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Loomis Sayles High Income Y (NEHYX)On Feb 9: 4.65   0.00 (0.00%)  
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Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:1
Number of Years Down:0
Best 1 Yr Total Return (2009):50.44%
Worst 1 Yr Total Return (2009):50.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNEHYXCategory
Alpha (against Standard Index)-2.81-2.43
Beta (against Standard Index)1.391.04
Mean Annual Return4.240.35
R-squared (against Standard Index)139.18
Standard Deviation15.8915.39
Sharpe Ratio0.22N/A
Treynor Ratio1.62N/A
5 Years
StatisticNEHYXCategory
Alpha (against Standard Index)1.670.54
Beta (against Standard Index)1.110.83
Mean Annual Return6.370.44
R-squared (against Standard Index)117.72
Standard Deviation12.7312.20
Sharpe Ratio0.33N/A
Treynor Ratio3.11N/A
10 Years
StatisticNEHYXCategory
Alpha (against Standard Index)-1.500.87
Beta (against Standard Index)0.660.48
Mean Annual Return2.910.45
R-squared (against Standard Index)43.39
Standard Deviation12.5310.76
Sharpe Ratio0.07N/A
Treynor Ratio0.12N/A

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