Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOLCX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS C) | NA | -14.47% | 0.03% | 1.82% | 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 |
|---|---|---|
| JOLCX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS C) | 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 (%) | -0.02 | -14.47 | 0.03 | 1.82 | NA | NA | NA | … | … | -13.53 | -9.47 | 7.58 | 6.37 | -5.72 | 33.25 | 0.35 | -10.90 | 0.49 |
| Sharpe Ratio | NA | -1.09 | -0.02 | 0.09 | NA | NA | NA | … | … | -1.94 | -0.67 | 0.29 | 0.55 | -0.60 | 4.00 | 0.01 | -0.77 | 2.35 |
| Standard Deviation(%) | NA | 13.40 | 17.79 | 15.21 | NA | NA | NA | … | … | 16.40 | 14.22 | 25.54 | 9.01 | 11.79 | 8.20 | 12.43 | 14.26 | 8.23 |
| Draw Down(%) | NA | 16.86 | 33.90 | 35.10 | NA | NA | NA | … | … | 16.54 | 15.64 | 33.90 | 6.10 | 16.17 | 3.56 | 12.41 | 23.97 | 0.68 |
| Yield(%) | 0.40 | 7.61 | 4.11 | 4.58 | 2.43 | 1.62 | 1.21 | … | … | 0.35 | 7.24 | 1.32 | 2.31 | 7.95 | 1.64 | 0.24 | 0.79 | 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 |
|---|---|---|---|---|
| JOLCX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS C) |
-2.05%
Mar 2017 – Mar 2020 |
-2.14%
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 |
|---|---|---|---|---|
| JOLCX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS C) |
11.22%
Feb 2016 – Feb 2019 |
9.57%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart