LEVOX - Lazard US Equity Concentrated Portfolio Open Shares

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up11
Number of Years Down3
Best 1 Yr Total Return (Feb. 3, 2019)31.42%
Worst 1 Yr Total Return (Feb. 3, 2019)-36.43%

Risk Statistics

3 Years
LEVOXCategory Average
5 Years
LEVOXCategory Average
10 Years
LEVOXCategory Average
Alpha
-3.33-0.02
-2.39-0.02
-1.44-0.02
Beta
0.970.01
0.960.01
10.01
Mean Annual Return
0.670.01
0.710.01
1.050.01
R-squared
93.880.96
90.590.95
91.50.95
Standard Deviation
17.060.17
14.870.15
14.020.14
Sharpe Ratio
0.370
0.490
0.860.01
Treynor Ratio
5.260.06
6.760.07
11.660.11