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Monday, December 7, 2009, 11:26PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Lazard International Equity Sel Open (LZESX)On Dec 7: 7.80  Down 0.04 (0.51%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):22.72%
Worst 1 Yr Total Return (2008):-39.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLZESXCategory
Alpha (against Standard Index)-2.79-0.42
Beta (against Standard Index)0.881.00
Mean Annual Return-6.73-0.24
R-squared (against Standard Index)9595.20
Standard Deviation21.5424.69
Sharpe Ratio-0.33N/A
Treynor Ratio-10.44N/A
5 Years
StatisticLZESXCategory
Alpha (against Standard Index)-2.30-0.74
Beta (against Standard Index)0.881.00
Mean Annual Return2.620.52
R-squared (against Standard Index)9594.71
Standard Deviation17.9420.34
Sharpe Ratio0.07N/A
Treynor Ratio-0.46N/A
10 Years
StatisticLZESXCategory
Alpha (against Standard Index)N/A2.15
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A0.49
R-squared (against Standard Index)N/A91.79
Standard DeviationN/A18.42
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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