Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGDIX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS I) | NA | -2.77% | 5.55% | 5.40% | 8.35% | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 12/16/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGDIX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS I) | 12/16/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.77 | 5.55 | 5.40 | 8.35 | NA | NA | … | … | -4.98 | 10.66 | 2.37 | 16.38 | -2.98 | 15.10 | 5.41 | 7.95 | -0.86 | 20.88 | 11.91 | 3.41 |
| Sharpe Ratio | NA | -0.29 | 0.29 | 0.33 | 0.64 | NA | NA | … | … | -1.06 | 1.13 | 0.08 | 2.02 | -0.47 | 2.97 | 0.51 | 0.70 | -0.09 | 2.00 | 1.02 | 10.25 |
| Standard Deviation(%) | NA | 10.20 | 17.56 | 14.44 | 12.55 | NA | NA | … | … | 12.07 | 9.43 | 27.33 | 7.40 | 9.20 | 4.90 | 10.09 | 11.29 | 9.63 | 10.45 | 11.74 | 15.22 |
| Draw Down(%) | NA | 7.55 | 31.31 | 31.31 | 31.31 | NA | NA | … | … | 6.56 | 8.09 | 31.31 | 4.83 | 7.95 | 2.96 | 6.28 | 7.86 | 11.31 | 8.48 | 10.52 | 1.07 |
| Yield(%) | 0.09 | 3.70 | 3.81 | 3.74 | 5.59 | 3.80 | 2.85 | … | … | 1.23 | 3.90 | 3.06 | 4.17 | 2.94 | 3.93 | 2.78 | 4.26 | 6.73 | 9.63 | 3.24 | 0.00 |
Data as of 05/20/2022, Common starting date is 12/16/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDIX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS I) |
0.89%
Mar 2017 – Mar 2020 |
3.86%
Mar 2015 – Mar 2020 |
7.84%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDIX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS I) |
13.35%
May 2012 – May 2015 |
11.84%
May 2012 – May 2017 |
8.57%
Jan 2012 – Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart