Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGDCX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS C) | NA | -3.69% | 4.53% | 4.58% | 7.71% | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 12/15/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGDCX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS C) | 12/15/2011 | 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 (%) | 0.01 | -3.69 | 4.53 | 4.58 | 7.71 | NA | NA | … | … | -5.29 | 9.83 | 1.45 | 12.03 | -5.92 | 12.11 | 2.64 | 3.43 | -7.49 | 10.63 | 7.77 | 3.00 |
| Sharpe Ratio | NA | -0.37 | 0.24 | 0.27 | 0.59 | NA | NA | … | … | -1.11 | 1.04 | 0.04 | -1.51 | -3.00 | -1.45 | -3.15 | -1.33 | -2.57 | -0.67 | -0.94 | 6.95 |
| Standard Deviation(%) | NA | 10.29 | 17.55 | 14.43 | 12.57 | NA | NA | … | … | 12.15 | 9.46 | 27.30 | 7.44 | 9.16 | 4.93 | 9.96 | 11.37 | 10.11 | 11.75 | 11.57 | 15.91 |
| Draw Down(%) | NA | 7.66 | 31.44 | 31.44 | 31.44 | NA | NA | … | … | 6.71 | 8.06 | 31.44 | 5.12 | 10.42 | 3.17 | 7.03 | 8.45 | 12.55 | 8.78 | 11.21 | 1.17 |
| Yield(%) | 0.01 | 2.72 | 2.80 | 2.77 | 4.73 | 3.20 | 2.40 | … | … | 0.84 | 2.92 | 2.16 | 3.16 | 2.27 | 2.88 | 2.09 | 3.25 | 8.44 | 8.51 | 2.81 | 0.00 |
Data as of 05/20/2022, Common starting date is 12/15/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDCX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS C) |
0.35%
Mar 2017 – Mar 2020 |
3.14%
Mar 2015 – Mar 2020 |
7.19%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDCX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS C) |
13.12%
May 2012 – May 2015 |
11.53%
May 2012 – May 2017 |
7.94%
Jan 2012 – Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart