Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 29, 2009, 12:37PM ET - U.S. Markets close in 3 hours and 23 minutes.
Dow
0.09%
Nasdaq
0.15%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Loomis Sayles Core Plus Bond A (NEFRX)
On
Dec 28
:
11.85
0.01
(0.08%)
MORE ON NEFRX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
6.06%
Worst 1 Yr Total Return
(2008)
:
0.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NEFRX
Category
Alpha (against Standard Index)
-0.90
-1.73
Beta (against Standard Index)
1.52
1.02
Mean Annual Return
7.50
0.39
R-squared (against Standard Index)
73
59.65
Standard Deviation
7.25
5.93
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.43
N/A
5 Years
Statistic
NEFRX
Category
Alpha (against Standard Index)
-0.23
-1.13
Beta (against Standard Index)
1.36
0.98
Mean Annual Return
6.08
0.35
R-squared (against Standard Index)
71
61.85
Standard Deviation
5.84
4.90
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.27
N/A
10 Years
Statistic
NEFRX
Category
Alpha (against Standard Index)
-0.76
-0.67
Beta (against Standard Index)
1.13
0.96
Mean Annual Return
6.04
0.46
R-squared (against Standard Index)
65
70.95
Standard Deviation
5.25
4.48
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.76
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center