Loomis Sayles Small Cap Value Fund

Scorecard
4 / 5 Stars
Lipper
3 4 3 4 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 15.83
Mean 1.13
Sharpe Ratio 0.85
Bear Market Decile Rank 45

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 91.31 97.22
Beta 1.21 0.96
Alpha -4.09 0.7