Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIRMX (INTECH U.S. CORE FUND CLASS D) | NA | -3.97% | 2.41% | 11.23% | 4.68% | NA | NA | … | … |
Data as of 06/23/2017, Common starting date is 12/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIRMX (INTECH U.S. CORE FUND CLASS D) | 12/11/2003 | 06/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -18.46 | -3.97 | 2.41 | 11.23 | 4.68 | NA | NA | … | … | -8.69 | 8.61 | 1.63 | 13.66 | 35.00 | 14.67 | 5.08 | 16.38 | 22.94 | -36.56 | -2.71 | 5.63 | 6.88 | 12.68 | 3.59 |
| Sharpe Ratio | NA | -0.16 | 0.10 | 0.53 | 0.17 | NA | NA | … | … | -0.59 | 0.64 | 0.10 | 1.12 | 2.96 | 1.16 | 0.21 | 0.89 | 0.85 | -0.91 | -0.30 | 0.20 | 0.40 | 0.94 | 10.81 |
| Standard Deviation(%) | NA | 27.59 | 21.65 | 20.25 | 25.36 | NA | NA | … | … | 30.53 | 13.11 | 15.85 | 12.14 | 11.83 | 12.73 | 23.73 | 18.24 | 26.77 | 41.06 | 18.91 | 11.88 | 11.67 | 12.53 | 9.03 |
| Draw Down(%) | NA | 19.05 | 19.05 | 19.05 | 57.74 | NA | NA | … | … | 19.05 | 11.05 | 11.65 | 8.08 | 6.67 | 9.23 | 19.12 | 15.27 | 27.74 | 47.89 | 12.79 | 8.06 | 6.54 | 7.45 | 0.76 |
| Yield(%) | 0.00 | 3.82 | 9.65 | 10.23 | 4.95 | 4.70 | 3.52 | … | … | 0.00 | 4.00 | 15.49 | 11.75 | 5.67 | 1.64 | 1.02 | 1.19 | 2.04 | 1.11 | 1.54 | 0.76 | 2.16 | 0.65 | 2.02 |
Data as of 06/23/2017, Common starting date is 12/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIRMX (INTECH U.S. CORE FUND CLASS D) |
-19.87%
Feb 2006 – Feb 2009 |
-9.30%
Feb 2004 – Feb 2009 |
4.84%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIRMX (INTECH U.S. CORE FUND CLASS D) |
25.98%
Feb 2009 – Feb 2012 |
23.95%
Feb 2009 – Feb 2014 |
6.83%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart