Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMISX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS S) | NA | -17.25% | -2.20% | 0.39% | 4.99% | 0.98% | NA | … | … |
Data as of 05/20/2022, Common starting date is 05/07/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMISX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS S) | 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 | -17.25 | -2.20 | 0.39 | 4.99 | 0.98 | NA | … | … | -20.91 | -6.81 | 8.93 | 10.74 | -9.59 | 28.46 | -4.67 | 4.39 | -5.99 | 26.49 | 16.48 | -13.42 | 9.96 | 25.74 | -42.03 | 2.70 |
| Sharpe Ratio | NA | -1.18 | -0.15 | -0.02 | 0.35 | NA | NA | … | … | -2.45 | -0.42 | 0.37 | 1.17 | -0.91 | 4.02 | -0.39 | 0.33 | -0.48 | 1.96 | 1.11 | -0.48 | 0.44 | 0.96 | -1.06 | 0.07 |
| Standard Deviation(%) | NA | 14.78 | 16.98 | 14.58 | 13.78 | NA | NA | … | … | 18.73 | 16.39 | 23.37 | 8.01 | 12.00 | 6.95 | 12.52 | 13.26 | 12.49 | 13.52 | 14.96 | 28.17 | 22.21 | 26.71 | 40.34 | 19.16 |
| Draw Down(%) | NA | 24.17 | 27.51 | 30.37 | 30.37 | NA | NA | … | … | 21.00 | 16.03 | 27.51 | 6.18 | 17.10 | 2.54 | 9.81 | 12.81 | 14.98 | 11.46 | 14.31 | 27.32 | 18.89 | 27.58 | 53.02 | 11.89 |
| Yield(%) | 0.00 | 12.12 | 6.30 | 4.93 | 5.83 | 2.94 | 2.19 | … | … | 0.00 | 12.16 | 2.32 | 3.94 | 3.63 | 1.14 | 1.73 | 1.22 | 12.60 | 2.49 | 2.21 | 0.85 | 1.59 | 2.72 | 1.42 | 1.27 |
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 |
|---|---|---|---|---|
| JMISX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS S) |
-13.05%
Jun 2007 – Jun 2010 |
-6.48%
Oct 2007 – Oct 2012 |
1.12%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMISX (INTECH INTERNATIONAL MANAGED VOLATILITY FUND CLASS S) |
16.95%
Feb 2009 – Feb 2012 |
17.96%
Feb 2009 – Feb 2014 |
9.75%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart