LAZARD US Information Ratio
| LEVIX Fund | | | USD 14.59 0.00 0.00% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is LAZARD US's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The Information Ratio of 0.0927 for LAZARD US indicates positive but modest excess return per unit of tracking risk. LAZARD US has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0927 | |
Information Ratio Peers Comparison
The peer group averages 0.07 for Information Ratio, with LAZARD US at 0.0927 falling above that level. Readings span 0.0116 (Baird Midcap Fund) to 0.1214 (Voya Large Cap Growth). LAZARD US's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Lazard Equity and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio 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 US's Maximum Drawdown of
6.52 runs about
70.33 times its Information Ratio of
0.09 . This indicates Maximum Drawdown substantially exceeds Information Ratio for LAZARD US.
Methodology, Assumptions & Data Sources
LAZARD US has a current Information Ratio reading of 0.0927. The Information Ratio for LAZARD US is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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