Multi Manager Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Execute Advice
Multi Manager Directional Alt Strat Inst -- USA Fund  

USD 10.96  0.08  0.72%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Multi Manager Directional Alt Strat Inst is 'Hold'.
For the selected time horizon Multi Manager Directional Alt Strat Inst has a risk adjusted performance of 0.013202, jensen alpha of 0.009955, total risk alpha of 0.001016, sortino ratio of 0.0 and treynor ratio of 0.2295
This buy, hold, or sell recommendation tool can be used to cross verify current analyst consensus on Multi Manager Directional Alt Strat Inst and to analyze the entity potential to grow in the current economic cycle. Please exercise Multi Manager Direct Number of Employees to make buy, hold, or sell decision on Multi Manager Directional Alt Strat Inst.

Returns Distribution Density

Mean Return0.00086559Value At Risk0.72
Potential Upside0.82Standard Deviation0.43
 Return Density 

Multi Manager Greeks

Alpha over DOW
Beta against DOW=0.04
Overall volatility
Information ratio =0.027

Multi Manager Volatility Alert

Multi Manager Directional Alt Strat Inst exhibits very low volatility with skewness of 0.12 and kurtosis of 0.67. However, we advise investors to further study Multi Manager Directional Alt Strat Inst technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare Multi Manager to competition
FundamentalsMulti ManagerPeer Average
Net Asset301.04 M1.37 B
Minimum Initial Investment1008.09 M
Cash Position Weight43.92 % 14.48 %
Equity Positions Weight55.22 % 40.68 %

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Risk Adjusted Performance0.013202
Market Risk Adjusted Performance0.2395
Mean Deviation0.2466
Coefficient Of Variation49207.02
Standard Deviation0.4259
Information Ratio0.027
Jensen Alpha0.009955
Total Risk Alpha0.001016
Treynor Ratio0.2295
Maximum Drawdown1.62
Value At Risk0.72
Potential Upside0.8152