Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LOR (Lazard World Dividend & Income) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 02/13/2020, Common starting date is 06/28/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOR (Lazard World Dividend & Income) | 06/28/2005 | 12/03/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | 13.62 | -26.74 | 21.33 | 17.20 | -24.58 | -2.99 | 23.61 | 23.66 | -9.71 | 19.30 | 40.92 | -48.14 | 0.60 | 55.82 | -7.68 |
| Sharpe Ratio | NA | 0.09 | 0.02 | -0.30 | 0.20 | NA | NA | … | … | 1.02 | -1.73 | 2.18 | 0.97 | -1.32 | -0.16 | 1.52 | 1.70 | -0.36 | 0.93 | 1.25 | -0.91 | -0.10 | 3.62 | -1.03 |
| Standard Deviation(%) | NA | 14.52 | 13.21 | 15.70 | 17.68 | NA | NA | … | … | 13.05 | 16.26 | 9.55 | 17.42 | 18.65 | 19.04 | 15.55 | 14.02 | 26.72 | 20.62 | 32.69 | 53.91 | 24.46 | 14.59 | 16.48 |
| Draw Down(%) | NA | 13.69 | 35.37 | 42.55 | 48.08 | NA | NA | … | … | 11.42 | 35.37 | 4.88 | 16.89 | 29.73 | 18.75 | 14.81 | 14.74 | 23.05 | 20.46 | 38.36 | 62.14 | 24.57 | 7.43 | 14.38 |
| Yield(%) | 0.00 | 7.56 | 7.88 | 5.46 | 7.68 | 6.49 | 4.86 | … | … | 7.45 | 7.62 | 7.23 | 7.63 | 6.97 | 7.07 | 7.30 | 7.16 | 7.05 | 7.52 | 8.60 | 10.29 | 19.19 | 18.14 | 3.59 |
Data as of 02/13/2020, Common starting date is 06/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOR (Lazard World Dividend & Income) |
-16.04%
Feb 2006 – Feb 2009 |
-4.74%
May 2007 – May 2012 |
0.37%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOR (Lazard World Dividend & Income) |
29.40%
Feb 2009 – Feb 2012 |
23.01%
Feb 2009 – Feb 2014 |
11.58%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart