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Wednesday, January 6, 2010, 11:29PM ET - U.S. Markets Closed. Dow  0.02% Nasdaq  0.33%

Loomis Sayles High Income C (NEHCX)

On Jan 6: 4.74   0.02 (0.42%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 12.94% Worst 1 Yr Total Return (2008): -26.94% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEHCX Category Alpha (against Standard Index) -4.46 -3.31 Beta (against Standard Index) 1.52 1.15 Mean Annual Return 2.68 0.30 R-squared (against Standard Index) 15 10.85 Standard Deviation 15.83 15.35 Sharpe Ratio 0.11 N/A Treynor Ratio 0.27 N/A 5 Years Statistic NEHCX Category Alpha (against Standard Index) -0.14 -0.58 Beta (against Standard Index) 1.25 0.95 Mean Annual Return 5.18 0.39 R-squared (against Standard Index) 13 9.33 Standard Deviation 12.71 12.17 Sharpe Ratio 0.23 N/A Treynor Ratio 1.76 N/A 10 Years Statistic NEHCX Category Alpha (against Standard Index) -2.81 0.41 Beta (against Standard Index) 0.69 0.52 Mean Annual Return 1.69 0.42 R-squared (against Standard Index) 4 3.87 Standard Deviation 12.49 10.75 Sharpe Ratio -0.03 N/A Treynor Ratio -1.78 N/A
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