Natixis ASG Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Natixis ASG Managed Futures Strategy A -- USA Fund  

USD 10.3  0.1  0.96%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Natixis ASG Managed Futures Strategy A is 'Hold'.
For the selected time horizon Natixis ASG Managed Futures Strategy A has a risk adjusted performance of 0.0753, jensen alpha of 0.1086, total risk alpha of 0.0196, sortino ratio of 0.079 and treynor ratio of (0.47)
This buy, hold, or sell recommendation tool can be used to cross verify current analyst consensus on Natixis ASG Managed Futures Strategy A and to analyze the entity potential to grow in the current economic cycle. Please exercise Natixis ASG Managed Total Asset and Minimum Initial Investment to make buy, hold, or sell decision on Natixis ASG Managed Futures Strategy A.

Returns Distribution Density

Mean Return0.11Value At Risk0.77
Potential Upside0.89Standard Deviation0.57
 Return Density 
      Distribution 

Natixis ASG Greeks

α
Alpha over DOW
=0.11
βBeta against DOW=0.21
σ
Overall volatility
=0.57
 IrInformation ratio =0.0793

Natixis ASG Volatility Alert

Natixis ASG Managed Futures Strategy A exhibits very low volatility with skewness of 0.16 and kurtosis of -0.23. However, we advise investors to further study Natixis ASG Managed Futures Strategy A technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Natixis ASG to competition
FundamentalsNatixis ASGPeer Average
One Year Return(7.36) % 2.3 %
Three Year Return0.07 % 3.97 %
Five Year Return5.99 % 1.27 %
Net Asset3.3 B1.37 B
Minimum Initial Investment2.5 K8.09 M
Cash Position Weight30.55 % 14.48 %
Equity Positions Weight24.65 % 40.68 %
Bond Positions Weight22.59 % 14.72 %
SellBuy
Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0753
Market Risk Adjusted Performance(0.46)
Mean Deviation0.4615
Semi Deviation0.2783
Downside Deviation0.577
Coefficient Of Variation533.57
Standard Deviation0.5749
Variance0.3306
Information Ratio0.0793
Jensen Alpha0.1086
Total Risk Alpha0.0196
Sortino Ratio0.079
Treynor Ratio(0.47)
Maximum Drawdown1.74
Value At Risk(0.77)
Potential Upside0.8867
Downside Variance0.3329
Semi Variance0.0775
Expected Short fall(0.67)
Skewness0.1647
Kurtosis(0.23)