Natixis ASG Technical Analysis 
Natixis ASG Managed Futures Strategy A  USA Fund  USD 10.3 0.1 0.96% 
Natixis ASG Managed Futures Strategy A secures Downside Deviation of 0.577, Mean Deviation of 0.4615 and Risk Adjusted Performance of 0.0753. Natixis ASG Managed Futures Strategy A technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the organization future prices. Strictly speaking you can use this information to find out if the organization will indeed mirror its model of past prices or the prices will eventually revert. We found nineteen technical drivers for Natixis ASG which can be compared to its peers in the industry. Please verify Natixis ASG Managed Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Natixis ASG Managed Futures Strategy A is priced somewhat accurately providing market reflects its recent price of 10.3 per share.
Investment Horizon  30 Days Login to change 
Natixis ASG Managed Trend Analysis
Use this graph to draw trend lines for Natixis ASG Managed Futures Strategy A. You can use it to identify possible trend reversals for Natixis ASG as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Natixis ASG price movement. To start drawing, click on the pencil icon on topright. To remove the trend, use eraser icon.Natixis ASG Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Natixis ASG Managed Futures Strategy A applied against its price change over selected period. The best fit line has a slop of 0.006078 % which may suggest that Natixis ASG Managed Futures Strategy A market price will keep on failing further. It has 34 observation points and a regression sum of squares at 0.03, which is the sum of squared deviations for the predicted Natixis ASG price change compared to its average price change.Price TransformationUse Price Transformation models to analyze depth of different equity instruments across global markets 
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Mean Deviation  ...

Technical Drivers
Natixis ASG November 23, 2017 Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.0753  
Market Risk Adjusted Performance  (0.46)  
Mean Deviation  0.4615  
Semi Deviation  0.2783  
Downside Deviation  0.577  
Coefficient Of Variation  533.57  
Standard Deviation  0.5749  
Variance  0.3306  
Information Ratio  0.0793  
Jensen Alpha  0.1086  
Total Risk Alpha  0.0196  
Sortino Ratio  0.079  
Treynor Ratio  (0.47)  
Maximum Drawdown  1.74  
Value At Risk  (0.77)  
Potential Upside  0.8867  
Downside Variance  0.3329  
Semi Variance  0.0775  
Expected Short fall  (0.67)  
Skewness  0.1647  
Kurtosis  (0.23) 
One Year Return
Natixis ASG Managed One Year Return
Based on recorded statements Natixis ASG Managed Futures Strategy A has One Year Return of 7.36%. This is 1043.59% lower than that of the Natixis Funds family, and 81.13% higher than that of Managed Futures category, The One Year Return for all funds is 420.0% higher than the company.
Year Return 
Fundamentals Correlations
Analyze Natixis ASG Fundamentals Trends