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    Loomis Sayles High Income A (NEFHX)

    3.99 0.00(0.00%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up21
    Number of Years Down10
    Best 1 Yr Total Return(Dec 30, 2009):50.35%
    Worst 1 Yr Total Return(Dec 30, 2008):-26.62%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticNEFHXCategory
    Alpha (against Standard Index)-1.76-0.31
    Beta (against Standard Index)0.910.59
    Mean Annual Return0.050.10
    R-squared (against Standard Index)14.4911.29
    Standard Deviation7.195.59
    Sharpe Ratio0.070.26
    Treynor Ratio0.252.55
    5 Years
    StatisticNEFHXCategory
    Alpha (against Standard Index)1.812.57
    Beta (against Standard Index)0.470.36
    Mean Annual Return0.300.33
    R-squared (against Standard Index)2.503.11
    Standard Deviation8.246.43
    Sharpe Ratio0.430.65
    Treynor Ratio6.939.37
    10 Years
    StatisticNEFHXCategory
    Alpha (against Standard Index)1.632.28
    Beta (against Standard Index)0.880.68
    Mean Annual Return0.500.49
    R-squared (against Standard Index)6.835.43
    Standard Deviation10.799.70
    Sharpe Ratio0.460.51
    Treynor Ratio5.106.89