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Saturday, December 5, 2009, 7:01AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Lazard International Equity Open (LZIOX)On Dec 4: 13.42  Down 0.10 (0.74%)  
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Risk  As of 31-Oct-09Get 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
StatisticLZIOXCategory
Alpha (against Standard Index)-0.58-0.42
Beta (against Standard Index)0.891.00
Mean Annual Return-4.77-0.24
R-squared (against Standard Index)9595.20
Standard Deviation21.9424.69
Sharpe Ratio-0.22N/A
Treynor Ratio-8.06N/A
5 Years
StatisticLZIOXCategory
Alpha (against Standard Index)-0.87-0.74
Beta (against Standard Index)0.901.00
Mean Annual Return4.130.52
R-squared (against Standard Index)9594.71
Standard Deviation18.2620.34
Sharpe Ratio0.15N/A
Treynor Ratio1.23N/A
10 Years
StatisticLZIOXCategory
Alpha (against Standard Index)-1.392.15
Beta (against Standard Index)0.900.98
Mean Annual Return0.810.49
R-squared (against Standard Index)9491.79
Standard Deviation16.6618.42
Sharpe Ratio-0.04N/A
Treynor Ratio-2.40N/A

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