25 N/A 10 Years Statistic NECZX Category Alpha (against Standard Index) 1.00 0.51 Beta (against Standard Index) 1.35 0.88 Mean Annual Return 8.27 0.54 R-squared (against Standard Index) 23 22.71 Standard Deviation 10.44 7.37 Sharpe Ratio 0.54 N/A Treynor Ratio 3.97 N/A
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