Loomis Sayles Small Cap Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.92
Mean 1.28
Sharpe Ratio 0.96
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 89.52 97.24
Beta 1.23 0.96
Alpha -4.49 0.87