Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLCIX (INTECH U.S. CORE FUND CLASS S) | NA | -4.23% | 2.01% | 10.83% | 5.45% | NA | NA | … | … |
Data as of 06/23/2017, Common starting date is 01/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JLCIX (INTECH U.S. CORE FUND CLASS S) | 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 (%) | -18.40 | -4.23 | 2.01 | 10.83 | 5.45 | NA | NA | … | … | -8.80 | 8.27 | 1.17 | 13.18 | 34.57 | 14.33 | 4.70 | 16.66 | 22.41 | -35.97 | 6.21 | 11.03 | 9.97 | 17.78 | 23.68 |
| Sharpe Ratio | NA | -0.17 | 0.08 | 0.48 | 0.20 | NA | NA | … | … | -0.59 | 0.61 | 0.07 | 0.69 | 2.91 | 1.13 | 0.20 | 0.90 | 0.83 | -0.90 | 0.20 | 0.73 | 0.72 | 1.44 | 1.44 |
| Standard Deviation(%) | NA | 27.56 | 23.28 | 21.35 | 25.51 | NA | NA | … | … | 30.50 | 13.17 | 15.84 | 19.20 | 11.88 | 12.76 | 23.69 | 18.43 | 26.73 | 40.66 | 15.97 | 10.59 | 10.89 | 11.68 | 16.09 |
| Draw Down(%) | NA | 18.99 | 18.99 | 18.99 | 53.31 | NA | NA | … | … | 18.99 | 11.11 | 11.74 | 10.30 | 6.73 | 9.24 | 19.14 | 14.38 | 27.61 | 47.43 | 10.07 | 8.18 | 6.45 | 7.59 | 12.45 |
| Yield(%) | 0.00 | 3.46 | 9.45 | 9.93 | 5.42 | 7.34 | 5.51 | … | … | 0.00 | 3.62 | 15.41 | 11.52 | 5.52 | 1.23 | 0.66 | 1.34 | 1.53 | 0.94 | 3.76 | 0.60 | 9.48 | 12.12 | 2.01 |
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 |
|---|---|---|---|---|
| JLCIX (INTECH U.S. CORE FUND CLASS S) |
-15.76%
Feb 2006 – Feb 2009 |
-5.18%
Feb 2004 – Feb 2009 |
6.17%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JLCIX (INTECH U.S. CORE FUND CLASS S) |
25.61%
Feb 2009 – Feb 2012 |
23.59%
Feb 2009 – Feb 2014 |
9.30%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart