Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOLTX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS T) | NA | -14.38% | -0.20% | 2.06% | 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 |
|---|---|---|
| JOLTX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS T) | 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 (%) | 0.00 | -14.38 | -0.20 | 2.06 | NA | NA | NA | … | … | -13.40 | -9.60 | 7.53 | 6.29 | -4.99 | 34.34 | 1.33 | -10.09 | 0.49 |
| Sharpe Ratio | NA | -1.08 | -0.03 | 0.10 | NA | NA | NA | … | … | -1.92 | -0.67 | 0.28 | 0.55 | -0.53 | 4.18 | 0.09 | -0.71 | 2.37 |
| Standard Deviation(%) | NA | 13.46 | 17.81 | 15.23 | NA | NA | NA | … | … | 16.44 | 14.36 | 25.54 | 8.84 | 11.83 | 8.11 | 12.40 | 14.31 | 8.18 |
| Draw Down(%) | NA | 16.73 | 34.02 | 34.92 | NA | NA | NA | … | … | 16.37 | 15.79 | 34.02 | 6.04 | 15.67 | 3.54 | 12.07 | 23.73 | 0.68 |
| Yield(%) | 0.70 | 8.01 | 4.12 | 5.01 | 2.82 | 1.88 | 1.41 | … | … | 0.61 | 7.40 | 1.24 | 2.01 | 9.12 | 2.49 | 1.23 | 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 |
|---|---|---|---|---|
| JOLTX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS T) |
-1.68%
Mar 2017 – Mar 2020 |
-1.57%
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 |
|---|---|---|---|---|
| JOLTX (INTECH EMERGING MARKETS MANAGED VOLATILITY FUND CLASS T) |
12.24%
Feb 2016 – Feb 2019 |
10.04%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart