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Saturday, December 12, 2009, 4:10AM ET - U.S. Markets Closed. Dow Up 0.63% Nasdaq Down 0.03%
Lazard US Strategic Equity Open (LZUOX)On Dec 11: 8.00  Up 0.01 (0.13%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:2
Best 1 Yr Total Return (2006):17.20%
Worst 1 Yr Total Return (2008):-35.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLZUOXCategory
Alpha (against Standard Index)-0.400.06
Beta (against Standard Index)1.001.00
Mean Annual Return-6.25-0.33
R-squared (against Standard Index)9795.82
Standard Deviation20.1920.42
Sharpe Ratio-0.33N/A
Treynor Ratio-8.50N/A
5 Years
StatisticLZUOXCategory
Alpha (against Standard Index)N/A0.04
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.17
R-squared (against Standard Index)N/A95.19
Standard DeviationN/A16.64
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticLZUOXCategory
Alpha (against Standard Index)N/A0.81
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A91.13
Standard DeviationN/A16.39
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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