INTECH US Market Risk Adjusted Performance
| JRSTX Fund | | | USD 11.41 -0.03 -0.26% |
The Market Risk Adjusted Performance reading for Intech Managed Volatility is computed from historical trading observations. Extended technical indicator views are accessible through
Equity Screeners. Portfolio design and allocation context appear in
Risk vs Return Analysis. The view supports a broader understanding of portfolio structure. Monitoring Intech Managed Volatility within a portfolio highlights how it interacts with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence Intech Managed Volatility's mutual fund valuation — related indicators include
signals in population.
Intech Managed Volatility has current Market Risk Adjusted Performance of
-0.04.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in INTECH US |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Intech Managed Volatility is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators