Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSIX (INTECH U.S. MANAGED VOLATILITY FUND CLASS I) | 7.62% | 21.05% | 17.83% | 5.12% | 7.38% | 9.14% | 7.14% | … | … |
Data as of 06/03/2026, Common starting date is 01/11/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSIX (INTECH U.S. MANAGED VOLATILITY FUND CLASS I) | 01/11/2006 | 06/03/2026 |
| 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 (%) | -0.38 | 21.05 | 17.83 | 5.12 | 7.38 | 9.14 | 7.14 | … | … | 7.62 | 13.43 | 23.69 | 15.37 | -14.72 | -7.83 | 0.97 | 23.50 | -3.67 | 20.55 | 8.07 | 3.43 | 9.46 | 35.85 | 15.65 | 2.28 | 15.42 | 18.00 | -34.79 | 1.47 | 13.63 |
| Sharpe Ratio | NA | 1.69 | 1.12 | 0.14 | 0.30 | NA | NA | … | … | 1.31 | 0.61 | 1.76 | 0.96 | -0.75 | -0.28 | 0.02 | 2.17 | -0.32 | 2.65 | 0.68 | 0.24 | 0.81 | 3.02 | 1.25 | 0.09 | 0.78 | 0.59 | -0.82 | -0.10 | 1.10 |
| Standard Deviation(%) | NA | 11.73 | 13.79 | 19.22 | 19.40 | NA | NA | … | … | 14.15 | 17.24 | 11.40 | 12.26 | 21.55 | 28.43 | 36.83 | 10.16 | 15.88 | 7.53 | 11.55 | 13.89 | 11.69 | 11.86 | 12.60 | 23.94 | 19.64 | 30.57 | 43.71 | 16.10 | 9.71 |
| Draw Down(%) | NA | 9.82 | 18.20 | 39.92 | 39.92 | NA | NA | … | … | 9.82 | 18.20 | 6.95 | 9.95 | 22.45 | 23.90 | 37.24 | 4.18 | 19.44 | 3.47 | 7.88 | 9.42 | 8.90 | 6.18 | 9.31 | 20.71 | 16.52 | 32.52 | 48.15 | 11.65 | 7.39 |
| Yield(%) | 0.00 | 10.30 | 7.24 | 3.70 | 4.66 | 7.98 | 6.21 | … | … | 0.00 | 10.42 | 4.70 | 4.18 | 1.59 | 0.53 | 1.28 | 3.93 | 7.43 | 6.79 | 1.60 | 13.82 | 27.91 | 20.23 | 2.28 | 1.73 | 1.51 | 2.25 | 1.92 | 3.18 | 1.85 |
Data as of 06/03/2026, Common starting date is 01/11/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSIX (INTECH U.S. MANAGED VOLATILITY FUND CLASS I) |
-16.86%
Feb 2006 – Feb 2009 |
-2.84%
May 2007 – May 2012 |
4.40%
Oct 2013 – Oct 2023 |
3.71%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSIX (INTECH U.S. MANAGED VOLATILITY FUND CLASS I) |
24.62%
Feb 2009 – Feb 2012 |
23.56%
Feb 2009 – Feb 2014 |
16.27%
Feb 2009 – Feb 2019 |
11.06%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart