Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LREIX (LAZARD US REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) | NA | -23.46% | -33.51% | -7.26% | -1.00% | NA | NA | -0.06% |
Data as of 03/02/2023, AR inception is 10/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LREIX (LAZARD US REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 10/28/2011 | 03/02/2023 |
| 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 (%) | -2.12 | -23.46 | -33.51 | -7.26 | -1.00 | NA | NA | -0.06 | 4.15 | -34.82 | -58.11 | -10.44 | 135.45 | -7.77 | 7.94 | 5.31 | 4.64 | 25.47 | 1.95 | 20.83 | -13.33 |
| Sharpe Ratio | NA | -0.96 | -0.46 | -0.14 | -0.04 | NA | NA | -0.01 | 1.00 | -1.34 | -0.48 | -0.23 | 3.71 | -0.59 | 0.75 | 0.31 | 0.15 | 2.37 | 0.13 | 1.60 | -1.16 |
| Standard Deviation(%) | NA | 27.16 | 75.29 | 60.54 | 44.46 | NA | NA | 42.36 | 21.47 | 27.13 | 151.73 | 45.83 | 36.12 | 15.43 | 9.76 | 16.62 | 31.17 | 10.73 | 14.54 | 13.07 | 49.00 |
| Draw Down(%) | NA | 33.28 | 77.17 | 77.17 | 77.17 | NA | NA | 77.17 | 8.67 | 35.77 | 68.68 | 42.72 | 4.97 | 14.21 | 5.35 | 13.47 | 25.66 | 6.00 | 15.84 | 8.05 | 14.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 18.62 | 12.22 | 8.88 | 6.66 | 12.11 | 0.00 | 0.00 | 0.00 | 0.00 | 93.45 | 3.74 | 10.34 | 3.04 | 8.31 | 2.93 | 9.37 | 3.92 | 0.00 |
Data as of 03/02/2023, AR inception is 10/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LREIX (LAZARD US REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) |
-34.93%
Dec 2019 - Dec 2022 |
-9.76%
Dec 2017 - Dec 2022 |
-0.93%
Dec 2012 - Dec 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LREIX (LAZARD US REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) |
36.70%
Jul 2018 - Jul 2021 |
23.75%
Aug 2015 - Aug 2020 |
5.37%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart