Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IEVOX (Lazard International Equity Value Portfolio Open Shares) | NA | -16.95% | -3.71% | NA | NA | NA | NA | -4.39% |
Data as of 07/27/2022, AR inception is 11/06/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IEVOX (Lazard International Equity Value Portfolio Open Shares) | 11/06/2018 | 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 | -16.95 | -3.71 | NA | NA | NA | NA | -4.39 | -17.57 | 2.78 | -5.45 | 8.87 | -9.78 |
| Sharpe Ratio | NA | -0.90 | -0.17 | NA | NA | NA | NA | -0.18 | -1.31 | 0.19 | -0.16 | 0.56 | -2.62 |
| Standard Deviation(%) | NA | 19.26 | 24.58 | NA | NA | NA | NA | 22.94 | 22.64 | 14.57 | 35.27 | 13.36 | 19.82 |
| Draw Down(%) | NA | 21.98 | 42.29 | NA | NA | NA | NA | 42.29 | 21.98 | 12.49 | 42.29 | 12.73 | 13.12 |
| Yield(%) | 0.00 | 4.28 | 3.56 | 2.10 | 1.05 | 0.70 | 0.53 | 3.51 | 0.00 | 4.55 | 1.75 | 4.98 | 0.07 |
Data as of 07/27/2022, AR inception is 11/06/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEVOX (Lazard International Equity Value Portfolio Open Shares) |
-3.74%
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 |
|---|---|---|---|---|
| IEVOX (Lazard International Equity Value Portfolio Open Shares) |
5.51%
Dec 2018 - Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart