Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LITIX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) | NA | -11.63% | 1.48% | 2.96% | NA | NA | NA | … | … |
Data as of 12/31/2018, Common starting date is 10/14/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LITIX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 10/14/2011 | 12/31/2018 |
| 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 (%) | 1.44 | -11.63 | 1.48 | 2.96 | NA | NA | NA | … | … | -11.41 | 14.69 | 2.85 | 0.36 | 10.35 | 0.90 | 45.15 | -10.11 |
| Sharpe Ratio | NA | -1.14 | 0.07 | 0.22 | NA | NA | NA | … | … | -1.14 | 1.91 | 0.17 | 0.02 | 1.13 | 0.06 | 2.96 | -1.27 |
| Standard Deviation(%) | NA | 11.16 | 11.66 | 11.63 | NA | NA | NA | … | … | 11.16 | 7.41 | 15.10 | 13.66 | 9.11 | 15.07 | 15.36 | 31.40 |
| Draw Down(%) | NA | 14.37 | 14.37 | 16.75 | NA | NA | NA | … | … | 14.37 | 4.09 | 12.53 | 12.31 | 7.52 | 18.32 | 12.83 | 15.52 |
| Yield(%) | 0.00 | 2.42 | 3.57 | 5.79 | 5.26 | 3.50 | 2.63 | … | … | 2.42 | 4.97 | 3.13 | 6.62 | 12.67 | 9.28 | 5.49 | 5.22 |
Data as of 12/31/2018, Common starting date is 10/14/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LITIX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) |
1.09%
Jan 2013 – Jan 2016 |
2.85%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LITIX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) |
17.35%
Dec 2011 – Dec 2014 |
10.78%
Dec 2011 – Dec 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart