Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDRAX (INTECH U.S. Growth A) | NA | 15.24% | 17.26% | 14.57% | 7.55% | NA | NA | … | … |
Data as of 04/24/2015, Common starting date is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDRAX (INTECH U.S. Growth A) | 01/26/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.63 | 15.24 | 17.26 | 14.57 | 7.55 | NA | NA | … | … | 5.94 | 9.55 | 34.00 | 15.33 | 2.08 | 16.46 | 34.56 | -42.67 | 10.57 | 7.22 | 5.81 |
| Sharpe Ratio | NA | 1.24 | 1.35 | 0.89 | 0.33 | NA | NA | … | … | 1.66 | 0.73 | 2.90 | 1.17 | 0.09 | 0.96 | 1.43 | -1.07 | 0.48 | 0.35 | 0.34 |
| Standard Deviation(%) | NA | 12.24 | 12.79 | 16.23 | 20.15 | NA | NA | … | … | 12.30 | 13.01 | 11.72 | 13.13 | 23.53 | 17.12 | 24.02 | 40.52 | 15.61 | 10.86 | 11.68 |
| Draw Down(%) | NA | 9.82 | 9.82 | 19.48 | 54.20 | NA | NA | … | … | 2.84 | 9.82 | 6.45 | 8.97 | 19.48 | 13.59 | 21.56 | 51.86 | 10.55 | 8.74 | 6.64 |
| Yield(%) | 0.00 | 0.68 | 0.85 | 0.96 | 1.22 | 0.81 | 0.61 | … | … | 0.00 | 0.69 | 0.55 | 1.13 | 0.68 | 1.10 | 1.33 | 0.41 | 5.07 | 0.29 | 0.00 |
Data as of 04/24/2015, Common starting date is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDRAX (INTECH U.S. Growth A) |
-16.24%
Feb 2006 – Feb 2009 |
-2.83%
Aug 2005 – Aug 2010 |
7.07%
Feb 2005 – Feb 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDRAX (INTECH U.S. Growth A) |
25.67%
Feb 2009 – Feb 2012 |
23.61%
Feb 2009 – Feb 2014 |
7.30%
Mar 2005 – Mar 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
