Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOLIX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS I) | NA | -14.32% | -0.06% | 2.14% | 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 |
|---|---|---|
| JOLIX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS I) | 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 | -14.32 | -0.06 | 2.14 | NA | NA | NA | … | … | -13.39 | -9.59 | 7.69 | 5.87 | -4.91 | 34.57 | 1.36 | -9.93 | 0.49 |
| Sharpe Ratio | NA | -1.08 | -0.02 | 0.11 | NA | NA | NA | … | … | -1.92 | -0.67 | 0.29 | 0.49 | -0.53 | 4.17 | 0.09 | -0.70 | 2.48 |
| Standard Deviation(%) | NA | 13.44 | 17.84 | 15.24 | NA | NA | NA | … | … | 16.43 | 14.37 | 25.65 | 9.01 | 11.81 | 8.18 | 12.37 | 14.30 | 7.83 |
| Draw Down(%) | NA | 16.64 | 33.99 | 34.86 | NA | NA | NA | … | … | 16.34 | 15.76 | 33.99 | 5.84 | 15.59 | 3.54 | 12.13 | 23.71 | 0.59 |
| Yield(%) | 0.86 | 8.18 | 4.35 | 5.09 | 2.88 | 1.92 | 1.44 | … | … | 0.75 | 7.45 | 1.31 | 2.45 | 9.16 | 2.03 | 1.38 | 1.75 | 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 |
|---|---|---|---|---|
| JOLIX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS I) |
-1.62%
Mar 2017 – Mar 2020 |
-1.49%
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 |
|---|---|---|---|---|
| JOLIX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS I) |
12.34%
Feb 2016 – Feb 2019 |
10.14%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart