Intech Managed Volatility Fund Price History
JRSAX Fund | USD 12.18 0.02 0.16% |
Below is the normalized historical share price chart for Intech Managed Volatility extending back to January 09, 2006. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Intech Managed stands at 12.18, as last reported on the 16th of December 2024, with the highest price reaching 12.18 and the lowest price hitting 12.18 during the day.
If you're considering investing in Intech Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Intech Mutual Fund to be very steady. Intech Managed Volatility holds Efficiency (Sharpe) Ratio of 0.075, which attests that the entity had a 0.075% 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 check out Intech Managed's Downside Deviation of 0.992, risk adjusted performance of 0.061, and Market Risk Adjusted Performance of 0.5688 to validate if the risk estimate we provide is consistent with the expected return of 0.0578%.
Intech Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Intech |
Sharpe Ratio = 0.075
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Cash | JRSAX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.08 actual daily | 5 95% of assets perform better |
Based on monthly moving average Intech Managed is performing at about 5% 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 Mutual Fund Price History Chart
There are several ways to analyze Intech Managed Volatility Fund price data. The simplest method is using a basic Intech candlestick price chart, which shows Intech Managed price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | December 6, 2024 | 12.64 |
Lowest Price | October 7, 2024 | 11.8 |
Intech Managed December 16, 2024 Mutual Fund Price Synopsis
Various analyses of Intech Managed's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Intech Mutual Fund. It can be used to describe the percentage change in the price of Intech Managed from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Intech Mutual Fund.Intech Managed Price Action Indicator | 0.01 | |
Intech Managed Price Rate Of Daily Change | 1.00 |
Intech Managed December 16, 2024 Mutual Fund Price Analysis
Intech Mutual Fund Price History Data
The price series of Intech Managed for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 has a statistical range of 0.94 with a coefficient of variation of 2.05. Under current investment horizon, the daily prices are spread out with arithmetic mean of 12.13. The median price for the last 90 days is 12.12. The company completed dividends distribution on 12/19/2019.Open | High | Low | Close | Volume | ||
12/16/2024 | 12.18 | 12.18 | 12.18 | 12.18 | ||
12/13/2024 | 12.18 | 12.18 | 12.18 | 12.18 | 1.00 | |
12/12/2024 | 12.16 | 12.16 | 12.16 | 12.16 | 1.00 | |
12/11/2024 | 12.20 | 12.20 | 12.20 | 12.20 | 1.00 | |
12/10/2024 | 12.12 | 12.12 | 12.12 | 12.12 | 1.00 | |
12/09/2024 | 12.56 | 12.56 | 12.56 | 12.56 | 1.00 | |
12/06/2024 | 12.64 | 12.64 | 12.64 | 12.64 | 1.00 | |
12/05/2024 | 12.60 | 12.60 | 12.60 | 12.60 | 1.00 | |
12/04/2024 | 12.62 | 12.62 | 12.62 | 12.62 | 1.00 | |
12/03/2024 | 12.53 | 12.53 | 12.53 | 12.53 | 1.00 | |
12/02/2024 | 12.52 | 12.52 | 12.52 | 12.52 | 1.00 | |
11/29/2024 | 12.51 | 12.51 | 12.51 | 12.51 | 1.00 | |
11/27/2024 | 12.45 | 12.45 | 12.45 | 12.45 | 1.00 | |
11/26/2024 | 12.50 | 12.50 | 12.50 | 12.50 | 1.00 | |
11/25/2024 | 12.40 | 12.40 | 12.40 | 12.40 | 1.00 | |
11/22/2024 | 12.37 | 12.37 | 12.37 | 12.37 | 1.00 | |
11/21/2024 | 12.31 | 12.31 | 12.31 | 12.31 | 1.00 | |
11/20/2024 | 12.25 | 12.25 | 12.25 | 12.25 | 1.00 | |
11/19/2024 | 12.25 | 12.25 | 12.25 | 12.25 | 1.00 | |
11/18/2024 | 12.21 | 12.21 | 12.21 | 12.21 | 1.00 | |
11/15/2024 | 12.16 | 12.16 | 12.16 | 12.16 | 1.00 | |
11/14/2024 | 12.29 | 12.29 | 12.29 | 12.29 | 1.00 | |
11/13/2024 | 12.39 | 12.39 | 12.39 | 12.39 | 1.00 | |
11/12/2024 | 12.39 | 12.39 | 12.39 | 12.39 | 1.00 | |
11/11/2024 | 12.42 | 12.42 | 12.42 | 12.42 | 1.00 | |
11/08/2024 | 12.40 | 12.40 | 12.40 | 12.40 | 1.00 | |
11/07/2024 | 12.29 | 12.29 | 12.29 | 12.29 | 1.00 | |
11/06/2024 | 12.21 | 12.21 | 12.21 | 12.21 | 1.00 | |
11/05/2024 | 11.96 | 11.96 | 11.96 | 11.96 | 1.00 | |
11/04/2024 | 11.82 | 11.82 | 11.82 | 11.82 | 1.00 | |
11/01/2024 | 11.86 | 11.86 | 11.86 | 11.86 | 1.00 | |
10/31/2024 | 11.83 | 11.83 | 11.83 | 11.83 | 1.00 | |
10/30/2024 | 12.05 | 12.05 | 12.05 | 12.05 | 1.00 | |
10/29/2024 | 12.10 | 12.10 | 12.10 | 12.10 | 1.00 | |
10/28/2024 | 12.09 | 12.09 | 12.09 | 12.09 | 1.00 | |
10/25/2024 | 12.06 | 12.06 | 12.06 | 12.06 | 1.00 | |
10/24/2024 | 12.08 | 12.08 | 12.08 | 12.08 | 1.00 | |
10/23/2024 | 12.05 | 12.05 | 12.05 | 12.05 | 1.00 | |
10/22/2024 | 12.16 | 12.16 | 12.16 | 12.16 | 1.00 | |
10/21/2024 | 12.17 | 12.17 | 12.17 | 12.17 | 1.00 | |
10/18/2024 | 12.20 | 12.20 | 12.20 | 12.20 | 1.00 | |
10/17/2024 | 12.15 | 12.15 | 12.15 | 12.15 | 1.00 | |
10/16/2024 | 12.14 | 12.14 | 12.14 | 12.14 | 1.00 | |
10/15/2024 | 12.10 | 12.10 | 12.10 | 12.10 | 1.00 | |
10/14/2024 | 12.14 | 12.14 | 12.14 | 12.14 | 1.00 | |
10/11/2024 | 12.04 | 12.04 | 12.04 | 12.04 | 1.00 | |
10/10/2024 | 11.98 | 11.98 | 11.98 | 11.98 | 1.00 | |
10/09/2024 | 12.02 | 12.02 | 12.02 | 12.02 | 1.00 | |
10/08/2024 | 11.94 | 11.94 | 11.94 | 11.94 | 1.00 | |
10/07/2024 | 11.80 | 11.80 | 11.80 | 11.80 | 1.00 | |
10/04/2024 | 11.92 | 11.92 | 11.92 | 11.92 | 1.00 | |
10/03/2024 | 11.84 | 11.84 | 11.84 | 11.84 | 1.00 | |
10/02/2024 | 11.87 | 11.87 | 11.87 | 11.87 | 1.00 | |
10/01/2024 | 11.87 | 11.87 | 11.87 | 11.87 | 1.00 | |
09/30/2024 | 11.98 | 11.98 | 11.98 | 11.98 | 1.00 | |
09/27/2024 | 11.92 | 11.92 | 11.92 | 11.92 | 1.00 | |
09/26/2024 | 11.95 | 11.95 | 11.95 | 11.95 | 1.00 | |
09/25/2024 | 11.92 | 11.92 | 11.92 | 11.92 | 1.00 | |
09/24/2024 | 11.92 | 11.92 | 11.92 | 11.92 | 1.00 | |
09/23/2024 | 11.91 | 11.91 | 11.91 | 11.91 | 1.00 | |
09/20/2024 | 11.89 | 11.89 | 11.89 | 11.89 | 1.00 |
About Intech Managed Mutual Fund history
Intech Managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Intech is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Intech Managed Volatility will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Intech Managed stock prices may prove useful in developing a viable investing in Intech Managed
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.
Intech Managed Mutual Fund Technical Analysis
Intech Managed 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.
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Intech Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Intech Managed's price direction in advance. Along with the technical and fundamental analysis of Intech Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Intech to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.061 | |||
Jensen Alpha | 0.0466 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.5588 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
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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