Lazard International Equity Portfolio R6

Scorecard
4 / 5 Stars
Lipper
5 4 3 3 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.13
Mean 0.89
Sharpe Ratio 0.66
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI World Ex US NR USD
R-Squared 95.98 97.01
Beta 0.94 0.96
Alpha 5.74 4.08