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JRSTX: INTECH U.S. MANAGED VOLATILITY FUND CLASS T (MUTUAL FUND)
Basic Info 10.09 0.08(0.80%) April 22
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (6%) |
Start Date: | 07/07/2009 |
Last Dividend Date: | 12/11/2023 |
12-Mo. Yield | 6.18% |
Expenses | 0.67% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/07/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.7 | 3.9 | 14.1 | 4.7 | 8.8 | 9.0 | 12.4 | 15.1 | -14.2 | 19.7 | 12.7 | 23.5 | -3.9 | 20.2 | 8.0 | 3.2 | 9.4 | 35.5 | 15.3 | 2.1 | 15.3 | 27.2 |
Sharpe Ratio | NA | 0.71 | 0.83 | 0.14 | 0.34 | 0.47 | 0.68 | 0.89 | -0.73 | 1.59 | 0.35 | 2.2 | -0.32 | 2.6 | 0.68 | 0.23 | 0.8 | 3.0 | 1.22 | 0.09 | 0.78 | 3.4 |
Draw Down(%) | NA | 4.9 | 10.1 | 22.6 | 37.3 | 37.3 | 37.3 | 10.1 | 22.4 | 8.1 | 37.3 | 4.1 | 19.6 | 3.6 | 8.0 | 9.5 | 8.9 | 6.2 | 9.4 | 20.8 | 17.0 | 6.6 |
Standard Deviation(%) | NA | 9.8 | 10.5 | 15.5 | 20.4 | 16.8 | 17.1 | 12.3 | 21.4 | 12.4 | 35.0 | 10.0 | 15.9 | 7.6 | 11.5 | 13.8 | 11.7 | 11.8 | 12.6 | 23.8 | 19.6 | 18.5 |
Treynor Ratio | NA | 0.08 | 0.1 | 0.02 | 0.08 | 0.09 | 0.13 | 0.12 | -0.15 | 0.3 | 0.14 | 0.35 | -0.06 | 0.24 | 0.12 | 0.04 | 0.09 | 0.34 | 0.16 | 0.02 | 0.14 | 0.63 |
Alpha | NA | -0.02 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.02 | -0.05 | 0.01 | 0.04 | 0.02 | 0.01 | 0.02 | -0.01 | 0.02 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 |
Beta | NA | 0.84 | 0.88 | 0.95 | 0.89 | 0.87 | 0.92 | 0.93 | 1.05 | 0.65 | 0.89 | 0.64 | 0.92 | 0.83 | 0.67 | 0.81 | 1.03 | 1.03 | 0.97 | 0.98 | 1.06 | 1.0 |
RSquared | NA | 0.63 | 0.76 | 0.78 | 0.78 | 0.78 | 0.84 | 0.81 | 0.85 | 0.45 | 0.84 | 0.53 | 0.83 | 0.6 | 0.6 | 0.82 | 0.92 | 0.95 | 0.95 | 0.97 | 0.99 | 0.98 |
Yield(%) | N/A | 0.0 | 4.0 | 10.2 | 10.5 | 9.6 | N/A | 4.2 | 2.2 | 28.0 | 13.1 | 3.9 | 7.4 | 6.7 | 1.5 | 13.9 | 28.1 | 20.3 | 2.1 | 1.5 | 1.4 | 0.6 |
Dividend Growth(%) | N/A | -100.0 | 60.9 | 40.7 | -11.7 | N/A | N/A | 60.9 | -92.7 | 111.3 | 305.4 | -54.3 | 26.6 | 392.3 | -90.6 | -59.4 | 53.4 | 1015.0 | 42.9 | 16.7 | 200.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/07/2009
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