Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSCX (INTECH U.S. MANAGED VOLATILITY FUND CLASS C) | 5.14% | 18.17% | 15.97% | 3.42% | 6.07% | 7.98% | 5.95% | … | … |
Data as of 06/05/2026, Common starting date is 01/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSCX (INTECH U.S. MANAGED VOLATILITY FUND CLASS C) | 01/12/2006 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.27 | 18.17 | 15.97 | 3.42 | 6.07 | 7.98 | 5.95 | … | … | 5.14 | 12.30 | 22.49 | 14.27 | -15.37 | -9.48 | -0.32 | 22.43 | -4.48 | 19.32 | 6.96 | 2.56 | 8.41 | 34.39 | 14.56 | 1.17 | 14.23 | 16.98 | -35.42 | 0.48 | 13.04 |
| Sharpe Ratio | NA | 1.59 | 1.03 | 0.07 | 0.24 | NA | NA | … | … | 1.22 | 0.55 | 1.65 | 0.88 | -0.79 | -0.32 | -0.02 | 2.07 | -0.37 | 2.46 | 0.59 | 0.18 | 0.72 | 2.89 | 1.16 | 0.05 | 0.72 | 0.55 | -0.83 | -0.17 | 1.05 |
| Standard Deviation(%) | NA | 11.65 | 13.80 | 19.50 | 19.58 | NA | NA | … | … | 14.04 | 17.28 | 11.46 | 12.22 | 21.45 | 29.41 | 37.01 | 10.11 | 15.94 | 7.60 | 11.49 | 13.93 | 11.68 | 11.89 | 12.62 | 23.94 | 19.58 | 30.68 | 43.81 | 16.03 | 9.68 |
| Draw Down(%) | NA | 10.02 | 18.33 | 41.02 | 41.02 | NA | NA | … | … | 10.02 | 18.33 | 7.08 | 10.17 | 22.90 | 24.85 | 37.38 | 4.22 | 19.70 | 3.65 | 8.29 | 9.49 | 9.03 | 6.29 | 9.53 | 21.13 | 16.76 | 32.75 | 48.67 | 12.04 | 7.41 |
| Yield(%) | 0.00 | 10.27 | 6.60 | 3.14 | 3.83 | 7.24 | 5.39 | … | … | 0.00 | 10.29 | 3.41 | 3.75 | 0.99 | 0.00 | 0.34 | 3.11 | 6.64 | 5.84 | 0.79 | 13.74 | 27.19 | 19.54 | 1.28 | 0.00 | 0.65 | 1.58 | 1.03 | 2.62 | 1.01 |
Data as of 06/05/2026, Common starting date is 01/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSCX (INTECH U.S. MANAGED VOLATILITY FUND CLASS C) |
-17.69%
Feb 2006 – Feb 2009 |
-3.78%
May 2007 – May 2012 |
3.31%
Oct 2013 – Oct 2023 |
2.64%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSCX (INTECH U.S. MANAGED VOLATILITY FUND CLASS C) |
23.42%
Feb 2009 – Feb 2012 |
22.36%
Feb 2009 – Feb 2014 |
15.17%
Feb 2009 – Feb 2019 |
9.92%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart