Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIIDX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS D) | NA | -16.92% | -1.84% | 0.73% | NA | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 04/28/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIIDX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS D) | 04/28/2015 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -16.92 | -1.84 | 0.73 | NA | NA | NA | … | … | -20.89 | -6.89 | 9.29 | 5.64 | -9.18 | 28.76 | -4.38 | -5.43 |
| Sharpe Ratio | NA | -1.16 | -0.13 | 0.01 | NA | NA | NA | … | … | -2.47 | -0.41 | 0.39 | 0.40 | -0.87 | 4.03 | -0.37 | -0.55 |
| Standard Deviation(%) | NA | 14.74 | 16.96 | 14.57 | NA | NA | NA | … | … | 18.60 | 16.85 | 23.35 | 10.51 | 12.04 | 7.01 | 12.47 | 14.37 |
| Draw Down(%) | NA | 23.92 | 27.54 | 29.89 | NA | NA | NA | … | … | 20.89 | 16.45 | 27.54 | 8.99 | 16.83 | 2.57 | 9.82 | 13.07 |
| Yield(%) | 0.00 | 12.68 | 6.68 | 5.31 | 2.96 | 1.98 | 1.48 | … | … | 0.00 | 12.72 | 2.36 | 4.48 | 3.81 | 1.79 | 1.73 | 1.41 |
Data as of 05/20/2022, Common starting date is 04/28/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIIDX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS D) |
-0.07%
Mar 2017 – Mar 2020 |
2.13%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIIDX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS D) |
10.03%
Sep 2015 – Sep 2018 |
8.53%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart