Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCGIX (INTECH U.S. Growth S) | NA | 15.19% | 17.13% | 14.41% | 7.88% | NA | NA | … | … |
Data as of 04/24/2015, Common starting date is 01/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCGIX (INTECH U.S. Growth S) | 01/03/2003 | 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 (%) | 1.68 | 15.19 | 17.13 | 14.41 | 7.88 | NA | NA | … | … | 6.00 | 9.38 | 33.82 | 15.24 | 1.73 | 16.24 | 34.29 | -42.72 | 10.35 | 6.90 | 6.92 | 12.38 | 23.75 |
| Sharpe Ratio | NA | 1.25 | 1.34 | 0.88 | 0.35 | NA | NA | … | … | 1.69 | 0.72 | 2.89 | 1.17 | 0.07 | 0.94 | 1.43 | -1.07 | 0.46 | 0.32 | 0.44 | 0.93 | 1.41 |
| Standard Deviation(%) | NA | 12.19 | 12.76 | 16.20 | 20.08 | NA | NA | … | … | 12.24 | 13.00 | 11.69 | 13.09 | 23.46 | 17.17 | 23.94 | 40.57 | 15.57 | 10.90 | 10.64 | 12.25 | 16.44 |
| Draw Down(%) | NA | 9.82 | 9.82 | 19.47 | 54.34 | NA | NA | … | … | 2.84 | 9.82 | 6.42 | 8.99 | 19.47 | 13.71 | 21.63 | 51.90 | 10.60 | 8.78 | 6.81 | 10.96 | 11.63 |
| Yield(%) | 0.00 | 0.38 | 0.64 | 0.73 | 1.52 | 2.02 | 1.52 | … | … | 0.00 | 0.39 | 0.40 | 1.08 | 0.48 | 0.85 | 1.02 | 0.22 | 4.83 | 0.09 | 4.97 | 7.26 | 3.01 |
Data as of 04/24/2015, Common starting date is 01/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCGIX (INTECH U.S. Growth S) |
-16.45%
Feb 2006 – Feb 2009 |
-7.20%
Feb 2004 – Feb 2009 |
6.49%
Aug 2003 – Aug 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCGIX (INTECH U.S. Growth S) |
25.44%
Feb 2009 – Feb 2012 |
23.41%
Feb 2009 – Feb 2014 |
7.99%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
