Intech Managed Volatility Fund Technical Analysis
| JRSTX Fund | USD 11.61 -0.17 -1.44% |
As of the 13th of March 2026, INTECH US is marked at 11.61 per share. Recent trend indicators show Downside Deviation of 0.9064, risk adjusted performance of 0.0695, and Market Risk Adjusted Performance of 0.1702. Trend analytics rely on normalized volatility and volume metrics. Trend metrics are reviewed within historical sector ranges.
INTECH US Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as INTECH, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to INTECHINTECH |
What if' Analysis
Running a what-if backtest on Intech Managed Volatility gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether INTECH US's historical reward profile was stable enough to support the current thesis.
| 12/13/2025 |
| 03/13/2026 |
A 0.00 position in INTECH US initiated on December 13, 2025 and held to today would record 0.00 in net gains. This reflects a 0.0% cumulative return in INTECH US in total across 90 days. INTECH US competes with or is related to INTECH US, INTECH US, WILMINGTON LARGE-CAP, IVY SMALL, SMALL COMPANY, Small Pany, and PIMCO REALPATH. This provides context for relative positioning. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of U.S More
Momentum Range Indicators for INTECH US Snapshot
Upside/downside measures for INTECH US frame directional pressure and range behavior. They provide a structured view of short-term momentum and range behavior.
| Downside Deviation | 0.9064 | |||
| Information Ratio | 0.1063 | |||
| Maximum Drawdown | 12.77 | |||
| Value At Risk | -1.25 | |||
| Potential Upside | 0.8432 |
Volatility and Risk Indicators for INTECH US Snapshot
These indicators track INTECH US' volatility and return range dynamics. The signals are informational and describe volatility patterns.| Risk Adjusted Performance | 0.0695 | |||
| Jensen Alpha | 0.1469 | |||
| Total Risk Alpha | 0.204 | |||
| Sortino Ratio | 0.1776 | |||
| Treynor Ratio | 0.1602 |
The degree to which INTECH US's exhibits mean reversion depends on how efficiently the market prices new information. In highly covered equities, the mean reversion window tends to be shorter.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0695 | |||
| Market Risk Adjusted Performance | 0.1702 | |||
| Mean Deviation | 0.7508 | |||
| Semi Deviation | 0.7527 | |||
| Downside Deviation | 0.9064 | |||
| Coefficient Of Variation | 1228.83 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.29 | |||
| Information Ratio | 0.1063 | |||
| Jensen Alpha | 0.1469 | |||
| Total Risk Alpha | 0.204 | |||
| Sortino Ratio | 0.1776 | |||
| Treynor Ratio | 0.1602 | |||
| Maximum Drawdown | 12.77 | |||
| Value At Risk | -1.25 | |||
| Potential Upside | 0.8432 | |||
| Downside Variance | 0.8216 | |||
| Semi Variance | 0.5666 | |||
| Expected Short fall | -0.83 | |||
| Skewness | 5.18 | |||
| Kurtosis | 36.18 |
Intech Managed Volatility Backtested Returns
INTECH US registers a very low volatility profile across the specified investment window. It has a Sharpe Ratio of -0.0382, which indicates that -0.0382 units of return per unit of risk over the last 3 months. We identified twenty-seven technical indicators supporting this volatility profile. Please evaluate metrics such as Downside Deviation of 0.9064, risk-adjusted performance of 0.0695, and market risk-adjusted performance of 0.1702 to validate implied downside exposure. The fund owns a Beta (Systematic Risk) of 0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, INTECH US's returns are expected to increase less than the market. However, during a bear market, the loss from holding INTECH US is expected to be smaller as well.
Auto-correlation | -0.63 |
Very good reverse predictability
Intech Managed Volatility shows very good reverse predictability when comparing price series from 13th of December 2025 to 27th of January 2026 against from 27th of January 2026 to 13th of March 2026. A strong serial relationship would imply that INTECH US's recent trajectory contains information about its near-term direction. With a serial correlation of -0.63, roughly 63.0% of INTECH US's price variation is attributable to patterns in preceding intervals. Given that Intech Managed Volatility has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Technical analysis for INTECH US evaluates price and volume patterns over time. Common inputs include moving averages, RSI, regressions, and price-return correlations.
Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Intech Managed Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of INTECH US focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Breakout confirmation often requires sustained volume and liquidity depth.
Unless otherwise specified, data for Intech Managed Volatility is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardINTECH US Technical Indicators
A technical review of Intech Managed Volatility can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0695 | |||
| Market Risk Adjusted Performance | 0.1702 | |||
| Mean Deviation | 0.7508 | |||
| Semi Deviation | 0.7527 | |||
| Downside Deviation | 0.9064 | |||
| Coefficient Of Variation | 1228.83 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.29 | |||
| Information Ratio | 0.1063 | |||
| Jensen Alpha | 0.1469 | |||
| Total Risk Alpha | 0.204 | |||
| Sortino Ratio | 0.1776 | |||
| Treynor Ratio | 0.1602 | |||
| Maximum Drawdown | 12.77 | |||
| Value At Risk | -1.25 | |||
| Potential Upside | 0.8432 | |||
| Downside Variance | 0.8216 | |||
| Semi Variance | 0.5666 | |||
| Expected Short fall | -0.83 | |||
| Skewness | 5.18 | |||
| Kurtosis | 36.18 |
March 13, 2026 Daily Trend Indicators
A technical review of Intech Managed Volatility can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 11.61 | ||
| Day Typical Price | 11.61 | ||
| Price Action Indicator | -0.08 |