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Lazard US High Yield Open (LZHOX)
On
Dec 8
:
4.68
0.00
(0.00%)
MORE ON LZHOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
9.25%
Worst 1 Yr Total Return
(2008)
:
-20.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LZHOX
Category
Alpha (against Standard Index)
-2.15
-3.12
Beta (against Standard Index)
1.01
1.16
Mean Annual Return
3.34
0.31
R-squared (against Standard Index)
10
10.86
Standard Deviation
12.92
15.35
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.91
N/A
5 Years
Statistic
LZHOX
Category
Alpha (against Standard Index)
0.26
-0.09
Beta (against Standard Index)
0.84
0.92
Mean Annual Return
4.49
0.40
R-squared (against Standard Index)
9
8.80
Standard Deviation
10.16
12.20
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.76
N/A
10 Years
Statistic
LZHOX
Category
Alpha (against Standard Index)
-1.06
0.55
Beta (against Standard Index)
0.39
0.51
Mean Annual Return
2.64
0.43
R-squared (against Standard Index)
2
3.74
Standard Deviation
10.24
10.75
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.84
N/A
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