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Loomis Sayles Ltd Term Govt and Agency A (NEFLX)

On Dec 24: 11.63   0.01 (0.09%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 5.23% Worst 1 Yr Total Return (2005): 1.18% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEFLX Category Alpha (against Standard Index) 1.74 1.19 Beta (against Standard Index) 0.45 0.36 Mean Annual Return 5.94 0.41 R-squared (against Standard Index) 68 48.79 Standard Deviation 2.05 2.18 Sharpe Ratio 1.58 N/A Treynor Ratio 8.19 N/A 5 Years Statistic NEFLX Category Alpha (against Standard Index) 0.38 0.08 Beta (against Standard Index) 0.49 0.38 Mean Annual Return 4.62 0.33 R-squared (against Standard Index) 73 53.07 Standard Deviation 1.95 1.90 Sharpe Ratio 0.75 N/A Treynor Ratio 3.32 N/A 10 Years Statistic NEFLX Category Alpha (against Standard Index) -0.13 -0.10 Beta (against Standard Index) 0.60 0.48 Mean Annual Return 4.91 0.37 R-squared (against Standard Index) 82 65.12 Standard Deviation 2.50 2.29 Sharpe Ratio 0.77 N/A Treynor Ratio 3.30 N/A
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