361 Managed Futures Strategy I owns Standard Deviation of 0.9817, Market Risk Adjusted Performance of 0.383 and Coefficient Of Variation of 861.75. 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 11.94 per share.
|Horizon||30 Days Login to change|
361 Managed Futures Technical Analysis
361 Managed Futures Trend AnalysisUse 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 LineThe 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 0.01603 % which means 361 Managed Futures Strategy I will continue generating value for investors. It has 78 observation points and a regression sum of squares at 2.54, which is the sum of squared deviations for the predicted 361 Managed price change compared to its average price change.
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|Risk Adjusted Performance||0.1462|
|Market Risk Adjusted Performance||0.383|
|Coefficient Of Variation||861.75|
|Total Risk Alpha||0.1923|
|Value At Risk||(1.15)|
|Expected Short fall||(1.09)|
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.