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 10.42  0.04  0.38%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Asg Managed Futures Strategy Fund Class N is 'Cautious Hold'.
For the selected time horizon Asg Managed Futures Strategy Fund Class N has a mean deviation of 0.589, semi deviation of 0.538, standard deviation of 0.6799, variance of 0.4623, downside variance of 0.4269 and semi variance of 0.2894
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 Return0.054868Value At Risk0.67
Potential Upside0.97Standard Deviation0.68
 Return Density 
      Distribution 

Asg Managed Greeks

α
Alpha over DOW
=0.16
βBeta against DOW=0.47
σ
Overall volatility
=0.68
 IrInformation ratio =0.31

Asg Managed Volatility Alert

Asg Managed Futures Strategy Fund Class N exhibits relatively low volatility with skewness of 0.19 and kurtosis of -1.11. However, we advice investors to further investigate Asg Managed Futures Strategy Fund Class N to make sure all market statistics is disseminated and is consistent with investors' estimations about Asg Managed upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Asg Managed to competition
FundamentalsAsg ManagedPeer Average
Net Asset3.36 B1.37 B
Minimum Initial Investment1000 K8.09 M
Cash Position Weight25.02 % 14.48 %
Equity Positions Weight20.85 % 40.68 %
Bond Positions Weight37.04 % 14.72 %
SellBuy
Cautious Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0413
Market Risk Adjusted Performance(0.085954)
Mean Deviation0.589
Semi Deviation0.538
Downside Deviation0.6533
Coefficient Of Variation1239.22
Standard Deviation0.6799
Variance0.4623
Information Ratio(0.31)
Jensen Alpha0.1633
Total Risk Alpha(0.32)
Sortino Ratio(0.32)
Treynor Ratio(0.095954)
Maximum Drawdown2.48
Value At Risk(0.67)
Potential Upside0.9709
Downside Variance0.4269
Semi Variance0.2894
Expected Short fall(0.7)
Skewness0.1897
Kurtosis(1.11)