Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOLSX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS S) | NA | -14.27% | -0.03% | 2.04% | 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 |
|---|---|---|
| JOLSX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS S) | 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 | -14.27 | -0.03 | 2.04 | NA | NA | NA | … | … | -13.41 | -9.59 | 7.59 | 6.09 | -5.25 | 34.13 | 1.09 | -10.32 | 0.49 |
| Sharpe Ratio | NA | -1.07 | -0.02 | 0.10 | NA | NA | NA | … | … | -1.92 | -0.67 | 0.29 | 0.52 | -0.56 | 4.09 | 0.07 | -0.73 | 2.40 |
| Standard Deviation(%) | NA | 13.46 | 17.82 | 15.24 | NA | NA | NA | … | … | 16.47 | 14.43 | 25.59 | 8.98 | 11.82 | 8.23 | 12.41 | 14.25 | 8.08 |
| Draw Down(%) | NA | 16.59 | 33.96 | 34.91 | NA | NA | NA | … | … | 16.44 | 15.77 | 33.96 | 6.03 | 15.82 | 3.54 | 12.19 | 23.76 | 0.68 |
| Yield(%) | 0.56 | 8.03 | 4.20 | 4.94 | 2.73 | 1.82 | 1.37 | … | … | 0.48 | 7.53 | 1.11 | 2.35 | 8.86 | 2.17 | 0.99 | 1.36 | 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 |
|---|---|---|---|---|
| JOLSX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS S) |
-1.75%
Mar 2017 – Mar 2020 |
-1.69%
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 |
|---|---|---|---|---|
| JOLSX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS S) |
11.95%
Feb 2016 – Feb 2019 |
9.93%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart