Natixis ASG Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Natixis ASG Managed Futures Strategy A -- USA Fund  

USD 10.20  0.01  0.0981%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Natixis ASG Managed Futures Strategy A is 'Hold'.
For the selected time horizon Natixis ASG Managed Futures Strategy A has a risk adjusted performance of 0.34, jensen alpha of 0.27, total risk alpha of 0.13, sortino ratio of 0.0 and treynor ratio of 1.06
This buy, hold, or sell recommendation tool can be used to cross verify current analyst consensus on Natixis ASG Managed Futures Strategy A and to analyze the entity potential to grow in the current economic cycle. Please exercise Natixis ASG Managed Total Asset and Minimum Initial Investment to make buy, hold, or sell decision on Natixis ASG Managed Futures Strategy A.

Returns Distribution Density

Mean Return0.33Value At Risk3.05
Potential Upside1.16Standard Deviation1.67
 Return Density 
      Distribution 

Natixis ASG Greeks

α
Alpha over DOW
=0.27
β
Beta against DOW=0.33
σ
Overall volatility
=1.78
Ir
Information ratio =0.08

Natixis ASG Volatility Alert

Natixis ASG Managed Futures Strategy A exhibits very low volatility with skewness of -1.14 and kurtosis of 1.62. However, we advise investors to further study Natixis ASG Managed Futures Strategy A technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Natixis ASG to competition
FundamentalsNatixis ASGPeer Average
One Year Return(7.36) % 2.30 %
Three Year Return0.07 % 3.97 %
Five Year Return5.99 % 1.27 %
Net Asset3.45 B1.37 B
Minimum Initial Investment2.5 K8.09 M
Cash Position Weight20.09 % 14.48 %
Equity Positions Weight17.14 % 40.68 %
Bond Positions Weight32.24 % 14.72 %
SellBuy
Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.34
Market Risk Adjusted Performance1.05
Mean Deviation1.24
Coefficient Of Variation500.24
Standard Deviation1.67
Variance2.78
Information Ratio0.075727
Jensen Alpha0.27
Total Risk Alpha0.13
Treynor Ratio1.06
Maximum Drawdown6.06
Value At Risk3.05
Potential Upside1.16
Skewness1.14
Kurtosis1.62