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JRMTX: INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS T (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/07/2009 |
Last Dividend Date: | 12/22/2021 |
12-Mo. Yield | 12.53% |
Expenses | 1.94% |
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Performance Analytics (As of 05/20/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | -17.0 | -1.9 | 0.8 | 5.3 | 5.2 | -20.9 | -6.9 | 9.1 | 11.2 | -9.2 | 28.6 | -4.3 | 4.4 | -6.0 | 26.1 | 16.7 | -13.6 | 10.1 | 23.0 |
Sharpe Ratio | NA | -1.16 | -0.14 | 0.0 | 0.36 | 0.3 | -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 |
Draw Down(%) | NA | 24.0 | 27.6 | 29.9 | 29.9 | 29.9 | 21.0 | 16.3 | 27.6 | 6.1 | 16.7 | 2.6 | 9.8 | 13.0 | 14.9 | 11.5 | 14.3 | 27.5 | 18.9 | 6.4 |
Standard Deviation(%) | NA | 14.8 | 16.9 | 14.6 | 13.8 | 16.3 | 18.7 | 16.7 | 23.3 | 8.0 | 12.0 | 7.0 | 12.5 | 13.3 | 12.5 | 13.5 | 14.9 | 28.0 | 22.1 | 19.5 |
Treynor Ratio | NA | -0.22 | -0.03 | 0.0 | 0.07 | 0.06 | -0.58 | -0.1 | 0.13 | 0.16 | -0.13 | 0.38 | -0.08 | 0.06 | -0.06 | 0.28 | 0.2 | -0.14 | 0.1 | 0.54 |
Alpha | NA | -0.04 | -0.03 | -0.01 | 0.0 | 0.0 | -0.14 | -0.05 | 0.01 | -0.01 | 0.01 | 0.03 | -0.03 | 0.03 | 0.0 | 0.02 | 0.01 | 0.0 | 0.0 | -0.02 |
Beta | NA | 0.78 | 0.71 | 0.72 | 0.74 | 0.83 | 0.79 | 0.67 | 0.7 | 0.61 | 0.82 | 0.74 | 0.6 | 0.76 | 0.95 | 0.93 | 0.85 | 1.0 | 1.02 | 0.98 |
RSquared | NA | 0.7 | 0.78 | 0.78 | 0.76 | 0.83 | 0.74 | 0.28 | 0.85 | 0.64 | 0.84 | 0.62 | 0.69 | 0.77 | 0.73 | 0.78 | 0.89 | 0.95 | 0.96 | 0.94 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 12.6 | 2.9 | 2.8 | 0.9 | 1.5 | 1.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 422.7 | 15.8 | 171.4 | -36.4 | 83.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/06/2009
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