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Loomis Sayles High Income A (NEFHX)

On Dec 4: 4.60   0.01 (0.22%)

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Risk  As of 31-Oct-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 (2006): 13.86% Worst 1 Yr Total Return (2008): -26.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEFHX Category Alpha (against Standard Index) -3.40 -3.12 Beta (against Standard Index) 1.51 1.16 Mean Annual Return 3.59 0.31 R-squared (against Standard Index) 15 10.86 Standard Deviation 15.80 15.35 Sharpe Ratio 0.15 N/A Treynor Ratio 0.78 N/A 5 Years Statistic NEFHX Category Alpha (against Standard Index) 1.31 -0.09 Beta (against Standard Index) 1.20 0.92 Mean Annual Return 6.04 0.40 R-squared (against Standard Index) 12 8.80 Standard Deviation 12.69 12.20 Sharpe Ratio 0.29 N/A Treynor Ratio 2.52 N/A 10 Years Statistic NEFHX Category Alpha (against Standard Index) -2.02 0.55 Beta (against Standard Index) 0.69 0.51 Mean Annual Return 2.39 0.43 R-squared (against Standard Index) 4 3.74 Standard Deviation 12.49 10.75 Sharpe Ratio 0.02 N/A Treynor Ratio -0.85 N/A
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