Lazard International Equity Portfolio R6

Scorecard
4 / 5 Stars
Lipper
5 5 3 4 3
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.77
Mean 0.94
Sharpe Ratio 0.71
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EAFE Growth NR USD
R-Squared 95.74 96.67
Beta 0.93 0.97
Alpha 4.83 2.85