Ratings & Risk for Loomis Sayles Ltd Term Govt and Agency A (NEFLX)

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 2.05 0.50 1.59
    5-Year 1.98 0.37 0.66
    10-Year 2.50 0.40 0.75
    15-Year 2.66 0.42 0.52
    20-Year 2.94 0.46 0.53
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 56.00 0.35 5.79
    3-Year 69.86 0.46 1.82
    5-Year 74.75 0.50 0.41
    10-Year 82.81 0.61 -0.09

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009