Loomis Sayles Value Fund

Scorecard
2 / 5 Stars
Lipper
4 4 4 4 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.19
Mean 1.17
Sharpe Ratio 0.99
Bear Market Decile Rank 79

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 97.21 98.46
Beta 1.12 1.07
Alpha -1.9 -0.93