Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding 361 Managed Futures Strategy Fu is 'Hold'. Macroaxis provides 361 Managed buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding AMFQX positions. The advice algorithm takes into account all of 361 Managed Futures available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from AMFQX buy-and-hold prospective. Check also 361 Managed Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.
For the selected time horizon 361 Managed Futures Strategy Fu has a risk adjusted performance of 0.0746, jensen alpha of 0.049, total risk alpha of 0.0264, sortino ratio of 0.0211 and treynor ratio of (16.86)Our buy or sell recommendation tool can be used to cross verify current analyst consensus on 361 Managed Futures Strategy Fu and to analyze the fund potential to grow this quarter and beyond. Please makes use of 361 Managed Futures Number of Employees and Last Dividend Paid to make buy, hold, or sell decision on 361 Managed Futures Strategy Fu.
Odds of Distress
361 Managed Trading Alerts and Improvement Suggestions
|The fund holds about 17.17% of its assets under management (AUM) in cash|
361 Managed Returns Distribution Density
|Mean Return||0.06||Value At Risk||0.63|
|Potential Upside||1.37||Standard Deviation||0.67|
361 Managed Greeks
|Alpha over DOW||=||0.048981|
|Beta against DOW||=||0.0029|
361 Managed Volatility Alert
361 Managed Futures Strategy Fu has low volatility with Treynor Ratio of -16.86, Maximum Drawdown of 4.0 and kurtosis of 11.19. However, we advice all investors to further analyze 361 Managed Futures Strategy Fu to make certain all market information is desiminated and is consistent with the current expectations about 361 Managed upside potential.
|Better Than Average||Worse Than Average||Compare 361 Managed to competition|
361 Managed Fundamental Vs Peers