Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LRIOX (LAZARD US REALTY INCOME PORTFOLIO OPEN SHARES) | NA | 2.40% | 3.57% | 3.87% | NA | NA | NA | 16.66% |
Data as of 09/14/2018, AR inception is 11/24/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRIOX (LAZARD US REALTY INCOME PORTFOLIO OPEN SHARES) | 11/24/2008 | 09/14/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.40 | 3.57 | 3.87 | NA | NA | NA | 16.66 | 0.72 | 2.91 | 6.54 | -9.63 | 21.37 | 1.99 | 23.01 | -0.15 | 20.33 | 71.58 | 27.80 |
| Sharpe Ratio | NA | 0.15 | 0.25 | 0.32 | NA | NA | NA | 1.01 | -0.02 | 0.30 | 0.40 | -0.72 | 2.58 | 0.17 | 3.11 | -0.01 | 1.32 | 3.07 | 27.18 |
| Standard Deviation(%) | NA | 8.50 | 11.99 | 11.36 | NA | NA | NA | 14.91 | 9.27 | 7.67 | 15.80 | 13.36 | 8.28 | 11.38 | 7.44 | 20.54 | 15.35 | 23.26 | 39.95 |
| Draw Down(%) | NA | 10.53 | 17.63 | 26.48 | NA | NA | NA | 32.40 | 10.12 | 5.46 | 14.29 | 17.96 | 5.62 | 16.65 | 4.24 | 17.19 | 12.63 | 32.40 | 4.66 |
| Yield(%) | 0.00 | 3.63 | 3.61 | 6.53 | 16.68 | 11.12 | 8.34 | 18.54 | 1.87 | 3.23 | 3.07 | 5.98 | 7.96 | 15.05 | 7.76 | 29.60 | 6.48 | 9.44 | 4.71 |
Data as of 09/14/2018, AR inception is 11/24/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRIOX (LAZARD US REALTY INCOME PORTFOLIO OPEN SHARES) |
-4.22%
Feb 2015 - Feb 2018 |
-0.18%
Apr 2013 - Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRIOX (LAZARD US REALTY INCOME PORTFOLIO OPEN SHARES) |
39.11%
Feb 2009 - Feb 2012 |
27.69%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart