Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SUSTX (Lazard US Sustainable Equity Portfolio Institutional Shares) | NA | -0.38% | -0.21% | 0.49% | 1.90% | 2.61% | NA | … | … |
Data as of 08/08/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SUSTX (Lazard US Sustainable Equity Portfolio Institutional Shares) | 06/21/1996 | 08/08/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.38 | -0.21 | 0.49 | 1.90 | 2.61 | NA | … | … | -0.31 | -0.36 | 0.02 | 0.91 | 1.79 | -0.75 | 6.34 | 6.85 | 3.47 | 1.39 | 0.21 | 1.18 | 4.01 | 6.59 | 6.66 | 2.75 | 6.29 | 5.90 | 3.90 |
| Sharpe Ratio | NA | -0.47 | -0.33 | 0.47 | 0.55 | NA | NA | … | … | -0.59 | -0.55 | -0.05 | 0.86 | 1.28 | -0.51 | 1.81 | 1.83 | 0.10 | -0.61 | -0.49 | 0.33 | 1.59 | 1.98 | 1.44 | -0.27 | 1.40 | -23.83 | 1.87 |
| Standard Deviation(%) | NA | 0.85 | 0.75 | 1.01 | 1.60 | NA | NA | … | … | 0.90 | 0.72 | 0.68 | 1.02 | 1.34 | 1.66 | 2.97 | 2.10 | 1.76 | 1.27 | 1.50 | 1.47 | 1.83 | 2.19 | 1.83 | 1.71 | 2.13 | 2.06 | 2.16 |
| Draw Down(%) | NA | 0.60 | 0.82 | 1.04 | 2.00 | NA | NA | … | … | 0.60 | 0.70 | 0.45 | 0.49 | 1.03 | 1.54 | 2.00 | 0.69 | 0.61 | 0.67 | 1.44 | 1.01 | 1.08 | 1.07 | 0.30 | 0.70 | 0.59 | 0.61 | 0.51 |
| Yield(%) | 0.00 | 0.44 | 1.08 | 1.41 | 2.21 | 2.69 | 2.84 | … | … | 0.10 | 0.55 | 0.82 | 2.39 | 2.76 | 0.50 | 3.13 | 4.33 | 3.69 | 2.47 | 2.37 | 2.53 | 2.68 | 4.65 | 5.05 | 4.47 | 5.01 | 5.32 | 3.03 |
Data as of 08/08/2014, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUSTX (Lazard US Sustainable Equity Portfolio Institutional Shares) |
-0.18%
Jul 2011 – Jul 2014 |
0.32%
Dec 2008 – Dec 2013 |
1.90%
Mar 2004 – Mar 2014 |
2.59%
Jul 1999 – Jul 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUSTX (Lazard US Sustainable Equity Portfolio Institutional Shares) |
5.89%
Sep 1999 – Sep 2002 |
5.87%
Sep 1996 – Sep 2001 |
4.10%
Feb 1998 – Feb 2008 |
3.72%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart