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Loomis Sayles Ltd Term Govt and Agency B (NELBX)

On Dec 22: 11.63   0.03 (0.26%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 4.36% Worst 1 Yr Total Return (2005): 0.43% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NELBX Category Alpha (against Standard Index) 0.96 1.19 Beta (against Standard Index) 0.45 0.36 Mean Annual Return 5.13 0.41 R-squared (against Standard Index) 68 48.79 Standard Deviation 2.06 2.18 Sharpe Ratio 1.23 N/A Treynor Ratio 6.34 N/A 5 Years Statistic NELBX Category Alpha (against Standard Index) -0.38 0.08 Beta (against Standard Index) 0.49 0.38 Mean Annual Return 3.83 0.33 R-squared (against Standard Index) 73 53.07 Standard Deviation 1.95 1.90 Sharpe Ratio 0.39 N/A Treynor Ratio 1.71 N/A 10 Years Statistic NELBX Category Alpha (against Standard Index) -0.82 -0.10 Beta (against Standard Index) 0.60 0.48 Mean Annual Return 4.17 0.37 R-squared (against Standard Index) 82 65.12 Standard Deviation 2.48 2.29 Sharpe Ratio 0.49 N/A Treynor Ratio 2.09 N/A
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