Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding 361 Managed Futures Strategy I is 'Strong Hold'. Macroaxis provides 361 Managed buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding AMFZX positions. The advice algorithm takes into account all of 361 Managed Futures available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from AMFZX buy-and-hold prospective. Check also 361 Managed Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.
For the selected time horizon 361 Managed Futures Strategy I has a risk adjusted performance of (0.09), jensen alpha of (0.043728), total risk alpha of (0.027628), sortino ratio of 0.0 and treynor ratio of (0.16)Our buy or sell recommendation tool can be used to cross verify current analyst consensus on 361 Managed Futures Strategy I and to analyze the fund potential to grow this quarter and beyond. Please makes use of 361 Managed Futures Number of Employees and Minimum Initial Investment to make buy, hold, or sell decision on 361 Managed Futures Strategy I.
Odds of Distress
361 Managed Returns Distribution Density
|Mean Return||0.06||Value At Risk||2.15|
|Potential Upside||1.58||Standard Deviation||1.35|
361 Managed Greeks
|Alpha over DOW||=||0.04|
|Beta against DOW||=||0.41|
361 Managed Volatility Alert
361 Managed Futures Strategy I exhibits very low volatility with skewness of 1.38 and kurtosis of 6.55. However, we advise investors to further study 361 Managed Futures Strategy I technical indicators to make sure all market info is available and is reliable.
|Better Than Average||Worse Than Average||Compare 361 Managed to competition|
361 Managed Fundamental Vs Peers
Check also 361 Managed Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.