Lazard US Small-Mid Cap Equity Portfolio R6

Scorecard
3 / 5 Stars
Lipper
3 3 3 4 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.44
Mean 1.04
Sharpe Ratio 0.71
Bear Market Decile Rank 94

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 86.46 96.99
Beta 1.3 1.05
Alpha -6.02 -3.22