Lazard US Small-Mid Cap Equity Portfolio R6

Scorecard
3 / 5 Stars
Lipper
3 2 3 4 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.43
Mean 1.01
Sharpe Ratio 0.69
Bear Market Decile Rank 95

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 86.53 96.99
Beta 1.3 1.05
Alpha -6.33 -3.53