Loomis Sayles Bond Instl: Fund Portfolio
| Portfolio Stats |
|---|
| Credit Information | | Average Credit Quality | BBB | | | Average Duration | 6.40 | |
|
| Morningstar Historical Ratings |
|---|
| Period | Morningstar
Return | Risk | Morningstar
Rating | | 3 Year | Average | High |  | | 5 Year | Above Average | High | | | 10 Year | High | Above Average |  | | Overall | Above Average | High | |
|
|
Modern Portfolio Theory Statistics |
| Measurement | Standard Index
BarCap US Agg Bond TR USD | | R-Squared (1-year) | 37 | | Beta (1-year) | 2.16 | | Alpha (1-year) | -5.41 |
What does this mean?
|
| Volatility Measures |
| Standard Deviation | 14.56 | | Mean | 0.44 | | Sharpe Ratio | 0.20 | | Treynor Ratio | 0.89 | | Bear Market Decile Rank | 10 |
What does this mean?
|
|
| Asset Allocation |
|
| | Type | % of Net Assets |  | Cash | 7.9 |  | Stocks | 0.7 |  | Bonds | 82.8 |  | Other | 8.7 | | Foreign (as a % of portfolio) | 24.5 |
| | |
