Ratings & Risk for Loomis Sayles Ltd Term Govt and Agency B (NELBX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    		56
    5-Year Below Average Average
    		55
    10-Year Average Above Average
    		47
    Overall 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 2.06 0.43 1.24
    5-Year 1.98 0.30 0.31
    10-Year 2.48 0.34 0.47
    15-Year 2.63 0.36 0.26
    20-Year 2.91 0.40 0.29
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 56.97 0.35 5.04
    3-Year 70.16 0.46 1.04
    5-Year 74.68 0.50 -0.35
    10-Year 82.79 0.60 -0.78

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009