Intech Us Risk Adjusted Performance

JRSNX Fund  USD 12.45  0.06  0.48%   
Intech Us risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Intech Managed Volatility or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Intech Managed Volatility has current Risk Adjusted Performance of 0.102.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.102
ER[a] = Expected return on investing in Intech Us
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Intech Us Risk Adjusted Performance Peers Comparison

Intech Risk Adjusted Performance Relative To Other Indicators

Intech Managed Volatility is rated second overall fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  32.30  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Intech Managed Volatility is roughly  32.30 
Compare Intech Us to Peers

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