Lazard International Risk Adjusted Performance
OCMPX Fund | USD 16.97 0.10 0.59% |
Lazard |
| = | 0.0218 |
ER[a] | = | Expected return on investing in Lazard International |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Lazard International Risk Adjusted Performance Peers Comparison
Lazard Risk Adjusted Performance Relative To Other Indicators
Lazard International Quality is regarded third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 182.58 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Lazard International Quality is roughly 182.58
Risk Adjusted Performance |
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Thematic Opportunities
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Lazard International Technical Signals
All Lazard International Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0218 | |||
Market Risk Adjusted Performance | 0.0377 | |||
Mean Deviation | 0.6688 | |||
Semi Deviation | 0.7509 | |||
Downside Deviation | 0.7902 | |||
Coefficient Of Variation | 3562.87 | |||
Standard Deviation | 0.8232 | |||
Variance | 0.6777 | |||
Information Ratio | (0.15) | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.14) | |||
Sortino Ratio | (0.16) | |||
Treynor Ratio | 0.0277 | |||
Maximum Drawdown | 3.98 | |||
Value At Risk | (1.29) | |||
Potential Upside | 1.31 | |||
Downside Variance | 0.6244 | |||
Semi Variance | 0.5639 | |||
Expected Short fall | (0.74) | |||
Skewness | 0.2471 | |||
Kurtosis | 0.2468 |