MUTUAL FUNDS

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 Global Income Managed Volatility Fund

Inception Date: December 15, 2011

Characteristics as of 02/28/2017

TickerJGDIX
Cusip47103C126
Total Net Assets ( USD )195.33M
Price/Earnings Ratio (1 Yr. Forward)18.12
Earnings Growth Rate (1 Yr. Forward) %5.44
Price/Book Ratio2.55
Weighted Average Market Capitalization ( USD )40.54B
Weighted Median Market Capitalization ( USD )23.50B
Number of Equity Issues127
Number of Debt Issues0
Portfolio Turnover (1 Yr. Rolling) %67.83

Top 10 Holdings as of 02/28/2017, % of Fund

View All Holdings

CLP Holdings Ltd
Consolidated Edison Inc
Daito Trust Construction Co Ltd
Kimberly-Clark Corp
Lockheed Martin Corp
McDonald's Corp
PG&E Corp
Power Assets Holdings Ltd
Reynolds American Inc
Southern Co
Total39.98

Sector Allocation as of 02/28/2017, % of Fund

Utilities 34.72
Consumer Discretionary 15.47
Consumer Staples 14.63
Industrials 7.07
Telecommunication Services 6.26
Real Estate 5.77
Financials 5.61
Health Care 4.99
Information Technology 1.36
Energy 1.30
Materials 1.26
Cash & Equivalents 1.56
Total100.00

Regional Exposure as of 02/28/2017, % of Fund

North America 54.81
Asia/Pacific Ex Japan 26.52
Japan 10.47
Europe 6.64
Cash & Equivalents 1.56
Total100.00

Risk/Return Statistics 3-Year vs MSCI World Index as of 02/28/2017

Alpha3.47
Beta0.64
R-Squared0.5409
Sharpe Ratio0.66
Correlation Coefficient0.74
Standard Deviation8.63
Information Ratio0.31

Asset Allocation as of 02/28/2017, % of Fund

US Common Stock 51.14
Non-US Common Stock 47.30
Cash & Equivalents 1.56
Total100.00

Capitalization Ranges of Equity Holdings as of 02/28/2017, % of Fund

> 100B 8.55
25B - 100B 38.65
15B - 25B 18.44
2B - 15B 32.80
Total98.44

Industry Allocation as of 02/28/2017, % of Fund

Electric Utilities 24.37
Multi-Utilities 10.36
Restaurants 5.32
Household Products 5.31
Tobacco 4.87
Cable & Satellite 3.70
Diversified Real Estate Activities 3.67
Integrated Telecommunication Services 3.44
Aerospace & Defense 2.87
Health Care Services 2.85
Total 66.76

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

Management Fees0.55%
Other Expenses0.63%
Total Gross Expenses1.18%
Waivers-0.60%
Total Net Expenses0.58%

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 World Index ℠ is a market capitalization weighted index composed of companies representative of the market structure of Developed Market countries in North America, Europe and the Asia/Pacific Region. The index includes reinvestment of dividends, net of foreign withholding taxes.

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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