361 Managed Buy or Sell Recommendation

Macroaxis provides 361 Managed Futures Strategy Inv buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding 361 Managed positions. The advice algorithm takes into account all of 361 Managed Futures Strategy Inv available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from 361 Managed buy-and-hold prospective. Check also 361 Managed Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
361 Managed Futures Strategy Inv -- USA Fund  

USD 11.68  0.00  0.00%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding 361 Managed Futures Strategy Inv is 'Sell'.
For the selected time horizon 361 Managed Futures Strategy Inv has a mean deviation of 0.1374, standard deviation of 0.2152, variance of 0.0463, downside variance of 0.0123, semi variance of (0.074888) and expected short fall of (0.21)
This buy or sell recommendation tool can be used to cross verify current analyst consensus on 361 Managed Futures Strategy Inv and to analyze the fund potential to grow this quarter and beyond. Please makes use of 361 Managed Futures Number of Employees and Cash Position Weight to make buy, hold, or sell decision on 361 Managed Futures Strategy Inv.

Returns Distribution Density

Mean Return0.074798Value At Risk0.09
Potential Upside0.61Standard Deviation0.22
 Return Density 
      Distribution 

361 Managed Greeks

α
Alpha over DOW
=0.016522
β
Beta against DOW=0.23
σ
Overall volatility
=0.22
Ir
Information ratio =0.67

361 Managed Volatility Alert

361 Managed Futures Strategy Inv exhibits very low volatility with skewness of 1.89 and kurtosis of 3.45. However, we advise investors to further study 361 Managed Futures Strategy Inv technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare 361 Managed to competition
Fundamentals361 ManagedPeer Average
One Year Return4.78 % 2.3 %
Three Year Return7.39 % 3.97 %
Net Asset321.94 M1.37 B
Minimum Initial Investment2.5 K8.09 M
Cash Position Weight38.67 % 14.48 %
Bond Positions Weight59.25 % 14.72 %
SellBuy
Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1281
Market Risk Adjusted Performance0.2904
Mean Deviation0.1374
Downside Deviation0.111
Coefficient Of Variation287.74
Standard Deviation0.2152
Variance0.0463
Information Ratio(0.67)
Jensen Alpha0.0165
Total Risk Alpha(0.049851)
Sortino Ratio(1.3)
Treynor Ratio0.2804
Maximum Drawdown0.7733
Value At Risk(0.08658)
Potential Upside0.6066
Downside Variance0.0123
Semi Variance(0.074888)
Expected Short fall(0.21)
Skewness1.89
Kurtosis3.45