Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRMCX (INTECH U.S. CORE FUND CLASS I) | NA | -3.86% | 2.46% | 11.31% | 5.87% | NA | NA | … | … |
Data as of 06/23/2017, Common starting date is 12/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRMCX (INTECH U.S. CORE FUND CLASS I) | 12/06/2005 | 06/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -18.44 | -3.86 | 2.46 | 11.31 | 5.87 | NA | NA | … | … | -8.63 | 8.72 | 1.63 | 13.72 | 35.15 | 14.80 | 5.18 | 16.59 | 23.10 | -35.73 | 6.74 | 11.51 | -10.03 |
| Sharpe Ratio | NA | -0.15 | 0.11 | 0.53 | 0.22 | NA | NA | … | … | -0.58 | 0.65 | 0.10 | 1.13 | 2.96 | 1.17 | 0.22 | 0.90 | 0.86 | -0.90 | 0.23 | 0.78 | -2.06 |
| Standard Deviation(%) | NA | 27.65 | 21.67 | 20.29 | 25.07 | NA | NA | … | … | 30.59 | 13.11 | 15.83 | 12.17 | 11.85 | 12.75 | 23.73 | 18.30 | 26.69 | 40.68 | 16.04 | 10.59 | 39.67 |
| Draw Down(%) | NA | 19.08 | 19.08 | 19.08 | 52.97 | NA | NA | … | … | 19.08 | 11.04 | 11.60 | 8.03 | 6.72 | 9.23 | 19.04 | 14.72 | 27.51 | 47.21 | 10.01 | 8.06 | 11.14 |
| Yield(%) | 0.00 | 3.93 | 9.74 | 10.37 | 5.86 | 4.10 | 3.08 | … | … | 0.00 | 4.12 | 15.58 | 11.87 | 5.82 | 1.77 | 1.13 | 1.30 | 2.06 | 1.59 | 4.62 | 0.88 | 0.00 |
Data as of 06/23/2017, Common starting date is 12/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRMCX (INTECH U.S. CORE FUND CLASS I) |
-15.38%
Feb 2006 – Feb 2009 |
-0.53%
Sep 2006 – Sep 2011 |
6.60%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRMCX (INTECH U.S. CORE FUND CLASS I) |
25.98%
Feb 2009 – Feb 2012 |
24.02%
Feb 2009 – Feb 2014 |
8.08%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart