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Tuesday, December 29, 2009, 12:37PM ET - U.S. Markets close in 3 hours and 23 minutes. Dow Up 0.09% Nasdaq Down 0.15%
Loomis Sayles Core Plus Bond A (NEFRX)On Dec 28: 11.85  Down 0.01 (0.08%)  
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Risk  As of 30-Nov-09Get 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
StatisticNEFRXCategory
Alpha (against Standard Index)-0.90-1.73
Beta (against Standard Index)1.521.02
Mean Annual Return7.500.39
R-squared (against Standard Index)7359.65
Standard Deviation7.255.93
Sharpe Ratio0.71N/A
Treynor Ratio3.43N/A
5 Years
StatisticNEFRXCategory
Alpha (against Standard Index)-0.23-1.13
Beta (against Standard Index)1.360.98
Mean Annual Return6.080.35
R-squared (against Standard Index)7161.85
Standard Deviation5.844.90
Sharpe Ratio0.53N/A
Treynor Ratio2.27N/A
10 Years
StatisticNEFRXCategory
Alpha (against Standard Index)-0.76-0.67
Beta (against Standard Index)1.130.96
Mean Annual Return6.040.46
R-squared (against Standard Index)6570.95
Standard Deviation5.254.48
Sharpe Ratio0.59N/A
Treynor Ratio2.76N/A

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