Lazard US Mid Cap Equity Portfolio R6

Scorecard
2 / 5 Stars
Lipper
1 1 4 3 4
Zacks Investment Research
4 (Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.64
Mean 0.74
Sharpe Ratio 0.6
Bear Market Decile Rank 32

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 93.22 96.75
Beta 1.13 0.97
Alpha -7.22 -6.06