Intech Us Correlations

Mutual Funds . USA . 
Fund . Intech Managed Volatility
JRSAX Fund  USD 12.45  0.02  0.16%   
The correlation of Intech Us is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Intech Us Correlation With Market

Modest diversification

The correlation between Intech Managed Volatility and DJI is 0.25 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intech Managed Volatility and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Intech Managed Volatility. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Intech Mutual Fund

  0.94JRAAX Janus ResearchPairCorr
  0.91JRARX Janus Henderson ResearchPairCorr
  0.91JRASX Janus ResearchPairCorr
  0.85JAAGX Enterprise PortfolioPairCorr
  0.97JABAX Janus BalancedPairCorr
  0.97JABCX Janus BalancedPairCorr
  0.97JRSDX Intech Managed VolatilityPairCorr
  0.97JRSCX Intech Managed VolatilityPairCorr
  0.97JRSIX Intech Managed VolatilityPairCorr
  0.97JRSNX Intech Managed VolatilityPairCorr
  0.97JRSSX Intech Managed VolatilityPairCorr
  0.97JRSTX Intech Managed VolatilityPairCorr
  0.9JACNX Janus TrarianPairCorr
  0.91JACTX Janus Forty FundPairCorr
  1.0JADGX Janus Growth AndPairCorr
  0.97JABNX Janus BalancedPairCorr
  0.97JABRX Janus BalancedPairCorr
  0.95JACCX Janus Forty FundPairCorr
  0.93JAENX Janus EnterprisePairCorr
  0.91JAGTX Janus Global TechnologyPairCorr
  0.97JAGIX Janus Growth AndPairCorr
  0.86JAGLX Janus Global LifePairCorr
  0.82JAHYX Janus High YieldPairCorr
  0.97JANBX Janus BalancedPairCorr
  0.93JANEX Janus EnterprisePairCorr
  0.94JANIX Janus TritonPairCorr
  0.94JANRX Janus Global SelectPairCorr
  0.83JANVX Janus VenturePairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Intech Mutual Fund performing well and Intech Us Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Intech Us' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
JRSCX  0.68  0.15  0.16  0.32  0.52 
(0.82)
 1.08 
(1.05)
 11.99 
JRSTX  0.68  0.15  0.15  0.31  0.55 
(0.80)
 1.13 
(1.02)
 11.64 
WMLIX  0.76  0.13  0.17  0.16  0.56 
(0.86)
 1.20 
(1.22)
 14.00 
FOSBX  0.90  0.10  0.13  0.14  0.65 
(1.03)
 2.14 
(1.52)
 9.96 
FOSCX  0.90  0.10  0.13  0.14  0.66 
(1.07)
 2.15 
(1.53)
 10.02 
IYSYX  0.64  0.10  0.11  0.18  0.58 
(0.73)
 1.43 
(1.19)
 3.19 
SVOAX  0.75  0.27  0.40  1.24  0.00 
(1.06)
 1.01 
(0.90)
 19.09 
MFCIX  1.18  0.22  0.21  0.22  0.92 
(1.48)
 1.83 
(1.90)
 16.80 
CCSGX  0.81  0.00  0.02  0.07  0.73 
(1.01)
 1.98 
(1.64)
 4.91 
TMMAX  1.01  0.50  0.79 (9.09) 0.00 
(1.35)
 0.89 
(0.88)
 32.02 

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