Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LEDOX (Lazard Emerging Markets Debt Portfolio Open Shares) | NA | -0.55% | 0.20% | -2.19% | -1.77% | NA | NA | 0.13% |
Data as of 04/25/2023, AR inception is 03/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEDOX (Lazard Emerging Markets Debt Portfolio Open Shares) | 03/01/2011 | 04/25/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | -0.55 | 0.20 | -2.19 | -1.77 | NA | NA | 0.13 | 3.91 | -17.57 | -8.37 | 108.30 | 14.86 | -8.57 | 10.64 | 6.26 | -9.22 | -2.60 | -7.44 | 18.67 | 0.50 |
| Sharpe Ratio | NA | -0.39 | -0.11 | -0.37 | -0.31 | NA | NA | -0.06 | 1.05 | -1.77 | -1.72 | 1.53 | 2.50 | -1.35 | 1.78 | 0.71 | -1.45 | -0.46 | -1.07 | 3.53 | 0.08 |
| Standard Deviation(%) | NA | 8.92 | 8.16 | 8.91 | 7.95 | NA | NA | 7.63 | 7.61 | 10.72 | 4.87 | 70.41 | 5.38 | 7.32 | 5.66 | 8.55 | 6.37 | 5.72 | 7.02 | 5.32 | 7.06 |
| Draw Down(%) | NA | 14.05 | 30.22 | 30.22 | 30.22 | NA | NA | 30.22 | 5.56 | 25.57 | 9.91 | 22.32 | 2.16 | 14.69 | 4.50 | 10.05 | 11.97 | 13.39 | 13.82 | 5.73 | 8.58 |
| Yield(%) | 0.00 | 5.30 | 7.94 | 5.64 | 3.89 | 3.57 | 2.67 | 4.46 | 1.38 | 4.32 | 3.45 | 4.07 | 5.14 | 4.22 | 4.82 | 4.02 | 3.51 | 4.69 | 4.60 | 7.01 | 2.74 |
Data as of 04/25/2023, AR inception is 03/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEDOX (Lazard Emerging Markets Debt Portfolio Open Shares) |
-8.46%
Oct 2019 - Oct 2022 |
-4.65%
Sep 2017 - Sep 2022 |
-2.51%
Oct 2012 - Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEDOX (Lazard Emerging Markets Debt Portfolio Open Shares) |
6.42%
Aug 2018 - Aug 2021 |
5.16%
Dec 2015 - Dec 2020 |
2.16%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart