Intech Managed Volatility Fund Manager Performance Evaluation
| JRSIX Fund | USD 12.18 0.06 0.49% |
The fund retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intech Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intech Managed is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Intech Managed Volatility are ranked lower than 6 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Intech Managed is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 28th of October 2022 | |
| Expense Ratio | 0.6500 |
Intech |
Intech Managed Relative Risk vs. Return Landscape
If you would invest 1,171 in Intech Managed Volatility on November 3, 2024 and sell it today you would earn a total of 47.00 from holding Intech Managed Volatility or generate 4.01% return on investment over 90 days. Intech Managed Volatility is currently producing 0.0695% returns and takes up 0.8888% 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 |
Intech Managed Current Valuation
Fairly Valued
Today
Please note that Intech Managed's 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 $12.16 per share. The prevalent price of the fund is $12.18. 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 Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Intech Mutual Fund. However, Intech Managed's 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 12.18 | Real 12.16 | Hype 12.18 | Naive 12.24 |
The intrinsic value of Intech Managed's 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 Managed's 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 Managed more accurately as focusing exclusively on Intech Managed's fundamentals will not take into account other important factors: Intech Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intech Managed's 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 Managed's 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 = 0.0782
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| Cash | JRSIX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Intech Managed is performing at about 6% 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 Managed by adding it to a well-diversified portfolio.
Intech Managed Fundamentals Growth
Intech Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Intech Managed, and Intech Managed 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.
| Price To Earning | 21.06 X | |||
| Price To Book | 2.80 X | |||
| Price To Sales | 1.71 X | |||
| Total Asset | 83.06 M | |||
About Intech Managed Performance
Evaluating Intech Managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Intech Managed 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 Managed 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 Managed 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 99.74% of its assets under management (AUM) in equities |
- Analyzing Intech Managed's 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 Managed's stock is overvalued or undervalued compared to its peers.
- Examining Intech Managed's 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 Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Intech Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Intech Managed's mutual fund. These opinions can provide insight into Intech Managed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Intech Mutual Fund
Intech Managed 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 Managed security.
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