Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MEVIX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO INSTITUTIONAL SHARES) | NA | 5.51% | 1.25% | 2.31% | NA | NA | NA | … | … |
Data as of 12/30/2024, Common starting date is 06/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEVIX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO INSTITUTIONAL SHARES) | 06/01/2015 | 12/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.51 | 1.25 | 2.31 | NA | NA | NA | … | … | 5.76 | 6.41 | -7.85 | 15.12 | -6.26 | 22.31 | -7.21 | 20.58 | 6.45 | -2.43 |
| Sharpe Ratio | NA | -0.13 | -0.26 | -0.01 | NA | NA | NA | … | … | -0.12 | 0.25 | -0.62 | 1.67 | -0.24 | 2.36 | -0.70 | 3.81 | 0.53 | -0.29 |
| Standard Deviation(%) | NA | 6.58 | 10.65 | 15.02 | NA | NA | NA | … | … | 6.58 | 8.62 | 14.95 | 9.04 | 26.54 | 8.85 | 12.15 | 5.25 | 11.67 | 14.14 |
| Draw Down(%) | NA | 4.91 | 17.84 | 32.46 | NA | NA | NA | … | … | 4.91 | 7.03 | 17.84 | 5.60 | 32.46 | 4.85 | 15.41 | 2.14 | 7.72 | 10.32 |
| Yield(%) | 0.00 | 0.18 | 1.47 | 1.67 | 2.34 | 1.56 | 1.17 | … | … | 0.18 | 2.94 | 1.58 | 3.34 | 0.69 | 2.25 | 1.58 | 4.71 | 2.32 | 1.65 |
Data as of 12/30/2024, Common starting date is 06/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEVIX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO INSTITUTIONAL SHARES) |
-2.31%
Sep 2019 – Sep 2022 |
1.31%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEVIX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO INSTITUTIONAL SHARES) |
11.67%
Sep 2015 – Sep 2018 |
8.44%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart