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

Wednesday, February 10, 2010, 2:58AM ET - U.S. Markets open in 6 hours and 32 minutes. Dow Up 1.52% Nasdaq  0.00%
Loomis Sayles Core Plus Bond Y (NERYX)On Feb 9: 12.04  Down 0.02 (0.17%)  
MORE ON NERYX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2009):16.93%
Worst 1 Yr Total Return (2008):0.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNERYXCategory
Alpha (against Standard Index)-0.16-1.42
Beta (against Standard Index)1.451.01
Mean Annual Return8.430.42
R-squared (against Standard Index)7059.04
Standard Deviation7.246.05
Sharpe Ratio0.87N/A
Treynor Ratio4.44N/A
5 Years
StatisticNERYXCategory
Alpha (against Standard Index)0.58-0.88
Beta (against Standard Index)1.310.97
Mean Annual Return6.380.35
R-squared (against Standard Index)6962.05
Standard Deviation5.874.99
Sharpe Ratio0.58N/A
Treynor Ratio2.65N/A
10 Years
StatisticNERYXCategory
Alpha (against Standard Index)-0.32-0.56
Beta (against Standard Index)1.120.96
Mean Annual Return6.590.48
R-squared (against Standard Index)6571.15
Standard Deviation5.284.50
Sharpe Ratio0.70N/A
Treynor Ratio3.35N/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