Intech Managed Volatility Fund Technical Analysis
| JRSTX Fund | USD 12.09 0.07 0.58% |
As of the 23rd of January, Intech Us retains the Risk Adjusted Performance of 0.1232, market risk adjusted performance of 0.3734, and Downside Deviation of 0.8519. Intech Us technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
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 |
Intech Us 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Intech Us' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Intech Us.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Intech Us on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Intech Managed Volatility or generate 0.0% return on investment in Intech Us over 90 days. Intech Us is related to or competes with Intech Us, Intech Us, Wilmington Large, Ivy Small, Small Company, Small Company, and Pimco Realpath. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of U.S More
Intech Us Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Intech Us' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Intech Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8519 | |||
| Information Ratio | 0.0894 | |||
| Maximum Drawdown | 12.77 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.25 |
Intech Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intech Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intech Us' standard deviation. In reality, there are many statistical measures that can use Intech Us historical prices to predict the future Intech Us' volatility.| Risk Adjusted Performance | 0.1232 | |||
| Jensen Alpha | 0.1672 | |||
| Total Risk Alpha | 0.0383 | |||
| Sortino Ratio | 0.1545 | |||
| Treynor Ratio | 0.3634 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intech Us' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Intech Us January 23, 2026 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 | 0.1232 | |||
| Market Risk Adjusted Performance | 0.3734 | |||
| Mean Deviation | 0.6834 | |||
| Semi Deviation | 0.5086 | |||
| Downside Deviation | 0.8519 | |||
| Coefficient Of Variation | 624.49 | |||
| Standard Deviation | 1.47 | |||
| Variance | 2.16 | |||
| Information Ratio | 0.0894 | |||
| Jensen Alpha | 0.1672 | |||
| Total Risk Alpha | 0.0383 | |||
| Sortino Ratio | 0.1545 | |||
| Treynor Ratio | 0.3634 | |||
| Maximum Drawdown | 12.77 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.7257 | |||
| Semi Variance | 0.2587 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 5.43 | |||
| Kurtosis | 39.04 |
Intech Managed Volatility Backtested Returns
Intech Us appears to be not too volatile, given 3 months investment horizon. Intech Managed Volatility holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intech Managed Volatility, which you can use to evaluate the volatility of the entity. Please utilize Intech Us' Risk Adjusted Performance of 0.1232, downside deviation of 0.8519, and Market Risk Adjusted Performance of 0.3734 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.62, 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.
Auto-correlation | 0.05 |
Virtually no predictability
Intech Managed Volatility has virtually no predictability. Overlapping area represents the amount of predictability between Intech Us time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Intech Managed Volatility price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Intech Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Intech Us technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Intech Managed Volatility Technical Analysis
The output start index for this execution was thirty-five with a total number of output elements of twenty-six. 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.
About Intech Us Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Intech Managed Volatility on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Intech Managed Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Intech Managed Volatility price pattern first instead of the macroeconomic environment surrounding Intech Managed Volatility. By analyzing Intech Us's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Intech Us's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Intech Us specific price patterns or momentum indicators. Please read more on our technical analysis page.
Intech Us January 23, 2026 Technical Indicators
Most technical analysis of Intech help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Intech from various momentum indicators to cycle indicators. When you analyze Intech charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1232 | |||
| Market Risk Adjusted Performance | 0.3734 | |||
| Mean Deviation | 0.6834 | |||
| Semi Deviation | 0.5086 | |||
| Downside Deviation | 0.8519 | |||
| Coefficient Of Variation | 624.49 | |||
| Standard Deviation | 1.47 | |||
| Variance | 2.16 | |||
| Information Ratio | 0.0894 | |||
| Jensen Alpha | 0.1672 | |||
| Total Risk Alpha | 0.0383 | |||
| Sortino Ratio | 0.1545 | |||
| Treynor Ratio | 0.3634 | |||
| Maximum Drawdown | 12.77 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.7257 | |||
| Semi Variance | 0.2587 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 5.43 | |||
| Kurtosis | 39.04 |
Intech Us January 23, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Intech stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 12.09 | ||
| Day Typical Price | 12.09 | ||
| Price Action Indicator | 0.04 |
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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