Lazard US Realty Income Portfolio

Class Inst (LRIIX)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.53
Mean 1.0
Sharpe Ratio 1.03
Bear Market Decile Rank 10

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
R-Squared 49.96
Beta 0.57
Alpha 5.75