Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRMTX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS T) | NA | -17.04% | -1.95% | 0.68% | 5.15% | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 07/07/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRMTX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS T) | 07/07/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | -17.04 | -1.95 | 0.68 | 5.15 | NA | NA | … | … | -20.90 | -6.87 | 9.14 | 11.18 | -9.22 | 28.62 | -4.34 | 4.36 | -5.99 | 26.12 | 16.69 | -13.57 | 10.06 | 23.05 |
| Sharpe Ratio | NA | -1.16 | -0.14 | 0.00 | 0.36 | NA | NA | … | … | -2.45 | -0.41 | 0.38 | 1.22 | -0.88 | 4.02 | -0.36 | 0.33 | -0.48 | 1.94 | 1.13 | -0.48 | 0.45 | 2.68 |
| Standard Deviation(%) | NA | 14.79 | 16.95 | 14.56 | 13.76 | NA | NA | … | … | 18.75 | 16.69 | 23.29 | 8.01 | 12.00 | 6.99 | 12.53 | 13.30 | 12.47 | 13.46 | 14.89 | 28.04 | 22.08 | 19.53 |
| Draw Down(%) | NA | 23.99 | 27.56 | 29.90 | 29.90 | NA | NA | … | … | 20.96 | 16.34 | 27.56 | 6.12 | 16.75 | 2.57 | 9.82 | 12.97 | 14.90 | 11.46 | 14.34 | 27.55 | 18.86 | 6.39 |
| Yield(%) | 0.00 | 12.53 | 6.60 | 5.20 | 6.08 | 4.82 | 3.62 | … | … | 0.00 | 12.57 | 2.35 | 4.43 | 3.65 | 1.51 | 1.77 | 1.41 | 12.59 | 2.87 | 2.82 | 0.85 | 1.52 | 1.00 |
Data as of 05/20/2022, Common starting date is 07/07/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRMTX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS T) |
-2.09%
Dec 2013 – Dec 2016 |
0.57%
Mar 2015 – Mar 2020 |
3.61%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRMTX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS T) |
15.52%
May 2012 – May 2015 |
10.44%
May 2012 – May 2017 |
7.59%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart