Intech Managed Volatility Fund Manager Performance Evaluation
| JRSDX Fund | USD 12.24 0.06 0.49% |
The fund retains a Market Volatility (i.e., Beta) of 0.76, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intech Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Intech Us is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Intech Managed Volatility are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak fundamental indicators, Intech Us may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...more| Expense Ratio | 0.7000 |
Intech |
Intech Us Relative Risk vs. Return Landscape
If you would invest 1,132 in Intech Managed Volatility on September 1, 2024 and sell it today you would earn a total of 92.00 from holding Intech Managed Volatility or generate 8.13% return on investment over 90 days. Intech Managed Volatility is currently producing 0.1244% returns and takes up 0.6768% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Intech, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Intech Us Current Valuation
Fairly Valued
Today
Please note that Intech Us' price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Intech Managed Volatility retains a regular Real Value of $12.1 per share. The prevalent price of the fund is $12.24. We determine the value of Intech Managed Volatility from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Intech Us is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Intech Mutual Fund. However, Intech Us' intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 12.24 | Real 12.1 | Hype 12.24 | Naive 12.31 |
The intrinsic value of Intech Us' stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Intech Us' stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Intech Managed Volatility helps investors to forecast how Intech mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Intech Us more accurately as focusing exclusively on Intech Us' fundamentals will not take into account other important factors: Intech Us Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intech Us' investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Intech Managed Volatility, and traders can use it to determine the average amount a Intech Us' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1838
| Best Portfolio | Best Equity | |||
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| Cash | JRSDX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Intech Us is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Intech Us by adding it to a well-diversified portfolio.
Intech Us Fundamentals Growth
Intech Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Intech Us, and Intech Us fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Intech Mutual Fund performance.
| Total Asset | 652 M | ||||
About Intech Us Performance
Evaluating Intech Us' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Intech Us has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Intech Us has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of U.S. companies, including, but not limited to, common stocks, depositary receipts. It seeks to achieve market-like returns with lower volatility over a full market cycle than the Russell 1000 Index. The fund seeks to generate such returns with volatility that can range from approximately 0 percent to 40 percent lower than the Russell 1000 Index.Things to note about Intech Managed Volatility performance evaluation
Checking the ongoing alerts about Intech Us for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Intech Managed Volatility help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains 99.64% of its assets under management (AUM) in equities |
- Analyzing Intech Us' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Intech Us' stock is overvalued or undervalued compared to its peers.
- Examining Intech Us' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Intech Us' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Intech Us' management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Intech Us' mutual fund. These opinions can provide insight into Intech Us' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Intech Mutual Fund
Intech Us financial ratios help investors to determine whether Intech Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Intech with respect to the benefits of owning Intech Us security.
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