Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMRNX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS N) | NA | -16.84% | -1.73% | 0.41% | NA | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 11/02/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMRNX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS N) | 11/02/2016 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | -16.84 | -1.73 | 0.41 | NA | NA | NA | … | … | -20.82 | -6.97 | 9.51 | 5.63 | -11.35 | 29.02 | -7.02 |
| Sharpe Ratio | NA | -1.16 | -0.12 | -0.02 | NA | NA | NA | … | … | -2.47 | -0.42 | 0.40 | 0.39 | -1.02 | 4.13 | -3.54 |
| Standard Deviation(%) | NA | 14.68 | 16.98 | 14.65 | NA | NA | NA | … | … | 18.51 | 16.86 | 23.39 | 10.92 | 12.43 | 6.90 | 10.29 |
| Draw Down(%) | NA | 23.85 | 27.59 | 31.34 | NA | NA | NA | … | … | 20.84 | 16.40 | 27.59 | 9.45 | 18.70 | 2.56 | 7.28 |
| Yield(%) | 0.00 | 12.77 | 6.80 | 4.96 | 2.65 | 1.77 | 1.32 | … | … | 0.00 | 12.83 | 2.35 | 4.79 | 1.72 | 1.95 | 0.00 |
Data as of 05/20/2022, Common starting date is 11/02/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMRNX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS N) |
-0.74%
Mar 2017 – Mar 2020 |
2.08%
Apr 2017 – Apr 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMRNX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS N) |
8.97%
Dec 2018 – Dec 2021 |
8.16%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart