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ISIN
US52106N5905
CUSIP
52106N590
Issuer
Lazard
Inception Date
Oct 31, 2005
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

LISIX Performance Chart

Lazard International Strategic Equity Portfolio R6 (LISIX) is up 13.9% since the beginning of the year. LISIX is currently trading at $15 per share. Investors who bought $1,000 worth of LISIX shares 5 years ago would now be looking at an investment worth $1,360.


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S&P 500 Index

Returns By Period

Lazard International Strategic Equity Portfolio R6 (LISIX) has returned 13.87% so far this year and 23.90% over the past 12 months. Over the last ten years, LISIX has returned 7.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Lazard International Strategic Equity Portfolio R6

1D
1.49%
1M
3.32%
YTD
13.87%
6M
13.35%
1Y
23.90%
3Y*
13.41%
5Y*
6.34%
10Y*
7.87%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LISIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 31, 2005, LISIX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was Oct 2008 at -19.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LISIX closed higher 51% of trading days. The best single day was Dec 20, 2024 with a return of +12.5%, while the worst single day was Dec 23, 2024 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.41%2.39%-9.25%9.81%4.18%1.63%13.87%
20255.05%1.70%-1.60%3.67%5.86%3.67%-0.87%2.05%2.87%-0.42%-0.06%1.48%25.70%
2024-0.78%4.49%1.99%-4.83%3.92%-2.10%3.28%3.09%-0.89%-5.87%0.76%-3.81%-1.42%
20237.45%-3.05%3.51%0.41%-1.10%4.59%1.00%-3.33%-4.30%-3.71%10.14%5.49%17.08%
2022-3.73%-2.79%-2.15%-5.87%2.20%-8.18%5.14%-6.11%-9.03%6.90%10.31%-2.96%-16.89%
2021-2.67%2.63%2.91%4.39%2.77%-2.53%0.77%2.54%-3.80%2.17%-6.32%3.71%6.07%

Benchmark Metrics

Lazard International Strategic Equity Portfolio R6 has an annualized alpha of -0.33%, beta of 0.82, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since October 31, 2005.

  • This fund participated in 101.51% of S&P 500 Index downside but only 90.64% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.33%
Beta
0.82
0.67
Upside Capture
90.64%
Downside Capture
101.51%

Expense Ratio

LISIX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LISIX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LISIX Risk / Return Rank: 3232
Overall Rank
LISIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LISIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
LISIX Omega Ratio Rank: 3131
Omega Ratio Rank
LISIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
LISIX Martin Ratio Rank: 3737
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 Strategic Equity Portfolio R6 (LISIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LISIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

1.94

2.78

-0.85

Martin ratioReturn relative to average drawdown

7.70

12.44

-4.74

Dividends

Dividend History

Lazard International Strategic Equity Portfolio R6 provided a 25.26% dividend yield over the last twelve months, with an annual payout of $3.77 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.77$3.77$1.81$0.23$0.19$1.44$0.17$0.28$1.16$0.20$0.20$0.15

Dividend yield

25.26%28.77%13.47%1.46%1.39%8.82%1.01%1.85%9.01%1.30%1.60%1.16%

Monthly Dividends

The table displays the monthly dividend distributions for Lazard International Strategic Equity Portfolio R6. 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$0.27$0.00$0.00$0.00$3.50$3.77
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$1.79$1.81
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.21$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$1.42$1.44

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 Strategic Equity Portfolio R6. 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 Strategic Equity Portfolio R6 was 55.70%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.70%Mar 2009
1y 2mo3y 10mo
5y 1moDec 2007 - Jan 2013
COVID crash2020
-36.01%Mar 2020
2mo 2d7mo 22d
9mo 24dJan 2020 - Nov 2020
Bear market2022
-32.52%Sep 2022
1y 20d2y 2mo
3y 3moSep 2021 - Dec 2024
2016 bear market2016
-21.51%Feb 2016
8mo 25d1y 6mo
2y 3moMay 2015 - Sep 2017
Rate-hike selloffLate 2018
-19.38%Dec 2018
10mo 29d11mo 27d
1y 10moJan 2018 - Dec 2019

Drawdown Indicators


LISIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-56.78%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-9.10%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-18.90%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-32.52%

-25.43%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

-33.92%

-2.09%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.47%

-10.71%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.03%

+1.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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