Loomis Sayles Value Fund

Scorecard
2 / 5 Stars
Lipper
4 4 4 4 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.97
Mean 1.35
Sharpe Ratio 1.16
Bear Market Decile Rank 79

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.63 98.12
Beta 1.12 1.06
Alpha -1.87 -1.37