Lazard US Short Duration Fixed Income Portfolio

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 2.07
Mean 0.17
Sharpe Ratio 0.94
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays Municipal 10 Yr 8-12 TR USD
R-Squared 58.07 72.77
Beta 0.55 0.41
Alpha -0.09 -0.44