Ratings & Risk for Loomis Sayles Ltd Term Govt and Agency C (NECLX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		56
    5-Year 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 2.04 0.44 1.26
    5-Year 1.97 0.31 0.32
    10-Year 2.50 0.34 0.47
    15-Year 2.64 0.36 0.24
    20-Year 2.92 0.40 0.28
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 56.99 0.35 5.04
    3-Year 70.01 0.46 1.08
    5-Year 74.69 0.50 -0.32
    10-Year 82.57 0.60 -0.79

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009