Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MEVOX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO OPEN SHARES) | NA | 5.25% | 1.02% | 2.07% | NA | NA | NA | 4.93% |
Data as of 12/30/2024, AR inception is 06/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEVOX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO OPEN SHARES) | 06/01/2015 | 12/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.25 | 1.02 | 2.07 | NA | NA | NA | 4.93 | 5.60 | 6.14 | -8.08 | 14.75 | -6.41 | 21.37 | -7.50 | 20.11 | 6.15 | -2.60 |
| Sharpe Ratio | NA | -0.15 | -0.29 | -0.03 | NA | NA | NA | 0.23 | -0.15 | 0.22 | -0.64 | 1.63 | -0.25 | 2.26 | -0.73 | 3.74 | 0.51 | -0.31 |
| Standard Deviation(%) | NA | 6.60 | 10.65 | 15.03 | NA | NA | NA | 13.06 | 6.60 | 8.58 | 14.95 | 9.02 | 26.58 | 8.83 | 12.11 | 5.23 | 11.71 | 14.05 |
| Draw Down(%) | NA | 4.84 | 18.01 | 32.48 | NA | NA | NA | 32.48 | 4.84 | 7.05 | 18.01 | 5.61 | 32.48 | 4.94 | 15.66 | 2.15 | 7.72 | 10.32 |
| Yield(%) | 0.00 | 0.00 | 1.25 | 1.44 | 1.98 | 1.32 | 0.99 | 2.20 | 0.00 | 2.67 | 1.35 | 3.05 | 0.46 | 1.35 | 1.30 | 4.36 | 2.01 | 1.48 |
Data as of 12/30/2024, AR inception is 06/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEVOX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO OPEN SHARES) |
-2.55%
Sep 2019 - Sep 2022 |
0.92%
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 |
|---|---|---|---|---|
| MEVOX (LAZARD MANAGED EQUITY VOLATILITY PORTFOLIO OPEN SHARES) |
11.34%
Sep 2015 - Sep 2018 |
8.00%
Oct 2016 - Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart