Lazard Corporate Income Fund Technical Analysis
| RLCIX Fund | USD 18.60 -0.04 -0.21% |
As of the 16th of March 2026, shares of Lazard US change hands at 18.60 per share. Momentum and volatility readings indicate Mean Deviation of 0.1018, downside deviation of 0.1489, and Risk Adjusted Performance of 0.0096. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
Lazard US Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Lazard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LazardLazard |
What if' Analysis
Backtesting a what-if scenario on Lazard Corporate Income helps investors see how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/16/2025 |
| 03/16/2026 |
Starting with 0.00 in Lazard US on December 16, 2025 and exiting today would earn 0.00 in cumulative gains. In total, that is a 0.0% net return in Lazard US overall across 90 days. Lazard US is related to or competes with Copeland International, Small Cap, M3Sixty Capital, DIAMOND HILL, BUFFALO SMALL, and Ab Small. Peer context helps frame relative positioning. Under normal circumstances, the Portfolio invests at least 80 percent of its assets in high yeild fixed-income securitie... More
Upside and Downside Indicators for Lazard US Summary
These indicators describe how Lazard US momentum evolves across recent price ranges. The indicators are presented as neutral context for price dynamics.
| Downside Deviation | 0.1489 | |||
| Information Ratio | 0.3 | |||
| Maximum Drawdown | 0.967 | |||
| Value At Risk | -0.21 | |||
| Potential Upside | 0.2149 |
Lazard US Market Risk Indicators Summary
Risk measures here provide context on Lazard US' return distribution and drawdown behavior. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0096 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.0083 | |||
| Sortino Ratio | 0.3005 | |||
| Treynor Ratio | -0.0012 |
The mean reversion principle applied to Lazard US's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
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 | 0.0096 | |||
| Market Risk Adjusted Performance | 0.0088 | |||
| Mean Deviation | 0.1018 | |||
| Semi Deviation | 0.0763 | |||
| Downside Deviation | 0.1489 | |||
| Coefficient Of Variation | 1503.97 | |||
| Standard Deviation | 0.1491 | |||
| Variance | 0.0222 | |||
| Information Ratio | 0.3 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.0083 | |||
| Sortino Ratio | 0.3005 | |||
| Treynor Ratio | -0.0012 | |||
| Maximum Drawdown | 0.967 | |||
| Value At Risk | -0.21 | |||
| Potential Upside | 0.2149 | |||
| Downside Variance | 0.0222 | |||
| Semi Variance | 0.0058 | |||
| Expected Short fall | -0.13 | |||
| Skewness | 0.5698 | |||
| Kurtosis | 3.43 |
Lazard Corporate Income Backtested Returns
Lazard US presents a very low volatility profile within the defined horizon. It maintains a Sharpe Ratio (Efficiency) of 0.0818, representing adjusted performance consistency. We identified twenty-seven technical indicators influencing the company's volatility profile. Please review metrics such as mean deviation of 0.1018, downside deviation of 0.1489, and risk-adjusted performance of 0.0096 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.0697, which means relatively modest fluctuations relative to the market. Lazard US moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Auto-correlation | 0.03 |
Virtually no predictability
Lazard Corporate Income shows virtually no predictability when comparing price series from 16th of December 2025 to 30th of January 2026 against from 30th of January 2026 to 16th of March 2026. A strong serial relationship would imply that Lazard US's recent trajectory contains information about its near-term direction. With a serial correlation of 0.03, only 3.0% of Lazard US's price variation is attributable to patterns in preceding intervals.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lazard US technical mutual fund analysis uses price and volume transformations to study behavior. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Lazard Corporate Income volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Lazard US focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Inputs for Lazard Corporate Income come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsLazard US Technical Indicators
A technical review of Lazard Corporate Income can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0096 | |||
| Market Risk Adjusted Performance | 0.0088 | |||
| Mean Deviation | 0.1018 | |||
| Semi Deviation | 0.0763 | |||
| Downside Deviation | 0.1489 | |||
| Coefficient Of Variation | 1503.97 | |||
| Standard Deviation | 0.1491 | |||
| Variance | 0.0222 | |||
| Information Ratio | 0.3 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.0083 | |||
| Sortino Ratio | 0.3005 | |||
| Treynor Ratio | -0.0012 | |||
| Maximum Drawdown | 0.967 | |||
| Value At Risk | -0.21 | |||
| Potential Upside | 0.2149 | |||
| Downside Variance | 0.0222 | |||
| Semi Variance | 0.0058 | |||
| Expected Short fall | -0.13 | |||
| Skewness | 0.5698 | |||
| Kurtosis | 3.43 |
March 16, 2026 Daily Trend Indicators
A technical review of Lazard Corporate Income can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 18.60 | ||
| Day Typical Price | 18.60 | ||
| Price Action Indicator | -0.02 |