Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRMGX (INTECH U.S. Growth Instl) | NA | 15.46% | 13.65% | 12.53% | NA | NA | NA | … | … |
Data as of 04/24/2015, Common starting date is 12/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRMGX (INTECH U.S. Growth Instl) | 12/06/2005 | 04/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.51 | 15.46 | 13.65 | 12.53 | NA | NA | NA | … | … | 5.94 | 9.92 | 34.44 | 4.43 | 2.23 | 16.68 | 35.10 | -42.50 | 10.81 | 7.48 | -5.02 |
| Sharpe Ratio | NA | 1.26 | 0.95 | 0.72 | NA | NA | NA | … | … | 1.66 | 0.76 | 2.93 | 0.27 | 0.09 | 0.97 | 1.46 | -1.07 | 0.50 | 0.39 | -3.08 |
| Standard Deviation(%) | NA | 12.29 | 14.34 | 17.15 | NA | NA | NA | … | … | 12.35 | 13.02 | 11.73 | 16.48 | 23.55 | 17.13 | 23.95 | 40.58 | 15.56 | 10.87 | 18.20 |
| Draw Down(%) | NA | 9.79 | 17.77 | 19.46 | NA | NA | NA | … | … | 2.81 | 9.79 | 6.38 | 17.77 | 19.46 | 13.59 | 21.59 | 51.70 | 10.58 | 8.70 | 5.91 |
| Yield(%) | 0.00 | 0.98 | 1.27 | 1.37 | 1.37 | 0.91 | 0.68 | … | … | 0.00 | 0.99 | 0.95 | 1.62 | 0.90 | 1.40 | 1.68 | 0.72 | 5.29 | 0.51 | 0.00 |
Data as of 04/24/2015, 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 |
|---|---|---|---|---|
| JRMGX (INTECH U.S. Growth Instl) |
-16.04%
Feb 2006 – Feb 2009 |
-1.64%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRMGX (INTECH U.S. Growth Instl) |
25.98%
Feb 2009 – Feb 2012 |
21.45%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart