Lazard US Realty Income Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 11.52
Mean 0.81
Sharpe Ratio 0.83
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar SEC/Real Estate TR USD
R-Squared 49.62 82.9
Beta 0.56 0.65
Alpha 4.57 3.18