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Loomis Sayles Core Plus Bond B (NERBX)
On
Dec 4
:
11.99
0.04
(0.33%)
MORE ON NERBX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
NERBX
Category
Alpha (against Standard Index)
-1.38
-1.72
Beta (against Standard Index)
1.54
1.02
Mean Annual Return
6.90
0.39
R-squared (against Standard Index)
74
59.27
Standard Deviation
7.24
5.93
Sharpe Ratio
0.62
N/A
Treynor Ratio
2.92
N/A
5 Years
Statistic
NERBX
Category
Alpha (against Standard Index)
-0.64
-1.05
Beta (against Standard Index)
1.36
0.98
Mean Annual Return
5.04
0.33
R-squared (against Standard Index)
71
61.87
Standard Deviation
5.84
4.88
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.48
N/A
10 Years
Statistic
NERBX
Category
Alpha (against Standard Index)
-1.42
-0.65
Beta (against Standard Index)
1.13
0.96
Mean Annual Return
5.19
0.45
R-squared (against Standard Index)
65
71.12
Standard Deviation
5.24
4.47
Sharpe Ratio
0.43
N/A
Treynor Ratio
1.97
N/A
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