Lazard US Short Duration Fixed Income Portfolio

Scorecard
3 / 5 Stars
Lipper
2 2 5 4 5
Zacks Investment Research
---
Standard & Poor's
3 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 1.96
Mean 0.12
Sharpe Ratio 0.7
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays Municipal 10 Yr 8-12 TR USD
R-Squared 51.6 68.15
Beta 0.51 0.38
Alpha -0.45 -0.71