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Sunday, December 20, 2009, 7:43PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Loomis Sayles High Income Y (NEHYX)On Dec 18: 4.67  Up 0.01 (0.21%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:0
Best 1 Yr Total Return ():N/A
Worst 1 Yr Total Return ():N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNEHYXCategory
Alpha (against Standard Index)-3.62-3.31
Beta (against Standard Index)1.521.15
Mean Annual Return3.550.30
R-squared (against Standard Index)1510.85
Standard Deviation15.8315.35
Sharpe Ratio0.16N/A
Treynor Ratio0.84N/A
5 Years
StatisticNEHYXCategory
Alpha (against Standard Index)0.70-0.58
Beta (against Standard Index)1.250.95
Mean Annual Return6.070.39
R-squared (against Standard Index)139.33
Standard Deviation12.7112.17
Sharpe Ratio0.30N/A
Treynor Ratio2.46N/A
10 Years
StatisticNEHYXCategory
Alpha (against Standard Index)-2.040.41
Beta (against Standard Index)0.700.52
Mean Annual Return2.500.42
R-squared (against Standard Index)43.87
Standard Deviation12.5110.75
Sharpe Ratio0.03N/A
Treynor Ratio-0.61N/A

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