Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLCCX (INTECH U.S. CORE FUND CLASS C) | NA | -4.53% | 1.52% | 10.25% | 4.76% | NA | NA | … | … |
Data as of 06/23/2017, Common starting date is 01/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLCCX (INTECH U.S. CORE FUND CLASS C) | 01/03/2003 | 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 (%) | -18.31 | -4.53 | 1.52 | 10.25 | 4.76 | NA | NA | … | … | -8.88 | 7.76 | 0.62 | 12.51 | 33.70 | 13.59 | 4.03 | 15.35 | 21.27 | -36.39 | 5.63 | 10.44 | 10.70 | 17.13 | 21.03 |
| Sharpe Ratio | NA | -0.18 | 0.06 | 0.46 | 0.17 | NA | NA | … | … | -0.60 | 0.57 | 0.04 | 0.67 | 2.84 | 1.07 | 0.17 | 0.83 | 0.79 | -0.92 | 0.16 | 0.68 | 0.79 | 1.39 | 1.27 |
| Standard Deviation(%) | NA | 27.31 | 23.00 | 21.08 | 25.32 | NA | NA | … | … | 30.26 | 13.15 | 15.85 | 18.77 | 11.84 | 12.73 | 23.74 | 18.29 | 26.72 | 40.65 | 16.04 | 10.60 | 10.84 | 11.65 | 16.21 |
| Draw Down(%) | NA | 18.87 | 18.87 | 18.87 | 53.66 | NA | NA | … | … | 18.87 | 11.10 | 11.93 | 9.93 | 6.80 | 9.37 | 19.26 | 14.84 | 27.59 | 47.72 | 10.19 | 8.29 | 6.53 | 7.65 | 12.55 |
| Yield(%) | 0.00 | 2.93 | 9.17 | 9.39 | 5.00 | 6.74 | 5.05 | … | … | 0.00 | 3.06 | 15.46 | 10.99 | 4.80 | 0.65 | 0.00 | 0.09 | 0.88 | 0.60 | 3.63 | 0.34 | 10.38 | 12.18 | 0.00 |
Data as of 06/23/2017, Common starting date is 01/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLCCX (INTECH U.S. CORE FUND CLASS C) |
-16.26%
Feb 2006 – Feb 2009 |
-5.49%
Feb 2004 – Feb 2009 |
5.44%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLCCX (INTECH U.S. CORE FUND CLASS C) |
24.48%
Feb 2009 – Feb 2012 |
22.61%
Feb 2009 – Feb 2014 |
8.52%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart