Lazard US Realty Income Portfolio

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 11.49
Mean 0.86
Sharpe Ratio 0.89
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar SEC/Real Estate TR USD
R-Squared 49.56 82.74
Beta 0.56 0.65
Alpha 5.09 3.43