## 361 Managed Technical Analysis |

361 Managed Futures Strategy I -- USA Fund | ## USD 11.39 0.01 0.09% |

361 Managed Futures Strategy I owns Standard Deviation of 0.0992, Market Risk Adjusted Performance of 0.3096 and Coefficient Of Variation of 154.16. 361 Managed Futures Strategy I technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the entity future prices. Strictly speaking you can use this information to find out if the entity will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found nineteen technical drivers for 361 Managed which can be compared to its peers in the sector. Please confirm 361 Managed Futures Standard Deviation as well as the relationship between Value At Risk and Kurtosis to decide if 361 Managed Futures Strategy I is priced fairly providing market reflects its prevailing price of 11.39 per share.

Investment Horizon | 30 Days Login to change |

## 361 Managed Futures Trend Analysis

Use this graph to draw trend lines for 361 Managed Futures Strategy I. You can use it to identify possible trend reversals for 361 Managed 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 361 Managed price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.## 361 Managed Best Fit Change Line

The following chart estimates an ordinary least squares regression model for 361 Managed Futures Strategy I applied against its price change over selected period. The best fit line has a slop of 0.009461 % which means 361 Managed Futures Strategy I will continue generating value for investors. It has 34 observation points and a regression sum of squares at 0.07, which is the sum of squared deviations for the predicted 361 Managed price change compared to its average price change.## Pair CorrelationCompare performance and examine historical correlation between any two equity instruments |

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**below average**in mean deviation among similar funds. It is currently under evaluation in standard deviation among similar funds creating about 1.29 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for 361 Managed Futures Strategy I is roughly 1.29

## Technical Drivers

361 Managed October 17, 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 | 0.1364 | ||

Market Risk Adjusted Performance | 0.3096 | ||

Mean Deviation | 0.0768 | ||

Coefficient Of Variation | 154.16 | ||

Standard Deviation | 0.0992 | ||

Variance | 0.0098 | ||

Information Ratio | (0.75) | ||

Jensen Alpha | 0.031 | ||

Total Risk Alpha | (0.001001) | ||

Treynor Ratio | 0.2996 | ||

Maximum Drawdown | 0.3555 | ||

Value At Risk | (0.088) | ||

Potential Upside | 0.1779 | ||

Skewness | (0.3) | ||

Kurtosis | 0.6867 |

## One Year Return

361 Managed Futures One Year Return

Based on recorded statements 361 Managed Futures Strategy I has One Year Return of 11.47%. This is 1877.59% higher than that of the 361 Funds family, and 1008.21% higher than that of Managed Futures category, The One Year Return for all funds is 398.7% lower than the firm.

Year Return |

## Fundamentals Correlations

Analyze 361 Managed Fundamentals Trends