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Tuesday, December 1, 2009, 11:11PM ET - U.S. Markets Closed. Dow  1.23% Nasdaq  1.46%

Lazard US Mid Cap Equity Open (LZMOX)

On Dec 1: 10.00   0.13 (1.32%)

MORE ON LZMOX

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 24.59% Worst 1 Yr Total Return (2008): -38.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LZMOX Category Alpha (against Standard Index) 1.37 2.32 Beta (against Standard Index) 1.11 1.15 Mean Annual Return -7.13 -0.35 R-squared (against Standard Index) 91 90.18 Standard Deviation 22.63 23.68 Sharpe Ratio -0.32 N/A Treynor Ratio -8.63 N/A 5 Years Statistic LZMOX Category Alpha (against Standard Index) 1.33 2.22 Beta (against Standard Index) 1.11 1.16 Mean Annual Return 1.05 0.30 R-squared (against Standard Index) 90 89.12 Standard Deviation 18.57 19.61 Sharpe Ratio -0.01 N/A Treynor Ratio -1.78 N/A 10 Years Statistic LZMOX Category Alpha (against Standard Index) 7.40 7.83 Beta (against Standard Index) 0.94 0.94 Mean Annual Return 6.62 0.70 R-squared (against Standard Index) 78 72.23 Standard Deviation 17.14 17.96 Sharpe Ratio 0.29 N/A Treynor Ratio 3.89 N/A
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