Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGDDX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS D) | NA | -2.84% | 5.51% | 5.54% | 8.38% | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 12/16/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGDDX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS D) | 12/16/2011 | 05/20/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | -2.84 | 5.51 | 5.54 | 8.38 | NA | NA | … | … | -4.98 | 10.21 | 2.33 | 16.35 | -2.79 | 16.17 | 5.39 | 7.78 | -0.97 | 20.72 | 11.47 | 3.41 |
| Sharpe Ratio | NA | -0.29 | 0.29 | 0.34 | 0.65 | NA | NA | … | … | -1.05 | 1.08 | 0.08 | 2.03 | -0.45 | 3.20 | 0.51 | 0.69 | -0.10 | 1.97 | 0.98 | 10.25 |
| Standard Deviation(%) | NA | 10.22 | 17.50 | 14.40 | 12.53 | NA | NA | … | … | 12.11 | 9.43 | 27.24 | 7.35 | 9.17 | 4.87 | 10.08 | 11.31 | 9.59 | 10.50 | 11.74 | 15.22 |
| Draw Down(%) | NA | 7.60 | 31.29 | 31.29 | 31.29 | NA | NA | … | … | 6.54 | 8.14 | 31.29 | 4.86 | 7.80 | 2.99 | 6.31 | 7.90 | 11.30 | 8.52 | 10.62 | 1.07 |
| Yield(%) | 0.06 | 3.67 | 3.78 | 3.74 | 5.54 | 3.76 | 2.82 | … | … | 1.21 | 3.89 | 3.02 | 4.15 | 3.16 | 3.87 | 2.75 | 4.18 | 6.65 | 9.53 | 3.20 | 0.00 |
Data as of 05/20/2022, Common starting date is 12/16/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDDX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS D) |
1.25%
Mar 2017 – Mar 2020 |
4.04%
Mar 2015 – Mar 2020 |
7.87%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGDDX (INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS D) |
13.10%
May 2012 – May 2015 |
11.89%
May 2012 – May 2017 |
8.58%
Jan 2012 – Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart