Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LZMOX (LAZARD US MID CAP EQUITY PORTFOLIO OPEN SHARES) | NA | -1.40% | 2.99% | 8.55% | 1.81% | 3.63% | NA | … | … |
Data as of 12/22/2016, Common starting date is 12/17/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LZMOX (LAZARD US MID CAP EQUITY PORTFOLIO OPEN SHARES) | 12/17/1998 | 12/22/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.40 | 2.99 | 8.55 | 1.81 | 3.63 | NA | … | … | -2.06 | -3.23 | 13.94 | 32.59 | 5.44 | -5.85 | 23.09 | 37.57 | -39.79 | -13.63 | 8.88 | 0.08 | 14.76 | 28.73 | -16.37 | -6.46 | 5.22 | 2.93 | 7.19 |
| Sharpe Ratio | NA | -0.12 | 0.23 | 0.62 | 0.06 | NA | NA | … | … | -0.17 | -0.21 | 1.11 | 2.73 | 0.38 | -0.23 | 1.22 | 1.31 | -1.04 | -0.92 | 0.51 | -0.18 | 1.00 | 1.96 | -0.82 | -0.40 | 0.04 | -0.03 | 37.55 |
| Standard Deviation(%) | NA | 13.94 | 13.97 | 13.70 | 21.67 | NA | NA | … | … | 13.97 | 15.40 | 12.55 | 11.94 | 14.34 | 26.11 | 18.82 | 28.67 | 39.20 | 18.31 | 10.76 | 12.31 | 13.81 | 14.26 | 21.39 | 22.84 | 25.00 | 13.82 | 15.87 |
| Draw Down(%) | NA | 16.78 | 24.83 | 24.83 | 65.27 | NA | NA | … | … | 15.66 | 12.91 | 7.26 | 5.41 | 12.32 | 24.81 | 14.89 | 27.41 | 50.37 | 24.32 | 8.53 | 7.92 | 8.66 | 11.53 | 31.03 | 26.62 | 15.78 | 19.65 | 0.81 |
| Yield(%) | 0.00 | 0.00 | 0.10 | 0.18 | 0.13 | 0.12 | 0.12 | … | … | 0.00 | 0.05 | 0.25 | 0.39 | 0.06 | 0.02 | 0.79 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.14 | 0.36 |
Data as of 12/22/2016, Common starting date is 12/17/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZMOX (LAZARD US MID CAP EQUITY PORTFOLIO OPEN SHARES) |
-22.45%
Feb 2006 – Feb 2009 |
-12.45%
Feb 2004 – Feb 2009 |
-4.61%
Feb 1999 – Feb 2009 |
2.22%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZMOX (LAZARD US MID CAP EQUITY PORTFOLIO OPEN SHARES) |
27.38%
Feb 2009 – Feb 2012 |
21.74%
Feb 2009 – Feb 2014 |
5.03%
Mar 2003 – Mar 2013 |
4.45%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart