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Loomis Sayles High Income A (NEFHX)

4.60 0.00(0.00%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up20
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)6.226.43
Beta (against Standard Index)0.480.31
Mean Annual Return0.640.62
R-squared (against Standard Index)2.202.44
Standard Deviation8.686.52
Sharpe Ratio0.881.17
Treynor Ratio15.6628.95
5 Years
StatisticNEFHXCategory
Alpha (against Standard Index)9.689.79
Beta (against Standard Index)0.220.18
Mean Annual Return0.890.89
R-squared (against Standard Index)0.591.14
Standard Deviation8.066.49
Sharpe Ratio1.321.66
Treynor Ratio49.0738.38
10 Years
StatisticNEFHXCategory
Alpha (against Standard Index)4.313.92
Beta (against Standard Index)0.850.65
Mean Annual Return0.720.63
R-squared (against Standard Index)7.015.57
Standard Deviation10.559.50
Sharpe Ratio0.660.64
Treynor Ratio7.939.27