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    Loomis Sayles High Income A (NEFHX)

    4.40 Up 0.01(0.23%) Apr 24

    Risk as of Mar 30, 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
    StatisticNEFHXCategory
    Alpha (against Standard Index)5.134.80
    Beta (against Standard Index)0.710.46
    Mean Annual Return0.610.52
    R-squared (against Standard Index)13.0910.69
    Standard Deviation5.684.44
    Sharpe Ratio1.281.46
    Treynor Ratio10.4120.69
    5 Years
    StatisticNEFHXCategory
    Alpha (against Standard Index)6.096.36
    Beta (against Standard Index)0.320.23
    Mean Annual Return0.630.62
    R-squared (against Standard Index)1.221.83
    Standard Deviation7.976.35
    Sharpe Ratio0.931.19
    Treynor Ratio23.4229.43
    10 Years
    StatisticNEFHXCategory
    Alpha (against Standard Index)3.513.44
    Beta (against Standard Index)0.810.62
    Mean Annual Return0.640.58
    R-squared (against Standard Index)6.445.14
    Standard Deviation10.499.45
    Sharpe Ratio0.600.60
    Treynor Ratio7.389.03