Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XLORX (Lazard World Dividend & Income Fund Inc) | NA | 5.27% | 2.99% | -2.66% | 1.36% | NA | NA | … | … |
Data as of 02/13/2020, Common starting date is 07/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XLORX (Lazard World Dividend & Income Fund Inc) | 07/06/2005 | 02/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.27 | 2.99 | -2.66 | 1.36 | NA | NA | … | … | 0.00 | 14.40 | -16.10 | 16.02 | 5.38 | -24.59 | -5.10 | 16.62 | 18.44 | -11.87 | 6.60 | 33.33 | -51.66 | -11.39 | 14.15 | 5.26 |
| Sharpe Ratio | NA | 0.26 | 0.13 | -0.25 | 0.07 | NA | NA | … | … | 0.00 | 1.06 | -1.18 | 1.99 | 0.28 | -1.53 | -0.45 | 1.31 | 1.20 | -0.49 | 0.35 | 1.36 | -1.38 | -0.76 | 0.81 | 0.87 |
| Standard Deviation(%) | NA | 11.31 | 11.92 | 14.12 | 15.66 | NA | NA | … | … | NA | 12.27 | 14.81 | 7.79 | 18.25 | 16.13 | 11.48 | 12.67 | 15.46 | 24.04 | 18.68 | 24.37 | 37.95 | 18.96 | 13.53 | 9.76 |
| Draw Down(%) | NA | 8.70 | 26.05 | 36.12 | 43.05 | NA | NA | … | … | 0.00 | 8.70 | 26.05 | 3.34 | 12.65 | 28.04 | 16.78 | 12.25 | 15.66 | 26.30 | 19.41 | 29.33 | 59.42 | 21.90 | 13.25 | 7.31 |
| Yield(%) | 0.00 | 4.84 | 4.91 | 2.36 | 2.97 | 1.31 | 0.98 | … | … | 0.00 | 6.42 | 6.32 | 2.13 | 0.00 | 0.54 | 6.58 | 5.82 | 0.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/13/2020, Common starting date is 07/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLORX (Lazard World Dividend & Income Fund Inc) |
-28.59%
Feb 2006 – Feb 2009 |
-13.60%
May 2007 – May 2012 |
-6.39%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLORX (Lazard World Dividend & Income Fund Inc) |
21.22%
Feb 2009 – Feb 2012 |
16.43%
Feb 2009 – Feb 2014 |
5.99%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart