Asg Managed Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Asg Managed Futures Strategy Fund Class N -- USA Fund  

USD 11.13  0.05  0.45%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Asg Managed Futures Strategy Fund Class N is 'Hold'.
For the selected time horizon Asg Managed Futures Strategy Fund Class N has a risk adjusted performance of 0.1664, jensen alpha of 0.0059, total risk alpha of (0.092147), sortino ratio of 0.0118 and treynor ratio of 0.2258
This buy or sell advice tool can be used to cross verify current analyst consensus on Asg Managed Futures and to analyze the fund potential to grow in the current economic cycle. Please makes use of Asg Managed Minimum Initial Investment to make buy, hold, or sell decision on Asg Managed Futures.

Returns Distribution Density

Mean Return0.24Value At Risk0.48
Potential Upside1.23Standard Deviation0.64
 Return Density 
      Distribution 

Asg Managed Greeks

α
Alpha over DOW
=0.005885
β
Beta against DOW=1
σ
Overall volatility
=0.58
Ir
Information ratio =0.0109

Asg Managed Volatility Alert

Asg Managed Futures Strategy Fund Class N exhibits very low volatility with skewness of 0.02 and kurtosis of 0.12. However, we advise investors to further study Asg Managed Futures Strategy Fund Class N technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Asg Managed to competition
FundamentalsAsg ManagedPeer Average
Net Asset3.45 B1.37 B
Minimum Initial Investment1000 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 Performance0.1664
Market Risk Adjusted Performance0.2358
Mean Deviation0.511
Downside Deviation0.589
Coefficient Of Variation270.81
Standard Deviation0.6415
Variance0.4116
Information Ratio0.0109
Jensen Alpha0.0059
Total Risk Alpha(0.092147)
Sortino Ratio0.0118
Treynor Ratio0.2258
Maximum Drawdown1.6
Value At Risk(0.48)
Potential Upside1.23
Downside Variance0.3469
Semi Variance(0.078687)
Expected Short fall(0.68)
Skewness0.0237
Kurtosis0.1159