Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSNX (INTECH U.S. MANAGED VOLATILITY FUND CLASS N) | 5.62% | 19.55% | 17.23% | 10.49% | 11.64% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 10/29/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSNX (INTECH U.S. MANAGED VOLATILITY FUND CLASS N) | 10/29/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.22 | 19.55 | 17.23 | 10.49 | 11.64 | NA | NA | … | … | 5.62 | 4.34 | 23.70 | 15.54 | -14.00 | 20.00 | 12.85 | 23.78 | 13.83 | 3.73 | 8.16 | 3.48 | 57.73 |
| Sharpe Ratio | NA | 1.67 | 1.12 | 0.55 | 0.31 | NA | NA | … | … | 1.29 | 0.08 | 1.75 | 0.97 | -0.72 | 1.60 | 0.36 | 2.22 | 0.45 | 0.03 | 0.68 | 0.25 | 13.07 |
| Standard Deviation(%) | NA | 11.77 | 13.85 | 15.47 | 33.49 | NA | NA | … | … | 14.18 | 20.13 | 11.48 | 12.35 | 21.49 | 12.48 | 34.96 | 10.04 | 27.84 | 88.37 | 11.65 | 13.91 | 102.95 |
| Draw Down(%) | NA | 9.83 | 18.19 | 22.46 | 37.28 | NA | NA | … | … | 9.83 | 18.19 | 7.00 | 9.93 | 22.32 | 8.11 | 37.28 | 4.11 | 19.37 | 22.16 | 7.91 | 9.45 | 4.21 |
| Yield(%) | 0.00 | 10.55 | 7.41 | 8.94 | 9.63 | 8.94 | 6.70 | … | … | 0.00 | 10.62 | 4.88 | 4.26 | 2.41 | 28.07 | 13.24 | 4.11 | 9.00 | 6.90 | 1.66 | 13.89 | 53.06 |
Data as of 06/05/2026, Common starting date is 10/29/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSNX (INTECH U.S. MANAGED VOLATILITY FUND CLASS N) |
2.60%
Sep 2019 – Sep 2022 |
4.32%
Mar 2015 – Mar 2020 |
9.53%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSNX (INTECH U.S. MANAGED VOLATILITY FUND CLASS N) |
21.01%
Sep 2022 – Sep 2025 |
19.92%
Nov 2014 – Nov 2019 |
15.56%
Nov 2014 – Nov 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart