Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSAX (INTECH U.S. MANAGED VOLATILITY FUND CLASS A) | 5.82% | 18.31% | 16.78% | 4.49% | 6.94% | 8.89% | 6.84% | … | … |
Data as of 06/08/2026, Common starting date is 01/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSAX (INTECH U.S. MANAGED VOLATILITY FUND CLASS A) | 01/12/2006 | 06/08/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.68 | 18.31 | 16.78 | 4.49 | 6.94 | 8.89 | 6.84 | … | … | 5.82 | 13.13 | 23.43 | 15.46 | -14.82 | -8.04 | 0.79 | 23.18 | -3.92 | 20.18 | 7.87 | 3.01 | 9.25 | 35.32 | 15.34 | 2.03 | 15.06 | 17.85 | -34.92 | 1.24 | 13.85 |
| Sharpe Ratio | NA | 1.37 | 0.99 | 0.10 | 0.27 | NA | NA | … | … | 0.76 | 0.60 | 1.72 | 0.96 | -0.76 | -0.28 | 0.01 | 2.16 | -0.33 | 2.59 | 0.67 | 0.21 | 0.79 | 2.98 | 1.23 | 0.08 | 0.76 | 0.58 | -0.82 | -0.12 | 1.14 |
| Standard Deviation(%) | NA | 12.09 | 13.89 | 19.25 | 19.42 | NA | NA | … | … | 14.48 | 17.29 | 11.49 | 12.34 | 21.51 | 28.34 | 36.85 | 10.07 | 15.94 | 7.56 | 11.49 | 13.86 | 11.68 | 11.86 | 12.54 | 23.92 | 19.66 | 30.53 | 43.68 | 16.12 | 9.62 |
| Draw Down(%) | NA | 9.90 | 18.27 | 39.99 | 39.99 | NA | NA | … | … | 9.90 | 18.27 | 7.04 | 10.05 | 22.50 | 23.87 | 37.26 | 4.18 | 19.50 | 3.56 | 7.98 | 9.50 | 8.97 | 6.21 | 9.34 | 20.79 | 16.58 | 32.57 | 48.24 | 11.75 | 7.39 |
| Yield(%) | 0.00 | 10.06 | 7.06 | 3.54 | 4.41 | 7.82 | 6.00 | … | … | 0.00 | 10.21 | 4.32 | 4.48 | 1.45 | 0.24 | 1.07 | 3.65 | 7.18 | 6.36 | 1.39 | 13.67 | 26.87 | 19.95 | 2.04 | 1.48 | 1.26 | 2.23 | 1.77 | 3.03 | 1.63 |
Data as of 06/08/2026, Common starting date is 01/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSAX (INTECH U.S. MANAGED VOLATILITY FUND CLASS A) |
-17.06%
Feb 2006 – Feb 2009 |
-3.06%
May 2007 – May 2012 |
4.13%
Oct 2013 – Oct 2023 |
3.46%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSAX (INTECH U.S. MANAGED VOLATILITY FUND CLASS A) |
24.33%
Feb 2009 – Feb 2012 |
23.24%
Feb 2009 – Feb 2014 |
15.96%
Feb 2009 – Feb 2019 |
10.80%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart