Ratings & Risk for Loomis Sayles Ltd Term Govt and Agency Y (NELYX)

Morningstar Category: Short Government
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Average
    		56
    5-Year High Average
    		55
    10-Year High Above Average
    		47
    Overall High 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 2.01 0.52 1.72
    5-Year 1.94 0.39 0.78
    10-Year 2.50 0.43 0.87
    15-Year 2.64 0.45 0.64
    20-Year 2.91 0.48 0.62
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 53.57 0.33 6.11
    3-Year 68.25 0.44 2.10
    5-Year 73.15 0.49 0.67
    10-Year 82.07 0.60 0.22

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009