Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGDSX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS S) | NA | -2.48% | 5.66% | 5.55% | 8.30% | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 12/16/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGDSX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS S) | 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 (%) | 0.01 | -2.48 | 5.66 | 5.55 | 8.30 | NA | NA | … | … | -4.86 | 10.59 | 2.31 | 16.31 | -3.10 | 15.86 | 5.12 | 7.65 | -0.97 | 20.66 | 11.30 | 3.41 |
| Sharpe Ratio | NA | -0.25 | 0.30 | 0.34 | 0.64 | NA | NA | … | … | -1.03 | 1.11 | 0.08 | 2.02 | -0.48 | 3.19 | 0.49 | 0.68 | -0.10 | 1.97 | 0.97 | 10.25 |
| Standard Deviation(%) | NA | 10.28 | 17.52 | 14.41 | 12.52 | NA | NA | … | … | 12.13 | 9.48 | 27.24 | 7.38 | 9.21 | 4.79 | 10.06 | 11.27 | 9.58 | 10.47 | 11.70 | 15.22 |
| Draw Down(%) | NA | 7.55 | 31.51 | 31.51 | 31.51 | NA | NA | … | … | 6.52 | 7.88 | 31.51 | 4.88 | 8.00 | 2.95 | 6.37 | 7.84 | 11.45 | 8.48 | 10.62 | 1.07 |
| Yield(%) | 0.11 | 3.79 | 3.88 | 3.70 | 5.42 | 3.68 | 2.76 | … | … | 1.32 | 3.98 | 3.17 | 4.06 | 2.84 | 3.58 | 2.47 | 4.04 | 6.64 | 9.39 | 3.03 | 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 |
|---|---|---|---|---|
| JGDSX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS S) |
0.98%
Mar 2017 – Mar 2020 |
3.80%
Mar 2015 – Mar 2020 |
7.79%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDSX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS S) |
13.01%
May 2012 – May 2015 |
11.76%
May 2012 – May 2017 |
8.49%
Jan 2012 – Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart