Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCGCX (INTECH U.S. Growth C) | NA | 14.67% | 16.55% | 13.76% | 7.26% | NA | NA | … | … |
Data as of 04/24/2015, Common starting date is 01/09/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCGCX (INTECH U.S. Growth C) | 01/09/2003 | 04/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.74 | 14.67 | 16.55 | 13.76 | 7.26 | NA | NA | … | … | 5.87 | 8.87 | 33.13 | 14.49 | 1.28 | 15.07 | 33.56 | -43.08 | 9.76 | 6.38 | 6.33 | 11.86 | 18.92 |
| Sharpe Ratio | NA | 1.21 | 1.29 | 0.84 | 0.32 | NA | NA | … | … | 1.66 | 0.68 | 2.80 | 1.11 | 0.05 | 0.88 | 1.40 | -1.08 | 0.44 | 0.29 | 0.39 | 0.90 | 1.13 |
| Standard Deviation(%) | NA | 12.15 | 12.80 | 16.23 | 20.14 | NA | NA | … | … | 12.22 | 12.98 | 11.81 | 13.07 | 23.41 | 17.02 | 23.96 | 40.53 | 15.54 | 10.84 | 10.60 | 12.15 | 16.63 |
| Draw Down(%) | NA | 9.89 | 9.89 | 19.60 | 54.75 | NA | NA | … | … | 2.86 | 9.89 | 6.57 | 9.02 | 19.60 | 13.73 | 21.74 | 52.19 | 10.65 | 8.85 | 6.96 | 11.10 | 11.46 |
| Yield(%) | 0.00 | 0.04 | 0.16 | 0.11 | 1.13 | 1.47 | 1.10 | … | … | 0.00 | 0.04 | 0.00 | 0.45 | 0.00 | 0.00 | 0.47 | 0.00 | 4.64 | 0.00 | 5.00 | 7.29 | 0.00 |
Data as of 04/24/2015, Common starting date is 01/09/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCGCX (INTECH U.S. Growth C) |
-16.90%
Feb 2006 – Feb 2009 |
-7.70%
Feb 2004 – Feb 2009 |
5.61%
Aug 2003 – Aug 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCGCX (INTECH U.S. Growth C) |
24.60%
Feb 2009 – Feb 2012 |
22.63%
Feb 2009 – Feb 2014 |
7.36%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart