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Wednesday, December 2, 2009, 11:48PM ET - U.S. Markets Closed. Dow  0.18% Nasdaq  0.42%

Loomis Sayles Strategic Income A (NEFZX)

On Dec 2: 13.70   0.01 (0.07%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 12.93% Worst 1 Yr Total Return (2008): -23.15% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEFZX Category Alpha (against Standard Index) -5.97 -2.54 Beta (against Standard Index) 2.21 1.24 Mean Annual Return 3.85 0.39 R-squared (against Standard Index) 35 28.32 Standard Deviation 15.21 10.21 Sharpe Ratio 0.17 N/A Treynor Ratio 0.65 N/A 5 Years Statistic NEFZX Category Alpha (against Standard Index) 0.15 -0.02 Beta (against Standard Index) 1.71 1.09 Mean Annual Return 6.01 0.43 R-squared (against Standard Index) 27 25.63 Standard Deviation 12.03 8.35 Sharpe Ratio 0.30 N/A Treynor Ratio 1.75 N/A 10 Years Statistic NEFZX Category Alpha (against Standard Index) 1.94 0.61 Beta (against Standard Index) 1.33 0.87 Mean Annual Return 9.02 0.53 R-squared (against Standard Index) 23 22.41 Standard Deviation 10.43 7.37 Sharpe Ratio 0.60 N/A Treynor Ratio 4.55 N/A
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