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

Time Horizon

Risk Tolerance

Execute Advice
361 Managed Futures Strategy I -- USA Fund  

USD 11.52  0.02  0.17%

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 0.17, jensen alpha of 0.040517, total risk alpha of 0.004, sortino ratio of 0.0 and treynor ratio of 2.44
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 Return0.03Value At Risk0.52
Potential Upside0.086655Standard Deviation0.20
 Return Density 

361 Managed Greeks

Alpha over DOW
Beta against DOW=0.02
Overall volatility
Information ratio =0.81

361 Managed Volatility Alert

361 Managed Futures Strategy I exhibits very low volatility with skewness of -0.45 and kurtosis of 4.13. 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 % 2.30 %
Three Year Return7.63 % 3.97 %
Five Year Return3.59 % 1.27 %
Net Asset308.21 M1.37 B
Minimum Initial Investment100 K8.09 M
Cash Position Weight20.20 % 14.48 %
Bond Positions Weight73.50 % 14.72 %
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Risk Adjusted Performance0.17
Market Risk Adjusted Performance2.45
Mean Deviation0.1159
Coefficient Of Variation746.21
Standard Deviation0.2045
Information Ratio0.8119
Jensen Alpha0.040517
Total Risk Alpha0.004
Treynor Ratio2.44
Maximum Drawdown1.04
Value At Risk0.52
Potential Upside0.0867