Loomis Sayles Small Cap Value Fund

Scorecard
4 / 5 Stars
Lipper
3 3 3 1 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.85
Mean 1.15
Sharpe Ratio 0.86
Bear Market Decile Rank 46

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 90.14 97.02
Beta 1.2 0.96
Alpha -3.37 0.93