Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LZMIX (LAZARD US MID CAP EQUITY PORTFOLIO INSTITUTIONAL SHARES) | NA | -1.16% | 3.31% | 8.85% | 4.05% | 6.52% | NA | 7.46% |
Data as of 12/22/2016, AR inception is 12/16/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LZMIX (LAZARD US MID CAP EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 12/16/1997 | 12/22/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.16 | 3.31 | 8.85 | 4.05 | 6.52 | NA | 7.46 | -1.81 | -2.99 | 14.35 | 32.95 | 5.76 | -5.59 | 23.43 | 38.49 | -38.36 | -2.98 | 14.90 | 8.89 | 24.76 | 29.04 | -14.48 | 12.91 | 22.90 | 4.39 | 3.64 | 2.71 |
| Sharpe Ratio | NA | -0.10 | 0.25 | 0.64 | 0.17 | NA | NA | 0.32 | -0.15 | -0.20 | 1.14 | 2.75 | 0.40 | -0.22 | 1.24 | 1.33 | -1.00 | -0.41 | 1.19 | 0.67 | 2.11 | 1.98 | -0.73 | 0.57 | 0.87 | 0.08 | 0.02 | 8.71 |
| Standard Deviation(%) | NA | 13.92 | 13.95 | 13.68 | 21.32 | NA | NA | 18.99 | 13.95 | 15.40 | 12.54 | 11.95 | 14.27 | 26.07 | 18.82 | 28.80 | 39.05 | 14.66 | 9.75 | 9.97 | 11.27 | 14.29 | 21.21 | 18.89 | 21.73 | 13.81 | 17.86 | 10.64 |
| Draw Down(%) | NA | 16.71 | 24.60 | 24.60 | 60.07 | NA | NA | 60.07 | 15.57 | 12.71 | 7.20 | 5.40 | 12.30 | 24.76 | 14.77 | 27.32 | 50.32 | 16.07 | 8.49 | 6.96 | 8.54 | 11.52 | 29.59 | 19.73 | 9.14 | 19.20 | 31.77 | 1.39 |
| Yield(%) | 0.00 | 0.00 | 0.32 | 0.46 | 1.98 | 3.46 | 4.75 | 5.00 | 0.00 | 0.36 | 0.54 | 0.38 | 0.27 | 0.28 | 1.10 | 1.00 | 1.44 | 10.74 | 5.92 | 8.70 | 9.76 | 0.33 | 1.66 | 19.13 | 15.71 | 1.28 | 1.59 | 0.11 |
Data as of 12/22/2016, AR inception is 12/16/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZMIX (LAZARD US MID CAP EQUITY PORTFOLIO INSTITUTIONAL SHARES) |
-17.25%
Feb 2006 - Feb 2009 |
-5.89%
Feb 2004 - Feb 2009 |
2.75%
Feb 1999 - Feb 2009 |
6.38%
May 2001 - May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LZMIX (LAZARD US MID CAP EQUITY PORTFOLIO INSTITUTIONAL SHARES) |
27.88%
Feb 2009 - Feb 2012 |
22.16%
Feb 2009 - Feb 2014 |
10.74%
Aug 1998 - Aug 2008 |
9.81%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart