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Lazard International Equity Open (LZIOX)
On
Dec 4
:
13.42
0.10
(0.74%)
MORE ON LZIOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.59%
Worst 1 Yr Total Return
(2008)
:
-37.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LZIOX
Category
Alpha (against Standard Index)
-0.58
-0.42
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
-4.77
-0.24
R-squared (against Standard Index)
95
95.20
Standard Deviation
21.94
24.69
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.06
N/A
5 Years
Statistic
LZIOX
Category
Alpha (against Standard Index)
-0.87
-0.74
Beta (against Standard Index)
0.90
1.00
Mean Annual Return
4.13
0.52
R-squared (against Standard Index)
95
94.71
Standard Deviation
18.26
20.34
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
LZIOX
Category
Alpha (against Standard Index)
-1.39
2.15
Beta (against Standard Index)
0.90
0.98
Mean Annual Return
0.81
0.49
R-squared (against Standard Index)
94
91.79
Standard Deviation
16.66
18.42
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.40
N/A
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