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Loomis Sayles Strategic Income B (NEZBX)

On Dec 3: 13.78   0.01 (0.07%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 12.07% Worst 1 Yr Total Return (2008): -23.74% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEZBX Category Alpha (against Standard Index) -6.72 -2.54 Beta (against Standard Index) 2.21 1.24 Mean Annual Return 3.08 0.39 R-squared (against Standard Index) 35 28.32 Standard Deviation 15.21 10.21 Sharpe Ratio 0.12 N/A Treynor Ratio 0.30 N/A 5 Years Statistic NEZBX Category Alpha (against Standard Index) -0.60 -0.02 Beta (against Standard Index) 1.71 1.09 Mean Annual Return 5.21 0.43 R-squared (against Standard Index) 27 25.63 Standard Deviation 12.02 8.35 Sharpe Ratio 0.24 N/A Treynor Ratio 1.28 N/A 10 Years Statistic NEZBX Category Alpha (against Standard Index) 1.16 0.61 Beta (against Standard Index) 1.34 0.87 Mean Annual Return 8.20 0.53 R-squared (against Standard Index) 23 22.41 Standard Deviation 10.44 7.37 Sharpe Ratio 0.53 N/A Treynor Ratio 3.92 N/A
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