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Lazard International Strategic Equity Portfolio Institutional Shares LISIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LISIX | Replication |
|---|---|---|
| Annualized growth | -23.9% | 3.5% |
| Annualized volatility | 7.7% | 6.4% |
| Sharpe ratio | -3.52 | 0.57 |
| Maximum drawdown | 4.2% | 1.2% |
| Replication fit (R²) | 0.84 · Tracking error 3.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model LISIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VEA | Intl · Developed | 52.8% |
| XLK | Sector · Technology | 36.2% |
| IJR | US Small Cap | 4.6% |
| VOX | Sector · Communication | 4.3% |
| VSS | Intl · Small Cap | 2.1% |