Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMIAX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS A) | NA | -17.13% | -2.05% | 0.50% | 5.02% | 1.03% | NA | … | … |
Data as of 05/20/2022, Common starting date is 05/07/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMIAX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS A) | 05/07/2007 | 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 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.09 | -17.13 | -2.05 | 0.50 | 5.02 | 1.03 | NA | … | … | -20.92 | -6.77 | 9.12 | 10.97 | -9.46 | 28.17 | -4.42 | 4.24 | -6.10 | 26.04 | 16.73 | -13.42 | 10.04 | 25.55 | -41.88 | 3.04 |
| Sharpe Ratio | NA | -1.17 | -0.14 | -0.01 | 0.35 | NA | NA | … | … | -2.46 | -0.41 | 0.38 | 1.19 | -0.89 | 3.99 | -0.37 | 0.32 | -0.49 | 1.93 | 1.12 | -0.48 | 0.45 | 0.96 | -1.06 | 0.10 |
| Standard Deviation(%) | NA | 14.78 | 16.97 | 14.59 | 13.77 | NA | NA | … | … | 18.71 | 16.54 | 23.33 | 8.01 | 12.09 | 6.93 | 12.49 | 13.14 | 12.51 | 13.50 | 14.97 | 27.99 | 22.12 | 26.65 | 40.37 | 19.27 |
| Draw Down(%) | NA | 24.05 | 27.50 | 30.18 | 30.18 | NA | NA | … | … | 20.97 | 16.11 | 27.50 | 6.14 | 16.94 | 2.54 | 9.83 | 13.02 | 14.90 | 11.39 | 14.31 | 27.43 | 18.83 | 27.53 | 52.92 | 11.89 |
| Yield(%) | 0.00 | 12.23 | 6.41 | 4.88 | 5.78 | 2.95 | 2.20 | … | … | 0.00 | 12.27 | 2.31 | 4.20 | 3.52 | 0.41 | 1.75 | 0.66 | 12.60 | 2.98 | 2.30 | 0.85 | 1.52 | 2.72 | 1.57 | 1.60 |
Data as of 05/20/2022, Common starting date is 05/07/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMIAX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS A) |
-12.90%
Jun 2007 – Jun 2010 |
-6.38%
Oct 2007 – Oct 2012 |
1.13%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMIAX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS A) |
16.83%
Feb 2009 – Feb 2012 |
17.87%
Feb 2009 – Feb 2014 |
9.70%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart