- ISIN
- US52107V2299
- CUSIP
- 52107V229
- Issuer
- Lazard
- Inception Date
- Dec 30, 2018
- Category
- Foreign Large Cap Equities
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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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.
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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.35% | -2.54% | -8.12% | 5.55% | 2.02% | 0.66% | -1.64% | ||||||
| 2025 | 6.39% | -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% |
| 2023 | 7.45% | -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% |
| 2021 | 0.83% | -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
- R²
- 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.
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.
| ICMPX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 2.39 | -2.40 |
Sortino ratioReturn per unit of downside risk | 0.08 | 3.25 | -3.18 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.43 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | 3.11 | -3.13 |
Martin ratioReturn relative to average drawdown | -0.04 | 14.38 | -14.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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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 19d | 2y | 3y 19dSep 2021 - Sep 2024 |
COVID crash2020 | -30.41%Mar 2020 | 2mo 2d | 3mo 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 22d | 1mo 6d | 2mo 28dFeb 2025 - May 2025 |
2025 pullback2025 | -9.17%Jan 2025 | 3mo 18d | 1mo 1d | 4mo 19dSep 2024 - Feb 2025 |
Drawdown Indicators
| ICMPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.62% | 0.00% | -5.62% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -10.72% | +1.93% |
Ulcer IndexDepth 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.
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