Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 6, 2009, 1:49PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Loomis Sayles Core Plus Bond B (NERBX)On Dec 4: 11.99  Down 0.04 (0.33%)  
MORE ON NERBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):5.37%
Worst 1 Yr Total Return (2008):-0.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNERBXCategory
Alpha (against Standard Index)-1.38-1.72
Beta (against Standard Index)1.541.02
Mean Annual Return6.900.39
R-squared (against Standard Index)7459.27
Standard Deviation7.245.93
Sharpe Ratio0.62N/A
Treynor Ratio2.92N/A
5 Years
StatisticNERBXCategory
Alpha (against Standard Index)-0.64-1.05
Beta (against Standard Index)1.360.98
Mean Annual Return5.040.33
R-squared (against Standard Index)7161.87
Standard Deviation5.844.88
Sharpe Ratio0.35N/A
Treynor Ratio1.48N/A
10 Years
StatisticNERBXCategory
Alpha (against Standard Index)-1.42-0.65
Beta (against Standard Index)1.130.96
Mean Annual Return5.190.45
R-squared (against Standard Index)6571.12
Standard Deviation5.244.47
Sharpe Ratio0.43N/A
Treynor Ratio1.97N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center