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JRSTX: INTECH U.S. MANAGED VOLATILITY FUND CLASS T (MUTUAL FUND)
Basic Info 11.87 0(0.0%) June 27
| Asset Class: | LARGE VALUE |
| MyPlanIQ Rating: | (6%) |
| Start Date: | 07/07/2009 |
| Last Dividend Date: | 12/10/2024 |
| 12-Mo. Yield | 1.08% |
| Expenses | 0.67% |
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Performance Analytics (As of 06/27/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/07/2009 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.3 | 2.6 | 8.9 | 11.7 | 2.6 | 5.2 | 8.7 | 9.7 | 20.3 | 11.4 | -14.8 | -8.3 | 0.7 | 23.5 | -3.9 | 20.2 | 8.0 | 3.2 | 9.4 | 35.5 | 15.3 | 2.1 | 15.3 | 27.2 |
| Sharpe Ratio | NA | 0.1 | 0.3 | 0.52 | 0.03 | 0.19 | NA | 0.48 | 1.16 | 0.57 | -0.76 | -0.29 | 0.01 | 2.2 | -0.33 | 2.6 | 0.68 | 0.23 | 0.8 | 3.0 | 1.22 | 0.09 | 0.78 | 3.4 |
| Draw Down(%) | NA | 18.3 | 19.4 | 19.4 | 40.2 | 40.2 | NA | 40.2 | 7.0 | 10.1 | 22.4 | 24.2 | 37.3 | 4.1 | 19.6 | 3.6 | 8.0 | 9.5 | 8.9 | 6.2 | 9.4 | 20.8 | 17.0 | 6.6 |
| Standard Deviation(%) | NA | 22.6 | 18.5 | 15.9 | 20.4 | 19.7 | NA | 18.6 | 11.9 | 12.7 | 21.5 | 28.8 | 37.0 | 10.0 | 15.9 | 7.6 | 11.5 | 13.8 | 11.7 | 11.8 | 12.6 | 23.8 | 19.6 | 18.5 |
| Treynor Ratio | NA | 0.02 | 0.05 | 0.08 | 0.01 | 0.04 | NA | 0.1 | 0.16 | 0.08 | -0.15 | -0.14 | 0.0 | 0.35 | -0.06 | 0.24 | 0.12 | 0.04 | 0.09 | 0.34 | 0.16 | 0.02 | 0.14 | 0.63 |
| Alpha | NA | -0.02 | -0.01 | 0.0 | -0.04 | -0.01 | NA | -0.01 | 0.02 | 0.01 | -0.05 | -0.07 | 0.0 | 0.02 | 0.01 | 0.02 | -0.01 | 0.02 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 |
| Beta | NA | 1.1 | 1.05 | 1.01 | 0.88 | 0.88 | NA | 0.92 | 0.88 | 0.93 | 1.05 | 0.58 | 0.9 | 0.64 | 0.92 | 0.83 | 0.67 | 0.81 | 1.03 | 1.03 | 0.97 | 0.98 | 1.06 | 1.0 |
| RSquared | NA | 0.86 | 0.79 | 0.81 | 0.44 | 0.63 | NA | 0.73 | 0.61 | 0.76 | 0.85 | 0.08 | 0.77 | 0.53 | 0.83 | 0.6 | 0.6 | 0.82 | 0.92 | 0.95 | 0.95 | 0.97 | 0.99 | 0.98 |
| Yield(%) | N/A | 0.0 | 1.1 | 1.3 | 1.0 | 2.8 | 8.1 | N/A | 1.2 | 0.6 | 1.6 | 0.4 | 1.2 | 3.9 | 7.4 | 6.7 | 1.4 | 13.8 | 28.1 | 20.2 | 2.1 | 1.4 | 1.4 | 0.6 |
| Dividend Growth(%) | N/A | -100.0 | 138.0 | -39.7 | -73.3 | N/A | N/A | N/A | 138.0 | -70.2 | 257.4 | -67.1 | -61.2 | -54.2 | 25.8 | 400.8 | -90.8 | -59.4 | 53.5 | 1014.0 | 48.1 | 15.4 | 185.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/07/2009
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See LARGE VALUE Asset Class Trend Rankings |
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