Lazard US Realty Income Portfolio

Class Inst (LRIIX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 11.53
Mean 0.83
Sharpe Ratio 0.85
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
R-Squared 49.58
Beta 0.56
Alpha 4.8