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Lazard US Convertibles Portfolio Institutional Shares CONIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CONIX | Replication |
|---|---|---|
| Annualized growth | -13.0% | -27.2% |
| Annualized volatility | 3.9% | 5.0% |
| Sharpe ratio | -3.55 | -6.36 |
| Maximum drawdown | 1.2% | 3.0% |
| Replication fit (R²) | 0.80 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CONIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| ICVT | FI · Convertibles | 54.4% |
| IJR | US Small Cap | 21.2% |
| XLI | Sector · Industrials | 18.9% |
| IJH | US Mid Cap | 3.2% |
| SPHQ | Factor · Quality | 2.2% |