Ratings & Risk for Loomis Sayles Bond Retail (LSBRX)

Morningstar Category: Multisector Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average High
    		48
    5-Year Above Average Above Average
    		35
    10-Year Above Average Above Average
    		29
    Overall Above Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 14.53 0.42 0.18
    5-Year 11.45 0.53 0.30
    10-Year 9.64 0.73 0.60
    15-Year 9.04 0.79 0.64
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 9.28 0.81 24.86
    3-Year 37.07 2.15 -5.68
    5-Year 29.70 1.69 0.01
    10-Year 29.25 1.38 1.26

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009