Asg Managed Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Asg Managed Futures Strategy Fund Class N -- USA Fund  

USD 10.17  0.04  0.39%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Asg Managed Futures Strategy Fund Class N is 'Strong Hold'.
For the selected time horizon Asg Managed Futures Strategy Fund Class N has a risk adjusted performance of 0.0548, jensen alpha of 0.0342, total risk alpha of (0.13), sortino ratio of (0.12) and treynor ratio of 0.2454
This buy or sell advice tool can be used to cross verify current analyst consensus on Asg Managed Futures and to analyze the fund potential to grow in the current economic cycle. Please makes use of Asg Managed Minimum Initial Investment to make buy, hold, or sell decision on Asg Managed Futures.

Returns Distribution Density

Mean Return0.08Value At Risk-0.6012
Potential Upside0.6018Standard Deviation0.3701
 Return Density 
      Distribution 

Asg Managed Greeks

α
Alpha over DOW
= 0.034153 
βBeta against DOW= 0.29 
σ
Overall volatility
= 0.38 
 IrInformation ratio =(0.15) 

Asg Managed Volatility Alert

Asg Managed Futures Strategy Fund Class N exhibits very low volatility with skewness of -0.41 and kurtosis of -0.01. However, we advise investors to further study Asg Managed Futures Strategy Fund Class N technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Asg Managed to competition
FundamentalsAsg ManagedPeer Average
Net Asset3.11 B1.37 B
Minimum Initial Investment1000 K8.09 M
Cash Position Weight20.87 % 14.48 %
Equity Positions Weight14.17 % 40.68 %
Bond Positions Weight59.23 % 14.72 %
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0548
Market Risk Adjusted Performance0.2554
Mean Deviation0.281
Semi Deviation0.1586
Downside Deviation0.48
Coefficient Of Variation452.09
Standard Deviation0.3701
Variance0.137
Information Ratio(0.15)
Jensen Alpha0.0342
Total Risk Alpha(0.13)
Sortino Ratio(0.12)
Treynor Ratio0.2454
Maximum Drawdown1.3
Value At Risk(0.6)
Potential Upside0.6018
Downside Variance0.2304
Semi Variance0.0252
Expected Short fall(0.36)
Skewness(0.41)
Kurtosis(0.01348)