Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LZGOX (LAZARD GLOBAL FIXED INCOME PORTFOLIO OPEN SHARES) | NA | 9.52% | -7.15% | -1.55% | -1.26% | NA | NA | … | … |
Data as of 10/30/2023, Common starting date is 04/02/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LZGOX (LAZARD GLOBAL FIXED INCOME PORTFOLIO OPEN SHARES) | 04/02/2012 | 10/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.52 | -7.15 | -1.55 | -1.26 | NA | NA | … | … | 2.33 | -17.90 | -11.06 | 9.10 | 6.99 | -2.63 | 7.32 | -0.75 | -4.58 | -0.31 | -4.39 | 3.01 |
| Sharpe Ratio | NA | 0.70 | -1.32 | -0.47 | -0.39 | NA | NA | … | … | -0.23 | -2.28 | -2.28 | 1.23 | 1.45 | -1.02 | 1.41 | -0.18 | -0.89 | -0.09 | -0.93 | 1.22 |
| Standard Deviation(%) | NA | 6.98 | 6.64 | 6.21 | 5.46 | NA | NA | … | … | 6.19 | 8.48 | 4.86 | 7.15 | 3.85 | 3.89 | 4.75 | 5.35 | 5.17 | 3.67 | 4.75 | 3.29 |
| Draw Down(%) | NA | 5.27 | 31.53 | 31.53 | 31.53 | NA | NA | … | … | 5.27 | 24.61 | 11.97 | 11.03 | 1.95 | 6.54 | 3.30 | 9.45 | 5.46 | 5.11 | 7.56 | 1.79 |
| Yield(%) | 0.00 | 1.72 | 2.62 | 2.48 | 1.86 | 1.39 | 1.05 | … | … | 1.11 | 1.45 | 3.44 | 3.41 | 1.97 | 1.69 | 1.80 | 1.25 | 1.48 | 1.95 | 2.03 | 1.40 |
Data as of 10/30/2023, Common starting date is 04/02/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZGOX (LAZARD GLOBAL FIXED INCOME PORTFOLIO OPEN SHARES) |
-8.29%
Oct 2019 – Oct 2022 |
-4.14%
Sep 2017 – Sep 2022 |
-2.50%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZGOX (LAZARD GLOBAL FIXED INCOME PORTFOLIO OPEN SHARES) |
4.39%
Dec 2017 – Dec 2020 |
3.91%
Dec 2015 – Dec 2020 |
-0.82%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart