Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMBOX (LAZARD EMERGING MARKETS EQUITY BLEND PORTFOLIO OPEN SHARES) | NA | 17.75% | -0.89% | 1.95% | 0.64% | NA | NA | 1.74% |
Data as of 10/16/2023, AR inception is 06/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMBOX (LAZARD EMERGING MARKETS EQUITY BLEND PORTFOLIO OPEN SHARES) | 06/02/2010 | 10/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.75 | -0.89 | 1.95 | 0.64 | NA | NA | 1.74 | 7.00 | -19.25 | -5.75 | 14.38 | 24.36 | -21.39 | 35.38 | 12.74 | -12.77 | -8.95 | -1.46 | 17.98 | -20.74 | 22.99 |
| Sharpe Ratio | NA | 1.25 | -0.16 | 0.03 | -0.01 | NA | NA | 0.06 | 0.46 | -1.05 | -0.41 | 0.47 | 1.73 | -1.35 | 3.68 | 0.71 | -0.75 | -0.67 | -0.11 | 1.14 | -0.83 | 2.86 |
| Standard Deviation(%) | NA | 13.04 | 15.58 | 19.25 | 17.17 | NA | NA | 17.55 | 10.22 | 19.70 | 14.25 | 30.14 | 13.25 | 16.86 | 9.49 | 17.74 | 17.18 | 13.39 | 13.41 | 15.90 | 25.12 | 14.73 |
| Draw Down(%) | NA | 10.04 | 38.24 | 38.24 | 41.46 | NA | NA | 41.46 | 10.04 | 31.34 | 16.17 | 37.03 | 11.50 | 29.38 | 4.45 | 12.16 | 24.91 | 19.35 | 14.60 | 17.85 | 29.48 | 6.22 |
| Yield(%) | 0.00 | 3.11 | 1.60 | 1.76 | 1.27 | 1.10 | 0.83 | 1.27 | 0.00 | 2.27 | 0.94 | 1.09 | 2.38 | 1.11 | 0.74 | 0.23 | 1.66 | 1.65 | 0.87 | 0.72 | 0.77 | 0.16 |
Data as of 10/16/2023, AR inception is 06/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMBOX (LAZARD EMERGING MARKETS EQUITY BLEND PORTFOLIO OPEN SHARES) |
-10.49%
Feb 2013 - Feb 2016 |
-6.33%
Feb 2011 - Feb 2016 |
-0.59%
Oct 2012 - Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMBOX (LAZARD EMERGING MARKETS EQUITY BLEND PORTFOLIO OPEN SHARES) |
13.11%
Feb 2016 - Feb 2019 |
13.59%
Feb 2016 - Feb 2021 |
4.57%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart