Lazard US Short Duration Fixed Income Portfolio

Scorecard
3 / 5 Stars
Lipper
1 1 5 5 1
Zacks Investment Research
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Standard & Poor's
4 / 5 Stars
TheStreet.com
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Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 2.08
Mean 0.16
Sharpe Ratio 0.9
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays Municipal 10 Yr 8-12 TR USD
R-Squared 58.08 72.87
Beta 0.56 0.41
Alpha -0.21 -0.4