Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRMSX (INTECH U.S. CORE FUND CLASS T) | NA | -4.00% | 2.26% | 11.10% | 5.54% | NA | NA | … | … |
Data as of 06/23/2017, Common starting date is 03/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRMSX (INTECH U.S. CORE FUND CLASS T) | 03/03/2003 | 06/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -18.42 | -4.00 | 2.26 | 11.10 | 5.54 | NA | NA | … | … | -8.69 | 4.69 | -14.07 | 1.96 | 29.06 | 13.02 | 4.03 | 15.16 | 20.49 | -37.70 | -4.10 | 4.90 | 4.86 | 12.05 | 30.29 |
| Sharpe Ratio | NA | -1.14 | -1.50 | -1.04 | -0.88 | NA | NA | … | … | -1.23 | -2.15 | -1.45 | -1.04 | 0.83 | -0.44 | -0.61 | -0.19 | 0.07 | -1.39 | -1.33 | -1.43 | -1.30 | -0.59 | 0.89 |
| Standard Deviation(%) | NA | 22.93 | 20.88 | 18.01 | 23.06 | NA | NA | … | … | 30.45 | 13.64 | 22.44 | 15.90 | 12.64 | 12.80 | 23.69 | 18.25 | 26.76 | 40.95 | 19.73 | 12.23 | 12.48 | 12.77 | 15.60 |
| Draw Down(%) | NA | 19.01 | 31.81 | 31.81 | 59.09 | NA | NA | … | … | 19.01 | 11.05 | 19.46 | 10.79 | 6.73 | 9.23 | 19.12 | 14.73 | 27.74 | 47.89 | 14.04 | 8.06 | 7.19 | 7.45 | 5.10 |
| Yield(%) | 0.00 | 3.73 | 9.58 | 10.13 | 5.75 | 8.37 | 6.28 | … | … | 0.00 | 3.90 | 15.42 | 11.66 | 5.58 | 1.60 | 0.92 | 1.10 | 2.04 | 1.11 | 10.52 | 6.40 | 6.36 | 5.59 | 3.00 |
Data as of 06/23/2017, Common starting date is 03/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRMSX (INTECH U.S. CORE FUND CLASS T) |
-15.98%
Feb 2006 – Feb 2009 |
-5.14%
Feb 2004 – Feb 2009 |
6.27%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRMSX (INTECH U.S. CORE FUND CLASS T) |
25.89%
Feb 2009 – Feb 2012 |
23.87%
Feb 2009 – Feb 2014 |
9.20%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart