Lazard US Equity Concentrated Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.91
Mean 1.32
Sharpe Ratio 1.13
Bear Market Decile Rank 81

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 93.65 94.68
Beta 1.1 1.05
Alpha -1.98 -1.21