Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMIIX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS I) | NA | -16.85% | -1.77% | 0.85% | 5.36% | 1.25% | NA | … | … |
Data as of 05/20/2022, Common starting date is 05/07/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMIIX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS I) | 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 (%) | -0.04 | -16.85 | -1.77 | 0.85 | 5.36 | 1.25 | NA | … | … | -20.82 | -6.86 | 9.38 | 11.40 | -9.11 | 28.76 | -4.26 | 4.64 | -5.75 | 26.45 | 17.03 | -13.48 | 9.87 | 25.55 | -41.75 | 2.87 |
| Sharpe Ratio | NA | -1.15 | -0.13 | 0.01 | 0.38 | NA | NA | … | … | -2.45 | -0.41 | 0.39 | 1.25 | -0.86 | 4.02 | -0.36 | 0.35 | -0.46 | 1.96 | 1.15 | -0.48 | 0.44 | 0.96 | -1.05 | 0.08 |
| Standard Deviation(%) | NA | 14.77 | 16.94 | 14.57 | 13.76 | NA | NA | … | … | 18.73 | 16.77 | 23.31 | 8.02 | 12.08 | 7.04 | 12.40 | 13.30 | 12.47 | 13.51 | 14.90 | 28.04 | 22.15 | 26.58 | 40.49 | 19.12 |
| Draw Down(%) | NA | 23.91 | 27.45 | 29.56 | 29.56 | NA | NA | … | … | 20.91 | 16.39 | 27.45 | 6.11 | 16.63 | 2.56 | 9.81 | 12.95 | 14.86 | 11.34 | 14.34 | 27.41 | 18.89 | 27.41 | 52.83 | 11.88 |
| Yield(%) | 0.00 | 12.65 | 6.71 | 5.39 | 6.32 | 3.18 | 2.37 | … | … | 0.00 | 12.69 | 2.35 | 4.65 | 3.95 | 1.90 | 1.58 | 1.56 | 12.95 | 3.22 | 3.00 | 0.83 | 1.62 | 2.72 | 1.69 | 1.44 |
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 |
|---|---|---|---|---|
| JMIIX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS I) |
-12.97%
Jun 2007 – Jun 2010 |
-6.40%
Oct 2007 – Oct 2012 |
1.29%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMIIX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS I) |
16.75%
Feb 2009 – Feb 2012 |
17.96%
Feb 2009 – Feb 2014 |
9.95%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart