Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOLAX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS A) | NA | -14.48% | -0.37% | 1.85% | NA | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 12/19/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JOLAX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS A) | 12/19/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | -14.48 | -0.37 | 1.85 | NA | NA | NA | … | … | -13.48 | -9.51 | 7.39 | 7.86 | -5.11 | 34.16 | 1.19 | -10.16 | 0.49 |
| Sharpe Ratio | NA | -1.09 | -0.04 | 0.09 | NA | NA | NA | … | … | -1.93 | -0.67 | 0.28 | 0.79 | -0.55 | 4.10 | 0.08 | -0.71 | 2.37 |
| Standard Deviation(%) | NA | 13.41 | 17.76 | 15.19 | NA | NA | NA | … | … | 16.45 | 14.15 | 25.50 | 8.17 | 11.78 | 8.22 | 12.48 | 14.31 | 8.18 |
| Draw Down(%) | NA | 16.89 | 34.04 | 35.25 | NA | NA | NA | … | … | 16.42 | 15.65 | 34.04 | 6.07 | 15.82 | 3.54 | 12.20 | 23.73 | 0.68 |
| Yield(%) | 0.18 | 7.33 | 3.05 | 4.32 | 2.44 | 1.63 | 1.22 | … | … | 0.15 | 7.14 | 0.67 | 0.00 | 9.01 | 2.32 | 1.10 | 1.53 | 0.00 |
Data as of 05/20/2022, Common starting date is 12/19/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOLAX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS A) |
-1.90%
Mar 2017 – Mar 2020 |
-1.74%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOLAX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS A) |
12.02%
Feb 2016 – Feb 2019 |
9.84%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart