Lazard US Systematic Small Cap Equity Portfolio (LUSIX)
The Portfolio focuses on investing in equity securities of small capitalization U.S. companies, with at least 80% of assets allocated to this category. It may also invest up to 20% in other securities, such as larger U.S. companies and non-U.S. companies, including those traded on a U.S. exchange.
Fund Info
Oct 28, 2021
$10,000
Large-Cap
Blend
Expense Ratio
LUSIX features an expense ratio of 0.90%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lazard US Systematic Small Cap Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Lazard US Systematic Small Cap Equity Portfolio had a return of 1.97% year-to-date (YTD) and 11.69% in the last 12 months.
LUSIX
1.97%
-0.26%
3.31%
11.69%
N/A
N/A
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of LUSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.05% | 1.97% | |||||||||||
| 2024 | -1.97% | 5.22% | 2.86% | -6.12% | 4.54% | -1.13% | 7.55% | -0.27% | 0.98% | -2.03% | 9.18% | -7.63% | 10.17% |
| 2023 | 8.92% | -1.40% | -2.41% | -2.80% | 0.92% | 8.68% | 4.83% | -3.71% | -4.99% | -6.46% | 8.43% | 10.23% | 19.81% |
| 2022 | -8.87% | 0.53% | 0.53% | -7.94% | 1.61% | -7.92% | 11.42% | -3.64% | -9.27% | 10.09% | 4.12% | -5.61% | -16.37% |
| 2021 | -2.00% | 4.93% | 2.83% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LUSIX is 32, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Lazard US Systematic Small Cap Equity Portfolio (LUSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Lazard US Systematic Small Cap Equity Portfolio provided a 0.49% dividend yield over the last twelve months, with an annual payout of $0.06 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $0.06 | $0.06 | $0.04 | $0.06 | $0.02 |
Dividend yield | 0.49% | 0.50% | 0.36% | 0.72% | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Lazard US Systematic Small Cap Equity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.04 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2021 | $0.02 | $0.02 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Lazard US Systematic Small Cap Equity 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 US Systematic Small Cap Equity Portfolio was 25.95%, occurring on Sep 26, 2022. Recovery took 349 trading sessions.
The current Lazard US Systematic Small Cap Equity Portfolio drawdown is 6.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.95% | Nov 15, 2021 | 217 | Sep 26, 2022 | 349 | Feb 15, 2024 | 566 |
| -9.71% | Dec 5, 2024 | 24 | Jan 10, 2025 | — | — | — |
| -8.44% | Aug 1, 2024 | 5 | Aug 7, 2024 | 12 | Aug 23, 2024 | 17 |
| -7.88% | Apr 1, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -5.77% | Aug 26, 2024 | 9 | Sep 6, 2024 | 9 | Sep 19, 2024 | 18 |
Volatility
Volatility Chart
The current Lazard US Systematic Small Cap Equity Portfolio volatility is 3.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.