Asg Managed Futures Fund Manager Performance Evaluation

AMFAX Fund  USD 9.74  0.06  0.62%   
The fund shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Asg Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Asg Managed is expected to be smaller as well.

Risk-Adjusted Performance

17 of 100

 
Low
 
High
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Asg Managed Futures are ranked lower than 17 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Asg Managed may actually be approaching a critical reversion point that can send shares even higher in April 2024.
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Expense Ratio Date1st of May 2023
Expense Ratio1.7000
  

Asg Managed Relative Risk vs. Return Landscape

If you would invest  903.00  in Asg Managed Futures on December 29, 2023 and sell it today you would earn a total of  71.00  from holding Asg Managed Futures or generate 7.86% return on investment over 90 days. Asg Managed Futures is currently producing 0.1257% returns and takes up 0.5671% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Asg, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Asg Managed is expected to generate 1.06 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.01 times less risky than the market. It trades about 0.22 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.23 of returns per unit of risk over similar time horizon.

Asg Managed Current Valuation

Fairly Valued
Today
9.74
Please note that Asg Managed's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Asg Managed Futures shows a prevailing Real Value of $9.63 per share. The current price of the fund is $9.74. We determine the value of Asg Managed Futures from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Our valuation method for Asg Managed Futures is useful when determining the fair value of the Asg mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Asg Managed. Since Asg Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Asg Mutual Fund. However, Asg Managed's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  9.74 Real  9.63 Hype  9.74 Naive  9.83
The real value of Asg Mutual Fund, also known as its intrinsic value, is the underlying worth of Asg Managed Futures Mutual Fund, which is reflected in its stock price. It is based on Asg Managed's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Asg Managed's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Asg Managed's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
9.63
Real Value
10.20
Upside
Estimating the potential upside or downside of Asg Managed Futures helps investors to forecast how Asg mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Asg Managed more accurately as focusing exclusively on Asg Managed's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.639.709.76
Details
Hype
Prediction
LowEstimatedHigh
9.179.7410.31
Details
Potential
Annual Dividend
LowForecastedHigh
0.010.010.01
Details

Asg Managed Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Asg Managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Asg Managed Futures, and traders can use it to determine the average amount a Asg Managed's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.2217

Best PortfolioBest Equity
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Estimated Market Risk

 0.57
  actual daily
5
95% of assets are more volatile

Expected Return

 0.13
  actual daily
2
98% of assets have higher returns

Risk-Adjusted Return

 0.22
  actual daily
17
83% of assets perform better
Based on monthly moving average Asg Managed is performing at about 17% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Asg Managed by adding it to a well-diversified portfolio.

Asg Managed Fundamentals Growth

Asg Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Asg Managed, and Asg Managed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Asg Mutual Fund performance.
Total Asset106.23 M

About Asg Managed Performance

To evaluate Asg Managed Futures Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Asg Managed generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Asg Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Asg Managed Futures market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Asg's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The Adviser typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its absolute return strategy while also seeking to add value through volatility management. The Adviser uses proprietary quantitative models to identify price trends in equity, fixed-income, currency and commodity instruments across time periods of various lengths.

Things to note about Asg Managed Futures performance evaluation

Checking the ongoing alerts about Asg Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Asg Managed Futures help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund holds about 77.73% of its assets under management (AUM) in cash
Evaluating Asg Managed's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Asg Managed's mutual fund performance include:
  • Analyzing Asg Managed's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Asg Managed's stock is overvalued or undervalued compared to its peers.
  • Examining Asg Managed's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Asg Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Asg Managed's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Asg Managed's mutual fund. These opinions can provide insight into Asg Managed's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Asg Managed's mutual fund performance is not an exact science, and many factors can impact Asg Managed's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Asg Managed Futures. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation.
Note that the Asg Managed Futures information on this page should be used as a complementary analysis to other Asg Managed's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

Complementary Tools for Asg Mutual Fund analysis

When running Asg Managed's price analysis, check to measure Asg Managed's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Asg Managed is operating at the current time. Most of Asg Managed's value examination focuses on studying past and present price action to predict the probability of Asg Managed's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Asg Managed's price. Additionally, you may evaluate how the addition of Asg Managed to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Asg Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Asg Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Asg Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.