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    Loomis Sayles High Income A (NEFHX)

    4.02 Up 0.04(1.01%) Oct 5

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up21
    Number of Years Down9
    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
    Alpha (against Standard Index)1.933.34
    Beta (against Standard Index)0.770.56
    Mean Annual Return0.270.35
    R-squared (against Standard Index)13.7914.54
    Standard Deviation5.994.50
    Sharpe Ratio0.540.99
    Treynor Ratio4.048.74
    5 Years
    Alpha (against Standard Index)4.045.45
    Beta (against Standard Index)0.390.30
    Mean Annual Return0.440.53
    R-squared (against Standard Index)1.982.62
    Standard Deviation7.686.05
    Sharpe Ratio0.681.08
    Treynor Ratio12.9622.88
    10 Years
    Alpha (against Standard Index)2.552.96
    Beta (against Standard Index)0.850.68
    Mean Annual Return0.550.53
    R-squared (against Standard Index)6.885.97
    Standard Deviation10.569.46
    Sharpe Ratio0.510.54
    Treynor Ratio5.857.35