Lazard US Equity Concentrated Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.07
Mean 1.12
Sharpe Ratio 0.95
Bear Market Decile Rank 81

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Core TR USD
R-Squared 94.23 95.56
Beta 1.09 1.09
Alpha -2.17 -3.56