Certain natures don't boost any stats; some boost one stat 10% and lower another by 10% simultaneously.
It's great because some Pokemon, like Espeon, don't need a stat (ATK in this case) but require another (in this case, SP. ATK) so Modest (10%+ SP.ATK; -10% ATK) is great. You don't lose anything, and you gain 10% to SP. ATK!
A whole list of natures and their benefits can be found at Serebii.net under Game Mechanics.