Lazard US Realty Equity Portfolio

Scorecard
5 / 5 Stars
Lipper
5 5 2 2 1
Zacks Investment Research
---
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 18.82
Mean 1.12
Sharpe Ratio 0.71
Bear Market Decile Rank 90

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
DJ US Select REIT TR USD
R-Squared 55.89 92.36
Beta 0.99 1.09
Alpha 2.82 0.22