Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMICX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS C) | NA | -17.69% | -2.76% | -0.22% | 4.48% | 0.60% | NA | … | … |
Data as of 05/20/2022, Common starting date is 05/07/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMICX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS C) | 05/07/2007 | 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 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | -17.69 | -2.76 | -0.22 | 4.48 | 0.60 | NA | … | … | -21.17 | -6.75 | 8.26 | 10.07 | -10.10 | 27.51 | -5.16 | 3.47 | -6.79 | 27.62 | 16.57 | -13.68 | 9.89 | 25.74 | -42.30 | 2.35 |
| Sharpe Ratio | NA | -1.21 | -0.19 | -0.06 | 0.31 | NA | NA | … | … | -2.49 | -0.42 | 0.34 | 1.07 | -0.94 | 3.84 | -0.43 | 0.26 | -0.54 | 2.03 | 1.12 | -0.49 | 0.45 | 0.96 | -1.06 | 0.04 |
| Standard Deviation(%) | NA | 14.73 | 16.97 | 14.60 | 13.79 | NA | NA | … | … | 18.65 | 16.05 | 23.40 | 8.08 | 12.10 | 7.03 | 12.38 | 13.35 | 12.49 | 13.62 | 14.93 | 28.08 | 22.01 | 26.80 | 40.50 | 19.30 |
| Draw Down(%) | NA | 24.40 | 27.61 | 31.27 | 31.27 | NA | NA | … | … | 21.23 | 15.76 | 27.61 | 6.19 | 17.52 | 2.71 | 9.91 | 13.27 | 15.14 | 11.50 | 14.42 | 27.63 | 18.81 | 27.58 | 53.22 | 12.00 |
| Yield(%) | 0.00 | 11.65 | 5.88 | 4.37 | 5.44 | 2.73 | 2.03 | … | … | 0.00 | 11.65 | 2.36 | 3.16 | 2.76 | 0.50 | 1.22 | 0.80 | 12.09 | 4.21 | 2.56 | 0.85 | 1.52 | 2.72 | 1.16 | 0.94 |
Data as of 05/20/2022, Common starting date is 05/07/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMICX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS C) |
-13.22%
Jun 2007 – Jun 2010 |
-6.62%
Oct 2007 – Oct 2012 |
0.84%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMICX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS C) |
16.76%
Feb 2009 – Feb 2012 |
18.07%
Feb 2009 – Feb 2014 |
9.42%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart