Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRSTX (INTECH U.S. MANAGED VOLATILITY FUND CLASS T) | 4.21% | 16.22% | 15.94% | 3.96% | 6.80% | 8.86% | NA | … | … |
Data as of 06/10/2026, Common starting date is 07/07/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRSTX (INTECH U.S. MANAGED VOLATILITY FUND CLASS T) | 07/07/2009 | 06/10/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.05 | 16.22 | 15.94 | 3.96 | 6.80 | 8.86 | NA | … | … | 4.21 | 13.26 | 23.58 | 15.15 | -14.83 | -8.31 | 0.68 | 23.49 | -3.86 | 20.25 | 8.00 | 3.16 | 9.35 | 35.48 | 15.35 | 2.07 | 15.30 | 27.20 |
| Sharpe Ratio | NA | 1.39 | 0.99 | 0.09 | 0.27 | NA | NA | … | … | 0.76 | 0.61 | 1.73 | 0.94 | -0.76 | -0.29 | 0.01 | 2.20 | -0.33 | 2.60 | 0.67 | 0.23 | 0.80 | 3.00 | 1.22 | 0.09 | 0.78 | 3.40 |
| Standard Deviation(%) | NA | 11.97 | 13.84 | 19.37 | 19.50 | NA | NA | … | … | 14.41 | 17.21 | 11.52 | 12.32 | 21.46 | 28.82 | 36.99 | 10.03 | 15.94 | 7.57 | 11.53 | 13.83 | 11.70 | 11.83 | 12.61 | 23.84 | 19.62 | 18.52 |
| Draw Down(%) | NA | 9.91 | 18.29 | 40.19 | 40.19 | NA | NA | … | … | 9.91 | 18.29 | 7.03 | 10.07 | 22.42 | 24.22 | 37.32 | 4.07 | 19.56 | 3.60 | 7.98 | 9.52 | 8.95 | 6.19 | 9.41 | 20.75 | 16.97 | 6.63 |
| Yield(%) | 0.00 | 10.33 | 7.13 | 3.61 | 4.57 | 8.05 | 9.05 | … | … | 0.00 | 10.53 | 4.54 | 4.18 | 1.62 | 0.42 | 1.25 | 3.86 | 7.41 | 6.68 | 1.44 | 13.85 | 28.10 | 20.24 | 2.08 | 1.42 | 1.38 | 0.63 |
Data as of 06/10/2026, Common starting date is 07/07/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSTX (INTECH U.S. MANAGED VOLATILITY FUND CLASS T) |
-9.76%
Sep 2019 – Sep 2022 |
-2.49%
Sep 2018 – Sep 2023 |
4.19%
Oct 2013 – Oct 2023 |
7.85%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRSTX (INTECH U.S. MANAGED VOLATILITY FUND CLASS T) |
22.82%
Sep 2011 – Sep 2014 |
16.74%
Jun 2010 – Jun 2015 |
13.47%
Aug 2010 – Aug 2020 |
9.61%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart