Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMMIX (LAZARD EMERGING MARKETS MULTI ASSET PORTFOLIO INSTITUTIONAL SHARES) | NA | -17.71% | 2.59% | -1.85% | NA | NA | NA | … | … |
Data as of 12/28/2018, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMMIX (LAZARD EMERGING MARKETS MULTI ASSET PORTFOLIO INSTITUTIONAL SHARES) | 04/07/2011 | 12/28/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.13 | -17.71 | 2.59 | -1.85 | NA | NA | NA | … | … | -18.05 | 22.08 | 8.92 | -11.69 | -5.46 | -2.51 | 14.03 | -14.47 |
| Sharpe Ratio | NA | -1.57 | 0.17 | -0.20 | NA | NA | NA | … | … | -1.60 | 3.23 | 0.65 | -0.97 | -0.64 | -0.27 | 1.43 | -1.23 |
| Standard Deviation(%) | NA | 12.13 | 11.12 | 10.87 | NA | NA | NA | … | … | 12.15 | 6.68 | 13.29 | 12.13 | 8.56 | 9.40 | 9.83 | 15.61 |
| Draw Down(%) | NA | 23.64 | 23.64 | 29.00 | NA | NA | NA | … | … | 23.64 | 2.97 | 9.45 | 18.99 | 14.29 | 12.17 | 11.80 | 18.65 |
| Yield(%) | 0.00 | 0.85 | 1.44 | 1.25 | 0.88 | 0.58 | 0.44 | … | … | 0.83 | 2.04 | 1.07 | 0.89 | 1.89 | 1.88 | 0.81 | 0.51 |
Data as of 12/28/2018, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMMIX (LAZARD EMERGING MARKETS MULTI ASSET PORTFOLIO INSTITUTIONAL SHARES) |
-8.78%
Feb 2013 – Feb 2016 |
-3.93%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMMIX (LAZARD EMERGING MARKETS MULTI ASSET PORTFOLIO INSTITUTIONAL SHARES) |
7.62%
Jan 2015 – Jan 2018 |
2.24%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart