Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDRTX (INTECH U.S. Growth T) | NA | 15.34% | 17.40% | 14.67% | NA | NA | NA | … | … |
Data as of 04/24/2015, Common starting date is 07/07/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDRTX (INTECH U.S. Growth T) | 07/07/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.56 | 15.34 | 17.40 | 14.67 | NA | NA | NA | … | … | 5.96 | 9.68 | 34.14 | 15.53 | 2.04 | 17.77 | 26.31 |
| Sharpe Ratio | NA | 1.26 | 1.36 | 0.90 | NA | NA | NA | … | … | 1.68 | 0.74 | 2.92 | 1.19 | 0.09 | 1.03 | 4.41 |
| Standard Deviation(%) | NA | 12.21 | 12.77 | 16.19 | NA | NA | NA | … | … | 12.23 | 13.01 | 11.68 | 13.11 | 23.34 | 17.20 | 13.76 |
| Draw Down(%) | NA | 9.79 | 9.79 | 19.47 | NA | NA | NA | … | … | 2.82 | 9.79 | 6.46 | 8.97 | 19.47 | 14.06 | 4.87 |
| Yield(%) | 0.00 | 0.81 | 1.15 | 1.28 | 0.96 | 0.64 | 0.48 | … | … | 0.00 | 0.82 | 0.85 | 1.60 | 0.78 | 1.54 | 0.84 |
Data as of 04/24/2015, Common starting date is 07/07/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDRTX (INTECH U.S. Growth T) |
11.56%
Dec 2009 – Dec 2012 |
15.35%
Dec 2009 – Dec 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDRTX (INTECH U.S. Growth T) |
21.56%
Sep 2011 – Sep 2014 |
17.67%
Aug 2009 – Aug 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart