LAZARD CAPITAL Risk Adjusted Performance
| LCAIX Fund | | | USD 10.77 0.07 0.65% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is LAZARD CAPITAL's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
LAZARD CAPITAL has a Risk Adjusted Performance of 0.0869, indicating positive but modest risk-adjusted return. LAZARD CAPITAL has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0869 | |
Risk Adjusted Performance Peers Comparison
LAZARD CAPITAL falls above the 0.08 peer average for Risk Adjusted Performance. Lazard Real Assets leads at 0.1697 while Lazard International Pounders registers the lowest at -0.0076. LAZARD CAPITAL's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Lazard Capital and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
LAZARD CAPITAL's Maximum Drawdown of
3.46 runs about
39.77 times its Risk Adjusted Performance of
0.09 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for LAZARD CAPITAL.
Methodology, Assumptions & Data Sources
LAZARD CAPITAL has a current Risk Adjusted Performance reading of 0.0869. Risk Adjusted Performance for LAZARD CAPITAL is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. LAZARD CAPITAL operates in the tactical allocation sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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