See what your fund actually adds
Lazard Enhanced Opportunities Portfolio Institutional Shares LEOIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LEOIX | Replication |
|---|---|---|
| Annualized growth | 4.7% | 4.1% |
| Annualized volatility | 3.1% | 1.5% |
| Sharpe ratio | 1.49 | 2.67 |
| Maximum drawdown | 9.7% | 3.7% |
| Replication fit (R²) | 0.30 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model LEOIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 54.7% |
| BKLN | FI · Senior Bank Loans | 31.2% |
| VCSH | FI · Short Corp | 5.1% |
| SCHP | FI · TIPS | 4.6% |
| ICVT | FI · Convertibles | 4.3% |