Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSDX (INTECH U.S. MANAGED VOLATILITY FUND CLASS D) | 8.34% | 21.81% | 18.07% | 10.86% | 11.60% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 12/23/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSDX (INTECH U.S. MANAGED VOLATILITY FUND CLASS D) | 12/23/2014 | 06/04/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 21.81 | 18.07 | 10.86 | 11.60 | NA | NA | … | … | 8.34 | 4.07 | 23.68 | 15.21 | -14.12 | 19.91 | 12.74 | 23.60 | -3.60 | 20.35 | 7.95 | 3.23 | -0.89 |
| Sharpe Ratio | NA | 1.69 | 1.11 | 0.54 | 0.58 | NA | NA | … | … | 1.31 | 0.06 | 1.74 | 0.95 | -0.73 | 1.60 | 0.35 | 2.19 | -0.31 | 2.63 | 0.67 | 0.23 | NA |
| Standard Deviation(%) | NA | 11.68 | 13.83 | 15.46 | 17.29 | NA | NA | … | … | 14.08 | 20.11 | 11.50 | 12.30 | 21.50 | 12.42 | 35.09 | 10.12 | 15.98 | 7.51 | 11.57 | 13.84 | NA |
| Draw Down(%) | NA | 9.84 | 18.24 | 22.50 | 37.32 | NA | NA | … | … | 9.84 | 18.24 | 7.03 | 9.98 | 22.42 | 8.13 | 37.32 | 4.15 | 19.41 | 3.60 | 7.97 | 9.41 | NA |
| Yield(%) | 0.00 | 10.55 | 7.38 | 8.90 | 9.54 | 6.84 | 5.13 | … | … | 0.00 | 10.68 | 4.75 | 4.24 | 2.32 | 28.22 | 13.22 | 3.97 | 7.51 | 6.77 | 1.51 | 13.83 | 0.00 |
Data as of 06/04/2026, Common starting date is 12/23/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSDX (INTECH U.S. MANAGED VOLATILITY FUND CLASS D) |
2.48%
Sep 2019 – Sep 2022 |
3.84%
Mar 2015 – Mar 2020 |
9.19%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSDX (INTECH U.S. MANAGED VOLATILITY FUND CLASS D) |
20.84%
Sep 2022 – Sep 2025 |
14.82%
Mar 2020 – Mar 2025 |
11.71%
Jan 2016 – Jan 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart