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Friday, December 4, 2009, 9:06PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Loomis Sayles Ltd Term Govt and Agency Y (NELYX)

On Dec 4: 11.68   0.01 (0.09%)

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Risk  As of 31-Oct-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): 5.52% Worst 1 Yr Total Return (2005): 1.33% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NELYX Category Alpha (against Standard Index) 2.02 1.08 Beta (against Standard Index) 0.44 0.37 Mean Annual Return 6.25 0.41 R-squared (against Standard Index) 68 48.77 Standard Deviation 1.97 2.20 Sharpe Ratio 1.70 N/A Treynor Ratio 8.81 N/A 5 Years Statistic NELYX Category Alpha (against Standard Index) 0.62 -0.02 Beta (against Standard Index) 0.48 0.39 Mean Annual Return 4.66 0.31 R-squared (against Standard Index) 73 53.98 Standard Deviation 1.92 1.94 Sharpe Ratio 0.77 N/A Treynor Ratio 3.40 N/A 10 Years Statistic NELYX Category Alpha (against Standard Index) 0.20 -0.11 Beta (against Standard Index) 0.60 0.46 Mean Annual Return 5.18 0.36 R-squared (against Standard Index) 82 65.31 Standard Deviation 2.49 2.21 Sharpe Ratio 0.86 N/A Treynor Ratio 3.69 N/A
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