Intech Managed Volatility Fund Manager Performance Evaluation
| JRSNX Fund | USD 11.52 -0.18 -1.54% |
The fund shows a Beta (market volatility) of 0.86, which conveys possible diversification benefits within a given portfolio. With a beta near 1, INTECH US is expected to mirror market movements with minimal deviation in either direction.
Risk-Adjusted Performance
Weak
Weak | Strong |
Over the last 90 days, Intech Managed Volatility generated negative risk-adjusted returns and added little value for fund investors. Used correctly, this score supports evaluation of raw price movement versus actual return efficiency. Despite somewhat strong basic indicators, INTECH US is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. Learn More
INTECH |
Relative Risk vs. Return Landscape
If you had invested $ 1,213 in Intech Managed Volatility on December 20, 2025 and sold it today you would have lost $ 43.00 from holding Intech Managed Volatility or given up 3.54% of portfolio value over 90 days. Intech Managed Volatility is currently producing negative expected returns and carries 0.7909% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than INTECH, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Historical Prices of Intech Managed Volatility
Below is the normalized historical share price chart for Intech Managed Volatility extending back to October 28, 2014. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of INTECH US stands at 11.52, as last reported on the 20th of March, with the highest price reaching 11.52 and the lowest price hitting 11.52 during the day.Macro event markers
Target Price Odds to finish over Current Price
For forecasting purposes, the tendency of INTECH Mutual Fund price to revert toward a long-term mean offers a useful anchor. However, investors should note that not all funds correct quickly - persistent mispricings are often associated with additional risk factors that the market prices gradually.
| Current Price | Horizon | Target Price | Odds moving above the current price in 90 days |
| 11.52 | 90 days | 11.52 | close to 99 |
Using standard statistical methods, the probability of INTECH US moving above the current price in 90 days from now is close to 99 (This fund probability chart shows the expected price distribution for INTECH Mutual Fund over a 90-day window).
INTECH US Price Density |
| Price |
Predictive Modules for INTECH US
Predicting the future price of Intech Managed Volatility involves applying a range of quantitative and qualitative techniques to the fund market. While no model guarantees accuracy, the practice of systematic forecasting provides context to structure their thinking and prepare for different market scenarios.Mean reversion opportunities in INTECH US's arise when market prices disconnect from fundamental anchors such as earnings, book value, or historical price-to-earnings multiples.
Primary Risk Indicators
Market turbulence over the past two decades has affected virtually every corner of the mutual fund market. INTECH US has experienced its share of dramatic price moves. Investors can manage this risk by monitoring INTECH US's volatility and elasticity within a framework of fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.86 | |
σ | Overall volatility | 0.18 | |
Ir | Information ratio | 0.03 |
Investor Alerts and Insights
Automated fund alerts for INTECH US keep investors informed of key developments without constant manual monitoring. Intech Managed Volatility notifications highlight material changes that could affect portfolio decisions and overall risk exposure.| INTECH US generated a negative expected return over the last 90 days | |
| The fund retains 99.64% of its assets under management (AUM) in equities |
INTECH US Fundamentals Growth
INTECH Mutual Fund is valued by the market based on INTECH US's financial performance and outlook. Revenue and earnings growth, profitability metrics, and debt levels form the core set of fundamentals that drive INTECH Mutual Fund price movements.
| Price To Earning | 19.83 X | |||
| Price To Book | 2.64 X | |||
| Price To Sales | 1.48 X | |||
| Total Asset | 652 M | |||
Performance Metrics & Calculation Methodology
INTECH US performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Cycle participation patterns help identify regime alignment. Market sensitivity appears generally aligned with broader economic conditions.
For Intech Managed Volatility, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Return and risk statistics are calculated from historical price series.