Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LUSIX (The Lazard Funds Inc. - Lazard US Systematic Small Cap Equity Portfolio) | NA | NA | -100.00% | -100.00% | NA | NA | NA | -100.00% |
Data as of 02/17/2011, AR inception is 03/18/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LUSIX (The Lazard Funds Inc. - Lazard US Systematic Small Cap Equity Portfolio) | 03/18/2004 | 02/17/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | -100.00 | -100.00 | NA | NA | NA | -100.00 | -100.00 | 0.00 | 13.87 | -30.52 | -25.21 | 12.80 | -7.07 | 13.68 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.00 | 0.37 | -0.69 | -1.25 | 0.70 | -0.61 | 1.28 |
| Standard Deviation(%) | NA | 0.00 | NA | NA | NA | NA | NA | NA | 0.00 | NA | 37.56 | 45.53 | 22.70 | 13.71 | 15.19 | 12.99 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | 100.00 | 100.00 | 0.00 | 38.30 | 48.29 | 30.75 | 10.94 | 10.59 | 8.67 |
| Yield(%) | NA | NA | 0.57 | 1.97 | 1.76 | 1.17 | 0.88 | 2.93 | NA | 0.00 | 0.00 | 1.68 | 0.00 | 9.01 | 0.07 | 7.30 |
Data as of 02/17/2011, AR inception is 03/18/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUSIX (The Lazard Funds Inc. - Lazard US Systematic Small Cap Equity Portfolio) |
-25.61%
Feb 2006 - Feb 2009 |
-10.22%
Jun 2004 - Jun 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUSIX (The Lazard Funds Inc. - Lazard US Systematic Small Cap Equity Portfolio) |
9.03%
May 2004 - May 2007 |
-7.16%
Aug 2004 - Aug 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart