Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LITOX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO OPEN SHARES) | NA | -11.91% | 1.18% | 2.65% | NA | NA | NA | … | … |
Data as of 12/31/2018, Common starting date is 12/15/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LITOX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO OPEN SHARES) | 12/15/2009 | 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 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.44 | -11.91 | 1.18 | 2.65 | NA | NA | NA | … | … | -11.68 | 14.37 | 2.54 | -0.02 | 10.05 | 0.61 | 44.81 | -20.35 | 4.25 | -3.71 |
| Sharpe Ratio | NA | -1.16 | 0.04 | 0.19 | NA | NA | NA | … | … | -1.16 | 1.86 | 0.15 | 0.00 | 1.10 | 0.04 | 2.93 | -0.80 | 0.23 | -1.96 |
| Standard Deviation(%) | NA | 11.21 | 11.67 | 11.63 | NA | NA | NA | … | … | 11.21 | 7.42 | 15.09 | 13.61 | 9.10 | 15.04 | 15.44 | 25.48 | 18.39 | 29.56 |
| Draw Down(%) | NA | 14.65 | 14.65 | 16.98 | NA | NA | NA | … | … | 14.65 | 4.09 | 12.63 | 12.40 | 7.54 | 18.35 | 12.91 | 26.74 | 18.12 | 7.61 |
| Yield(%) | 0.00 | 2.43 | 3.36 | 5.55 | 5.15 | 3.44 | 2.58 | … | … | 2.43 | 4.63 | 2.82 | 6.32 | 12.36 | 9.01 | 5.14 | 5.87 | 3.38 | 8.19 |
Data as of 12/31/2018, Common starting date is 12/15/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LITOX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO OPEN SHARES) |
0.79%
Jan 2013 – Jan 2016 |
2.54%
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 |
|---|---|---|---|---|
| LITOX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO OPEN SHARES) |
17.04%
Dec 2011 – Dec 2014 |
12.01%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart