C000114571 Performance — Lazard Global Dynamic Multi-Asset Portfolio, Open Shares
Data updated: 2024-05-29
C000114571 returned +12.81% over one year to Mar 2024. The annualised 3-year return is +2.23%. The fund trailed its Global Large Blend category average: $100 invested three years ago grew to $107, against $116 for the category, and to $113 over one year, against $119. Volatility over the past three years was 12.07% a year. In the 12 months to Mar 2024 the fund lost a net $3.3M, and assets reached $9.76M.
C000114571 Growth of $100
What $100 invested in Lazard Global Dynamic Multi-Asset Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Large Blend category average over the same months.
| Period | C000114571 | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $113 | $119 |
| 3 years (Apr 2021 – Mar 2024) | $107 | $116 |
| Since data start (Jul 2019 – Mar 2024) | $114 | $149 |
C000114571 Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +12.81% |
| 3 years (annualised) | +2.23% |
C000114571 Annual Returns
Calendar-year total returns of Lazard Global Dynamic Multi-Asset Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +4.91% |
| 2023 | +10.88% |
| 2022 | −17.21% |
| 2021 | +11.79% |
| 2020 | +0.84% |
| 2019 (Jul–Dec) | +5.00% |
C000114571 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.3% | +2.1% | +2.5% | — | — | — | — | — | — | — | — | — |
| 2023 | +3.6% | −3.4% | +3.0% | +1.2% | −2.3% | +3.2% | +1.5% | −1.5% | −3.9% | −1.8% | +6.9% | +4.4% |
| 2022 | −4.8% | −1.7% | −1.0% | −6.7% | +0.5% | −5.1% | +4.0% | −4.4% | −6.5% | +2.5% | +6.0% | −0.6% |
| 2021 | −1.1% | +0.3% | +1.6% | +3.1% | +1.4% | +0.6% | +1.9% | +1.5% | −3.7% | +4.1% | −1.4% | +3.3% |
| 2020 | −0.4% | −6.4% | −8.9% | +2.3% | +2.0% | +1.3% | +3.6% | +2.8% | −1.7% | −1.7% | +5.9% | +2.9% |
| 2019 | — | — | — | — | — | — | 0.0% | −1.0% | +0.7% | +1.2% | +1.7% | +2.3% |
C000114571 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 12.07%
- 3-year Sharpe ratio: -0.19 (vs 4.5% risk-free rate)
- Best month: +6.87% (Nov 2023)
- Worst month: −6.65% (Apr 2022)
C000114571 Fund Flows
Monthly money in and out of Lazard Global Dynamic Multi-Asset Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$3.3M
- 12-month gross sales (incl. reinvestments): $195K
- Sales ÷ redemptions: 0.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $0 | $960K | −$960K |
| Feb 2024 | $10 | $207K | −$207K |
| Jan 2024 | $0 | $73K | −$73K |
| Dec 2023 | $0 | $347K | −$347K |
| Nov 2023 | $0 | $314K | −$314K |
| Oct 2023 | $6K | $195K | −$190K |
| Sep 2023 | $0 | $140K | −$140K |
| Aug 2023 | $161K | $54K | $107K |
| Jul 2023 | $0 | $239K | −$239K |
| Jun 2023 | $3K | $278K | −$274K |
| May 2023 | $6K | $179K | −$173K |
| Apr 2023 | $18K | $516K | −$497K |
C000114571 Assets Under Management
Net assets of Lazard Global Dynamic Multi-Asset Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $9.76M |
| 2023-12-31 | $10.50M |
| 2023-09-30 | $10.40M |
| 2023-06-30 | $11.24M |
| 2023-03-31 | $11.95M |
| 2022-12-31 | $13.18M |
| 2022-09-30 | $14.60M |
| 2022-06-30 | $15.99M |
| 2022-03-31 | $18.57M |
| 2021-12-31 | $17.83M |
| 2021-09-30 | $16.91M |
| 2021-06-30 | $17.48M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.