Loomis Sayles Bond Instl: Fund Portfolio
| Portfolio Stats |
|---|
| Credit Information | | Average Credit Quality | BBB | | | Average Duration | 6.30 | |
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| Morningstar Historical Ratings |
|---|
| Period | Morningstar
Return | Risk | Morningstar
Rating | | 3 Year | Average | Above Average |  | | 5 Year | Above Average | Above Average |  | | 10 Year | High | Above Average |  | | Overall | Above Average | Above Average | |
|
|
Modern Portfolio Theory Statistics |
| Measurement | Standard Index
BarCap US Agg Bond TR USD | | R-Squared (1-year) | 34 | | Beta (1-year) | 2.00 | | Alpha (1-year) | -4.52 |
What does this mean?
|
| Volatility Measures |
| Standard Deviation | 14.59 | | Mean | 0.54 | | Sharpe Ratio | 0.31 | | Treynor Ratio | 1.79 | | Bear Market Decile Rank | 10 |
What does this mean?
|
|
| Asset Allocation |
|
| | Type | % of Net Assets |  | Cash | 4.2 |  | Stocks | 0.6 |  | Bonds | 84.3 |  | Other | 10.8 | | Foreign (as a % of portfolio) | 26.7 |
| | |
