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 International Managed Volatility Fund

Inception Date: May 2, 2007

Characteristics as of 04/30/2017

Total Net Assets ( USD )96.00M
Price/Earnings Ratio (1 Yr. Forward)18.64
Earnings Growth Rate (1 Yr. Forward) %13.50
Price/Book Ratio2.44
Weighted Average Market Capitalization ( USD )19.89B
Weighted Median Market Capitalization ( USD )13.18B
Number of Equity Issues315
Number of Debt Issues0
Portfolio Turnover (1 Yr. Rolling) %123.06

Top 10 Holdings as of 04/30/2017, % of Fund

View All Holdings

AGL Energy Ltd
CLP Holdings Ltd
Check Point Software Technologies Ltd
Hong Kong & China Gas Co Ltd
Kansai Electric Power Co Inc
Partners Group Holding AG
STMicroelectronics NV
Thales SA
adidas AG

Sector Allocation as of 04/30/2017, % of Fund

Consumer Discretionary 18.06
Industrials 17.61
Financials 16.94
Materials 12.38
Information Technology 8.99
Utilities 7.70
Real Estate 6.15
Consumer Staples 4.17
Energy 3.05
Health Care 2.85
Telecommunication Services 0.95
Cash & Equivalents 1.15

Regional Exposure as of 04/30/2017, % of Fund

Japan 37.36
Europe 33.76
Asia/Pacific Ex Japan 23.09
Africa/Mideast 4.64
Cash & Equivalents 1.15

Risk/Return Statistics 3-Year vs MSCI EAFE Index as of 04/30/2017 (Class I Shares)

Sharpe Ratio0.10
Correlation Coefficient0.86
Standard Deviation10.07
Information Ratio0.04

Asset Allocation as of 04/30/2017, % of Fund

Non-US Common Stock 98.85
Cash & Equivalents 1.15

Capitalization Ranges of Equity Holdings as of 04/30/2017, % of Fund

Over $100B 1.56
$25B to $100B 22.68
$15B to $25B 19.14
$2B to $15B 55.46
Under $2B 0.01

Industry Allocation as of 04/30/2017, % of Fund

Diversified Banks 10.88
Electric Utilities 5.06
Apparel, Accessories & Luxury Goods 4.39
Specialty Chemicals 3.48
Trading Companies & Distributors 3.03
Casinos & Gaming 3.00
Industrial Machinery 2.73
Automobile Manufacturers 2.70
Packaged Foods & Meats 2.60
Aerospace & Defense 2.44
Total 40.31

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

Management Fees0.55%
Other Expenses0.32%
Total Gross Expenses0.87%
Total Net Expenses0.87%

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 EAFE® (Europe, Australasia, Far East) Index is a free float-adjusted market capitalization weighted index designed to measure developed market equity performance. The MSCI EAFE® Index is composed of companies representative of the market structure of Developed Market countries. 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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