PortfoliosLab logoPortfoliosLab logo
ISIN
US52107V2299
CUSIP
52107V229
Issuer
Lazard
Inception Date
Dec 30, 2018
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

ICMPX Performance Chart

Lazard International Quality Growth Portfolio (ICMPX) is down 1.6% since the beginning of the year. ICMPX is currently trading at $17 per share. Investors who bought $1,000 worth of ICMPX shares 5 years ago would now be looking at an investment worth $1,086.


Loading charts...

S&P 500 Index

Returns By Period

Lazard International Quality Growth Portfolio (ICMPX) has returned -1.64% so far this year and -0.54% over the past 12 months.


Lazard International Quality Growth Portfolio

1D
0.66%
1M
2.31%
YTD
-1.64%
6M
-0.82%
1Y
-0.54%
3Y*
7.59%
5Y*
1.66%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICMPX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2019, ICMPX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +12.4%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ICMPX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.4%, while the worst single day was Mar 12, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.35%-2.54%-8.12%5.55%2.02%0.66%-1.64%
20256.39%-1.24%-3.04%3.94%3.96%1.20%-1.97%1.55%2.43%-0.39%-1.38%0.10%11.70%
2024-0.71%3.76%2.25%-5.98%3.57%1.50%1.24%5.00%2.73%-4.98%0.12%-2.35%5.62%
20237.45%-3.08%3.98%1.53%-2.47%4.99%1.54%-4.74%-4.43%-2.75%9.90%5.95%17.84%
2022-7.02%-3.52%1.26%-7.67%0.07%-8.37%7.43%-6.34%-9.08%5.50%12.35%-4.20%-20.11%
20210.83%-0.25%1.91%4.51%2.93%0.12%2.15%2.16%-4.79%2.87%-4.95%2.58%10.02%

Benchmark Metrics

Lazard International Quality Growth Portfolio has an annualized alpha of -2.08%, beta of 0.75, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 04, 2019.

  • This fund participated in 100.02% of S&P 500 Index downside but only 77.73% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.08% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.08%
Beta
0.75
0.70
Upside Capture
77.73%
Downside Capture
100.02%

Expense Ratio

ICMPX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ICMPX ranks 2 for risk / return — in the bottom 2% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ICMPX Risk / Return Rank: 22
Overall Rank
ICMPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ICMPX Sortino Ratio Rank: 22
Sortino Ratio Rank
ICMPX Omega Ratio Rank: 22
Omega Ratio Rank
ICMPX Calmar Ratio Rank: 22
Calmar Ratio Rank
ICMPX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Lazard International Quality Growth Portfolio (ICMPX) and compare them to S&P 500 Index.


ICMPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.01

2.39

-2.40

Sortino ratio

Return per unit of downside risk

0.08

3.25

-3.18

Omega ratio

Gain probability vs. loss probability

1.01

1.43

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.01

3.11

-3.13

Martin ratio

Return relative to average drawdown

-0.04

14.38

-14.42

Dividends

Dividend History

Lazard International Quality Growth Portfolio provided a 4.42% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.802019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.74$0.74$0.47$0.10$0.14$0.34$0.14$0.31

Dividend yield

4.42%4.35%2.92%0.62%1.07%2.04%0.87%2.47%

Monthly Dividends

The table displays the monthly dividend distributions for Lazard International Quality Growth Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Lazard International Quality Growth Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lazard International Quality Growth Portfolio was 34.70%, occurring on Sep 27, 2022. Recovery took 502 trading sessions.

The current Lazard International Quality Growth Portfolio drawdown is 5.62%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-34.70%Sep 2022
1y 19d2y
3y 19dSep 2021 - Sep 2024
COVID crash2020
-30.41%Mar 2020
2mo 2d3mo 24d
5mo 26dJan 2020 - Jul 2020
2026 correction2026
-15.45%Mar 2026
1mo 28d
4mo 7dJan 2026 - now
2025 selloff2025
-14.75%Apr 2025
1mo 22d1mo 6d
2mo 28dFeb 2025 - May 2025
2025 pullback2025
-9.17%Jan 2025
3mo 18d1mo 1d
4mo 19dSep 2024 - Feb 2025

Drawdown Indicators


ICMPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-56.78%

+22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

-9.10%

-6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-18.90%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-34.70%

-25.43%

-9.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.62%

0.00%

-5.62%

Average Drawdown

Average peak-to-trough decline

-8.79%

-10.72%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

1.97%

+3.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with ICMPX

Add Lazard International Quality Growth Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ICMPX