Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IEVIX (Lazard International Equity Value Portfolio Institutional Shares) | NA | -16.83% | -3.53% | NA | NA | NA | NA | -4.26% |
Data as of 07/27/2022, AR inception is 11/01/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IEVIX (Lazard International Equity Value Portfolio Institutional Shares) | 11/01/2018 | 07/27/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -16.83 | -3.53 | NA | NA | NA | NA | -4.26 | -17.48 | 2.67 | -5.45 | 8.86 | -10.04 |
| Sharpe Ratio | NA | -0.89 | -0.16 | NA | NA | NA | NA | -0.18 | -1.30 | 0.18 | -0.16 | 0.55 | -2.57 |
| Standard Deviation(%) | NA | 19.26 | 24.53 | NA | NA | NA | NA | 22.88 | 22.63 | 14.62 | 35.13 | 13.54 | 19.51 |
| Draw Down(%) | NA | 21.80 | 42.29 | NA | NA | NA | NA | 42.29 | 21.80 | 12.38 | 42.29 | 12.71 | 13.11 |
| Yield(%) | 0.00 | 4.52 | 3.81 | 2.25 | 1.13 | 0.75 | 0.56 | 3.75 | 0.00 | 4.81 | 2.00 | 5.26 | 0.10 |
Data as of 07/27/2022, AR inception is 11/01/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEVIX (Lazard International Equity Value Portfolio Institutional Shares) |
-3.56%
Jun 2019 - Jun 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEVIX (Lazard International Equity Value Portfolio Institutional Shares) |
5.70%
Dec 2018 - Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart