Natixis Diversified Income Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.1
Mean 0.79
Sharpe Ratio 1.16
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
R-Squared 74.2
Beta 0.86
Alpha 1.64