Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding 361 Managed Futures Strategy Inv is 'Strong 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 Inv has a risk adjusted performance of 0.0243, jensen alpha of 0.0391, total risk alpha of 0.1268, sortino ratio of 0.151 and treynor ratio of 0.0576This buy or sell recommendation tool can be used to cross verify current analyst consensus on 361 Managed Futures Strategy Inv and to analyze the fund potential to grow this quarter and beyond. Please makes use of 361 Managed Futures Number of Employees and Cash Position Weight to make buy, hold, or sell decision on 361 Managed Futures Strategy Inv.
Odds of Distress
361 Managed Returns Distribution Density
|Mean Return||0.020167||Value At Risk||1.79|
|Potential Upside||1.52||Standard Deviation||0.94|
361 Managed Greeks
|Alpha over DOW||=||0.039053|
|Beta against DOW||=||0.18|
361 Managed Volatility Alert
361 Managed Futures Strategy Inv has relatively low volatility with skewness of 0.06 and kurtosis of 2.46. However, we advise all investors to independently investigate 361 Managed Futures Strategy Inv to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
|Better Than Average||Worse Than Average||Compare 361 Managed to competition|
361 Managed Fundamental Vs Peers
|The fund holds about 18.58% of its assets under management (AUM) in cash|
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. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.