Advantus Managed Buy or Sell Recommendation

Macroaxis provides Advantus Managed Volatility Equity A buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Advantus Managed positions. The advice algorithm takes into account all of Advantus Managed Volatility Equity A available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Advantus Managed buy-and-hold prospective. Check also Advantus Managed Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Advantus Managed Volatility Equity A -- USA Fund  

USD 11.83  0.01  0.08%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Advantus Managed Volatility Equity A is 'Cautious Hold'.
For the selected time horizon Advantus Managed Volatility Equity A has a mean deviation of 0.1551, standard deviation of 0.193, variance of 0.0373, downside variance of 0.0273, semi variance of (0.026677) and expected short fall of (0.21)
This buy or sell advice tool can be used to cross verify current analyst consensus on Advantus Managed Vol and to analyze the fund potential to grow in the current economic cycle. Please makes use of Advantus Managed Net Asset to make buy, hold, or sell decision on Advantus Managed Vol.

Returns Distribution Density

Mean Return0.04Value At Risk-0.1705
Potential Upside0.3433Standard Deviation0.193
 Return Density 
      Distribution 

Advantus Managed Greeks

α
Alpha over DOW
=(0.017627) 
βBeta against DOW= 0.41 
σ
Overall volatility
= 0.19 
 IrInformation ratio =(0.47) 

Advantus Managed Volatility Alert

Advantus Managed Volatility Equity A exhibits very low volatility with skewness of 0.45 and kurtosis of 0.5. However, we advise investors to further study Advantus Managed Volatility Equity A technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Advantus Managed to competition
FundamentalsAdvantus ManagedPeer Average
Net Asset48.94 M1.37 B
Minimum Initial Investment1 K8.09 M
Last Dividend Paid0.081.05
Cash Position Weight11.15 % 14.48 %
Equity Positions Weight84.67 % 40.68 %
Bond Positions Weight4 % 14.72 %
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0487
Market Risk Adjusted Performance0.0905
Mean Deviation0.1551
Downside Deviation0.1652
Coefficient Of Variation452.62
Standard Deviation0.193
Variance0.0373
Information Ratio(0.47)
Jensen Alpha(0.017627)
Total Risk Alpha(0.071941)
Sortino Ratio(0.55)
Treynor Ratio0.0805
Maximum Drawdown0.5956
Value At Risk(0.17)
Potential Upside0.3433
Downside Variance0.0273
Semi Variance(0.026677)
Expected Short fall(0.21)
Skewness0.4473
Kurtosis0.5031