Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOLDX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS D) | NA | -14.29% | -0.10% | 2.11% | 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 |
|---|---|---|
| JOLDX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS D) | 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 (%) | -0.03 | -14.29 | -0.10 | 2.11 | NA | NA | NA | … | … | -13.38 | -9.95 | 7.54 | 6.10 | -4.97 | 34.40 | 1.24 | -10.09 | 0.49 |
| Sharpe Ratio | NA | -1.07 | -0.03 | 0.11 | NA | NA | NA | … | … | -1.91 | -0.68 | 0.29 | 0.53 | -0.53 | 4.13 | 0.08 | -0.71 | 2.37 |
| Standard Deviation(%) | NA | 13.47 | 17.77 | 15.21 | NA | NA | NA | … | … | 16.45 | 14.61 | 25.50 | 8.89 | 11.84 | 8.22 | 12.44 | 14.28 | 8.18 |
| Draw Down(%) | NA | 16.62 | 33.96 | 34.79 | NA | NA | NA | … | … | 16.34 | 16.18 | 33.96 | 6.04 | 15.68 | 3.54 | 12.15 | 23.73 | 0.68 |
| Yield(%) | 1.73 | 9.32 | 4.65 | 5.31 | 2.97 | 1.98 | 1.49 | … | … | 1.50 | 7.90 | 1.16 | 2.21 | 9.07 | 2.52 | 1.26 | 1.60 | 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 |
|---|---|---|---|---|
| JOLDX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS D) |
-1.67%
Mar 2017 – Mar 2020 |
-1.58%
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 |
|---|---|---|---|---|
| JOLDX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS D) |
12.23%
Feb 2016 – Feb 2019 |
10.08%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart