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Loomis Sayles High Income B (NEHBX)On Dec 7: 4.61  Up 0.01 (0.22%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):13.15%
Worst 1 Yr Total Return (2008):-27.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNEHBXCategory
Alpha (against Standard Index)-4.19-3.12
Beta (against Standard Index)1.511.16
Mean Annual Return2.770.31
R-squared (against Standard Index)1510.86
Standard Deviation15.8515.35
Sharpe Ratio0.10N/A
Treynor Ratio0.24N/A
5 Years
StatisticNEHBXCategory
Alpha (against Standard Index)0.51-0.09
Beta (against Standard Index)1.210.92
Mean Annual Return5.220.40
R-squared (against Standard Index)128.80
Standard Deviation12.7412.20
Sharpe Ratio0.23N/A
Treynor Ratio1.82N/A
10 Years
StatisticNEHBXCategory
Alpha (against Standard Index)-2.740.55
Beta (against Standard Index)0.680.51
Mean Annual Return1.620.43
R-squared (against Standard Index)43.74
Standard Deviation12.5510.75
Sharpe Ratio-0.04N/A
Treynor Ratio-1.99N/A

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