Ap Multi-Manager Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Ap Multi-Manager Directional Alternatives Class -- USA Fund  

USD 11.38  0.08  0.71%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Ap Multi-Manager Directional Alternatives Class is 'Hold'.
For the selected time horizon Ap Multi-Manager Directional Alternatives Class has a risk adjusted performance of (0.015598), jensen alpha of (0.043257), total risk alpha of (0.68), sortino ratio of 0.0 and treynor ratio of 0.672
This buy or sell recommendation tool can be used to cross verify current analyst consensus on Ap Multi-Manager Directional Alternatives Class and to analyze the fund potential to grow in the future. Please confirm Ap Multi-Manager Directional Alternatives Class Total Asset to decide if your Ap Multi-Manager Directional Alternatives Class buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.06Value At Risk0.45
Potential Upside0.71Standard Deviation1.17
 Return Density 
      Distribution 

Ap Multi-Manager Greeks

α
Alpha over DOW
=0.04
β
Beta against DOW=0.1
σ
Overall volatility
=0.36
Ir
Information ratio =0.26

Ap Multi-Manager Volatility Alert

Ap Multi-Manager Directional Alternatives Class exhibits very low volatility with skewness of -4.06 and kurtosis of 17.99. However, we advise investors to further study Ap Multi-Manager Directional Alternatives Class technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Ap Multi-Manager to competition
FundamentalsAp Multi-ManagerPeer Average
Net Asset1.12 B1.37 B
Minimum Initial Investment1008.09 M
Cash Position Weight21.71 % 14.48 %
Equity Positions Weight78.08 % 40.68 %
SellBuy
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 Performance(0.015598)
Market Risk Adjusted Performance0.682
Mean Deviation0.5422
Coefficient Of Variation(2,059)
Standard Deviation1.17
Variance1.36
Information Ratio(0.26)
Jensen Alpha(0.043257)
Total Risk Alpha(0.68)
Treynor Ratio0.672
Maximum Drawdown5.5
Value At Risk(0.45)
Potential Upside0.708
Skewness(4.06)
Kurtosis17.99