361 Managed Buy or Sell Recommendation

Macroaxis provides 361 Managed Futures Strategy I buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding 361 Managed positions. The advice algorithm takes into account all of 361 Managed Futures Strategy I available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from 361 Managed buy-and-hold prospective. Check also 361 Managed Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
361 Managed Futures Strategy I -- USA Fund  

USD 11.39  0.01  0.09%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding 361 Managed Futures Strategy I is 'Strong Hold'.
For the selected time horizon 361 Managed Futures Strategy I has a risk adjusted performance of 0.1364, jensen alpha of 0.031, total risk alpha of (0.001001), sortino ratio of 0.0 and treynor ratio of 0.2996
This buy or sell recommendation tool can be used to cross verify current analyst consensus on 361 Managed Futures Strategy I and to analyze the fund potential to grow this quarter and beyond. Please makes use of 361 Managed Futures Number of Employees and Minimum Initial Investment to make buy, hold, or sell decision on 361 Managed Futures Strategy I.

Returns Distribution Density

Mean Return0.06Value At Risk-0.088
Potential Upside0.1779Standard Deviation0.0992
 Return Density 
      Distribution 

361 Managed Greeks

α
Alpha over DOW
= 0.031 
βBeta against DOW= 0.18 
σ
Overall volatility
= 0.0989 
 IrInformation ratio =(0.75) 

361 Managed Volatility Alert

361 Managed Futures Strategy I exhibits very low volatility with skewness of -0.3 and kurtosis of 0.69. However, we advise investors to further study 361 Managed Futures Strategy I technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare 361 Managed to competition
Fundamentals361 ManagedPeer Average
One Year Return11.47 % 2.3 %
Three Year Return7.63 % 3.97 %
Five Year Return3.59 % 1.27 %
Net Asset336.21 M1.37 B
Minimum Initial Investment100 K8.09 M
Cash Position Weight49.78 % 14.48 %
Equity Positions Weight0.01 % 40.68 %
Bond Positions Weight48.45 % 14.72 %
SellBuy
Strong 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 Performance0.1364
Market Risk Adjusted Performance0.3096
Mean Deviation0.0768
Coefficient Of Variation154.16
Standard Deviation0.0992
Variance0.0098
Information Ratio(0.75)
Jensen Alpha0.031
Total Risk Alpha(0.001001)
Treynor Ratio0.2996
Maximum Drawdown0.3555
Value At Risk(0.088)
Potential Upside0.1779
Skewness(0.3)
Kurtosis0.6867