Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSSX (INTECH U.S. MANAGED VOLATILITY FUND CLASS S) | 8.16% | 21.42% | 17.64% | 4.68% | 7.06% | 8.89% | 6.75% | … | … |
Data as of 06/04/2026, Common starting date is 01/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSSX (INTECH U.S. MANAGED VOLATILITY FUND CLASS S) | 01/12/2006 | 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 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 21.42 | 17.64 | 4.68 | 7.06 | 8.89 | 6.75 | … | … | 8.16 | 12.92 | 23.25 | 14.92 | -15.06 | -8.15 | 0.59 | 23.18 | -4.09 | 20.05 | 7.72 | 2.95 | 9.31 | 35.57 | 15.14 | 1.82 | 14.81 | 17.48 | -35.02 | 0.87 | 13.66 |
| Sharpe Ratio | NA | 1.64 | 1.09 | 0.11 | 0.28 | NA | NA | … | … | 1.28 | 0.58 | 1.72 | 0.93 | -0.77 | -0.29 | 0.01 | 2.16 | -0.35 | 2.56 | 0.65 | 0.21 | 0.79 | 2.99 | 1.20 | 0.07 | 0.75 | 0.57 | -0.82 | -0.14 | 1.11 |
| Standard Deviation(%) | NA | 11.67 | 13.76 | 19.20 | 19.39 | NA | NA | … | … | 14.05 | 17.23 | 11.42 | 12.22 | 21.42 | 28.46 | 36.84 | 10.04 | 15.85 | 7.59 | 11.55 | 13.85 | 11.71 | 11.88 | 12.64 | 23.97 | 19.59 | 30.63 | 43.64 | 16.10 | 9.69 |
| Draw Down(%) | NA | 9.93 | 18.28 | 40.10 | 40.10 | NA | NA | … | … | 9.93 | 18.28 | 6.99 | 10.09 | 22.64 | 23.95 | 37.32 | 4.10 | 19.52 | 3.57 | 8.01 | 9.44 | 9.04 | 6.24 | 9.43 | 20.81 | 16.60 | 32.66 | 48.37 | 11.84 | 7.40 |
| Yield(%) | 0.00 | 9.84 | 6.50 | 3.21 | 4.15 | 7.64 | 5.79 | … | … | 0.00 | 9.94 | 3.25 | 3.95 | 1.34 | 0.11 | 0.95 | 3.50 | 7.03 | 6.33 | 1.12 | 13.57 | 27.79 | 19.80 | 1.53 | 1.17 | 1.01 | 2.05 | 1.53 | 2.84 | 1.34 |
Data as of 06/04/2026, 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 |
|---|---|---|---|---|
| JRSSX (INTECH U.S. MANAGED VOLATILITY FUND CLASS S) |
-17.27%
Feb 2006 – Feb 2009 |
-3.27%
May 2007 – May 2012 |
4.02%
Oct 2013 – Oct 2023 |
3.33%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSSX (INTECH U.S. MANAGED VOLATILITY FUND CLASS S) |
24.07%
Feb 2009 – Feb 2012 |
23.09%
Feb 2009 – Feb 2014 |
15.85%
Feb 2009 – Feb 2019 |
10.64%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart