LSSCX - Loomis Sayles Small Capital Value Fund Institutional Class

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk overview

Morningstar risk rating★★★
Number of years up21
Number of years down7
Best 1-yr total return (3 Feb 2019)35.94%
Worst 1-yr total return (3 Feb 2019)-31.81%

Risk statistics

3 years
LSSCXCategory average
5 years
LSSCXCategory average
10 years
LSSCXCategory average
Alpha
-15.05-0.12
-10.46-0.09
-6.76-0.07
Beta
1.260.01
1.240.01
1.220.01
Mean annual return
-0.060
0.270
0.860.01
R-squared
88.760.86
83.070.81
82.730.81
Standard deviation
22.780.23
20.070.2
18.060.19
Sharpe ratio
-0.110
0.110
0.540.01
Treynor ratio
-4.03-0.02
0.040.01
6.840.07