Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGDAX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS A) | NA | -3.00% | 5.30% | 5.34% | 8.20% | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 12/16/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGDAX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS A) | 12/16/2011 | 05/20/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | -3.00 | 5.30 | 5.34 | 8.20 | NA | NA | … | … | -5.05 | 10.17 | 2.15 | 16.16 | -3.03 | 15.91 | 5.20 | 7.56 | -1.17 | 20.58 | 11.61 | 3.41 |
| Sharpe Ratio | NA | -0.31 | 0.28 | 0.33 | 0.63 | NA | NA | … | … | -1.06 | 1.08 | 0.07 | 2.00 | -0.47 | 3.17 | 0.49 | 0.67 | -0.12 | 1.97 | 0.99 | 10.25 |
| Standard Deviation(%) | NA | 10.22 | 17.50 | 14.40 | 12.53 | NA | NA | … | … | 12.16 | 9.40 | 27.21 | 7.38 | 9.25 | 4.84 | 10.09 | 11.29 | 9.63 | 10.45 | 11.74 | 15.22 |
| Draw Down(%) | NA | 7.61 | 31.36 | 31.36 | 31.36 | NA | NA | … | … | 6.62 | 8.12 | 31.36 | 4.86 | 7.94 | 3.00 | 6.41 | 7.89 | 11.40 | 8.51 | 10.53 | 1.07 |
| Yield(%) | 0.06 | 3.46 | 3.56 | 3.52 | 5.29 | 3.60 | 2.70 | … | … | 1.14 | 3.65 | 2.84 | 3.93 | 2.97 | 3.57 | 2.56 | 3.98 | 6.43 | 9.35 | 3.15 | 0.00 |
Data as of 05/20/2022, Common starting date is 12/16/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDAX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS A) |
1.07%
Mar 2017 – Mar 2020 |
3.85%
Mar 2015 – Mar 2020 |
7.68%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDAX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS A) |
12.99%
May 2012 – May 2015 |
11.74%
May 2012 – May 2017 |
8.41%
Jan 2012 – Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart