Loomis Sayles Global Bond Fund

Scorecard
3 / 5 Stars
Lipper
3 4 1 4 3
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
E+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 5.8
Mean 0.24
Sharpe Ratio 0.49
Bear Market Decile Rank 78

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Citi WGBI NonUSD USD
R-Squared 18.69 68.57
Beta 0.9 0.85
Alpha -0.42 1.87

See Also:

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