Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LZGIX (LAZARD GLOBAL FIXED INCOME PORTFOLIO INSTITUTIONAL SHARES) | NA | 9.60% | -6.97% | -1.32% | -0.95% | NA | NA | -0.85% |
Data as of 10/30/2023, AR inception is 04/02/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LZGIX (LAZARD GLOBAL FIXED INCOME PORTFOLIO INSTITUTIONAL SHARES) | 04/02/2012 | 10/30/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.60 | -6.97 | -1.32 | -0.95 | NA | NA | -0.85 | 2.34 | -17.64 | -11.25 | 9.34 | 7.28 | -2.05 | 7.81 | -0.55 | -4.17 | 0.00 | -4.11 | 3.20 |
| Sharpe Ratio | NA | 0.71 | -1.30 | -0.43 | -0.33 | NA | NA | -0.30 | -0.23 | -2.24 | -2.32 | 1.27 | 1.52 | -0.87 | 1.52 | -0.14 | -0.80 | 0.00 | -0.88 | 1.29 |
| Standard Deviation(%) | NA | 6.98 | 6.62 | 6.20 | 5.46 | NA | NA | 5.30 | 6.12 | 8.54 | 4.87 | 7.16 | 3.86 | 3.88 | 4.73 | 5.30 | 5.27 | 3.58 | 4.72 | 3.31 |
| Draw Down(%) | NA | 5.29 | 31.31 | 31.31 | 31.31 | NA | NA | 31.31 | 5.29 | 24.54 | 12.07 | 11.03 | 1.89 | 6.02 | 3.39 | 9.53 | 5.19 | 5.00 | 7.27 | 1.79 |
| Yield(%) | 0.00 | 1.93 | 2.91 | 2.79 | 2.18 | 1.63 | 1.22 | 2.22 | 1.25 | 1.68 | 3.96 | 3.67 | 2.25 | 2.28 | 2.28 | 1.46 | 1.89 | 2.27 | 2.30 | 1.58 |
Data as of 10/30/2023, AR inception is 04/02/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZGIX (LAZARD GLOBAL FIXED INCOME PORTFOLIO INSTITUTIONAL SHARES) |
-8.05%
Oct 2019 - Oct 2022 |
-3.80%
Sep 2017 - Sep 2022 |
-2.17%
Oct 2012 - Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZGIX (LAZARD GLOBAL FIXED INCOME PORTFOLIO INSTITUTIONAL SHARES) |
4.78%
Dec 2017 - Dec 2020 |
4.29%
Dec 2015 - Dec 2020 |
-0.50%
May 2012 - May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart