What most investors do in building a diversified portfolio – allocating resources across various asset classes based on a risk/reward target and rebalancing periodically – INTECH does at the stock level. INTECH’s process overweights stocks with low correlations and high relative price movements in an attempt to maximize the gains captured through dynamic portfolio rebalancing.

INTECH Global Income Managed Volatility Fund
INTECH U.S. Core Fund
INTECH U.S. Managed Volatility Fund
INTECH International Managed Volatility Fund
INTECH Emerging Markets Managed Volatility Fund

INTECH Emerging Markets Managed Volatility Fund

Inception Date: December 17, 2014

Characteristics as of 12/31/2016

Total Net Assets ( USD )3.06M
Price/Earnings Ratio (1 Yr. Forward)19.44
Earnings Growth Rate (1 Yr. Forward) %14.62
Price/Book Ratio3.13
Weighted Average Market Capitalization ( USD )17.55B
Weighted Median Market Capitalization ( USD )7.86B
Number of Equity Issues273
Number of Debt Issues0
Portfolio Turnover (1 Yr. Rolling) %97.68

Top 10 Holdings as of 12/31/2016, % of Fund

View All Holdings

AAC Technologies Holdings Inc
Chunghwa Telecom Co Ltd
Emirates Telecommunications Group Co PJSC
Far EasTone Telecommunications Co Ltd
Geely Automobile Holdings Ltd
KT&G Corp
NetEase Inc (ADR)
New Oriental Education & Technology Group Inc (ADR)
Taiwan Mobile Co Ltd

Sector Allocation as of 12/31/2016, % of Fund

Financials 16.40
Telecommunication Services 13.84
Information Technology 13.44
Consumer Discretionary 12.49
Consumer Staples 9.54
Industrials 7.33
Materials 7.04
Health Care 5.49
Utilities 4.76
Energy 4.59
Real Estate 3.54
Cash & Equivalents 1.54

Regional Exposure as of 12/31/2016, % of Fund

Asia/Pacific Ex Japan 81.00
Latin America 9.68
Africa/Mideast 6.05
Europe 1.73
Cash & Equivalents 1.54

Risk/Return Statistics 3-Year vs MSCI Emerging Markets Index℠ as of 12/31/2016

Sharpe Ratio-
Correlation Coefficient-
Standard Deviation-
Information Ratio-

Asset Allocation as of 12/31/2016, % of Fund

Non-US Common Stock 97.20
Non-US Preferred Stock 1.25
Equity Other 0.01
Cash & Equivalents 1.54

Capitalization Ranges of Equity Holdings as of 12/31/2016, % of Fund

> 100B 2.90
25B - 100B 10.80
15B - 25B 15.32
2B - 15B 65.95
< 2B 2.23
N/A 1.26

Industry Allocation as of 12/31/2016, % of Fund

Diversified Banks 11.14
Integrated Telecommunication Services 9.25
Wireless Telecommunication Services 4.59
Automobile Manufacturers 4.34
Semiconductors 3.85
Internet Software & Services 3.77
Pharmaceuticals 3.72
Packaged Foods & Meats 2.68
Tobacco 2.30
Food Retail 2.29
Total 47.93

Annual Fees and Expenses as of fiscal year-end 06/30/2016

Management Fees0.95%
Other Expenses8.45%
Total Gross Expenses9.40%
Total Net Expenses1.13%

Mutual fund investing involves market risk. Investment return and fund share value will fluctuate and it is possible to lose money by investing.

Equity country, regional, sector and industry weights based on MSCI and GICS classifications. Fixed income country, regional, sector and industry weights based on Barclays classifications.

Holdings are subject to change without notice.

The weighting of securities within the Fund's portfolio may differ significantly from the weightings within the index. The index is unmanaged and not available for direct investment; therefore its performance does not reflect the expenses associated with the active management of an actual portfolio.

MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure equity market performance of emerging markets.

INTECH Investment Management LLC is a subsidiary of Janus Capital Group Inc. and serves as the sub-adviser on certain products.

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