Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GDMIX (Lazard Global Dynamic Multi Asset Portfo) | NA | 1.67% | -3.97% | -2.98% | NA | NA | NA | 1.75% |
Data as of 12/30/2024, AR inception is 05/31/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDMIX (Lazard Global Dynamic Multi Asset Portfo) | 05/31/2016 | 12/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.67 | -3.97 | -2.98 | NA | NA | NA | 1.75 | 0.98 | 9.54 | -20.02 | -4.14 | 1.18 | 17.81 | -6.52 | 20.69 | 0.73 |
| Sharpe Ratio | NA | -1.28 | -0.89 | -0.46 | NA | NA | NA | -0.02 | -1.28 | 0.67 | -1.71 | -0.24 | 0.08 | 2.22 | -0.74 | 3.94 | 0.12 |
| Standard Deviation(%) | NA | 4.41 | 8.98 | 11.80 | NA | NA | NA | 10.43 | 4.41 | 7.99 | 12.55 | 17.22 | 12.58 | 7.37 | 10.69 | 5.12 | 8.38 |
| Draw Down(%) | NA | 4.31 | 24.18 | 34.84 | NA | NA | NA | 34.84 | 4.31 | 9.67 | 24.18 | 14.99 | 20.99 | 4.27 | 14.74 | 1.51 | 4.55 |
| Yield(%) | 0.00 | 0.54 | 0.16 | 0.78 | 2.65 | 1.77 | 1.33 | 3.32 | 0.54 | 0.00 | 0.00 | 1.47 | 1.98 | 1.51 | 12.65 | 5.73 | 0.53 |
Data as of 12/30/2024, AR inception is 05/31/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDMIX (Lazard Global Dynamic Multi Asset Portfo) |
-8.31%
Oct 2021 - Oct 2024 |
-3.72%
Sep 2018 - Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDMIX (Lazard Global Dynamic Multi Asset Portfo) |
9.95%
Dec 2016 - Dec 2019 |
8.26%
Oct 2016 - Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart