361 Managed Technical Analysis 
361 Managed Futures Strategy Inv  USA Fund  USD 11.7 0.00 0.00% 
361 Managed Futures Strategy Inv owns Variance of 0.0447, Market Risk Adjusted Performance of 0.2768 and Standard Deviation of 0.2114. 361 Managed Futures Strategy Inv technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the entity future prices. Strictly speaking you can use this information to find out if the entity will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found eighteen technical drivers for 361 Managed which can be compared to its peers in the sector. Please confirm 361 Managed Futures Risk Adjusted Performance, Variance as well as the relationship between Variance and Potential Upside to decide if 361 Managed Futures Strategy Inv is priced fairly providing market reflects its prevailing price of 11.7 per share.
Time Horizon  30 Days Login to change 
361 Managed Futures Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of three. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of 361 Managed Futures volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
361 Managed Futures Trend Analysis
Use this graph to draw trend lines for 361 Managed Futures Strategy Inv. You can use it to identify possible trend reversals for 361 Managed as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual 361 Managed price movement. To start drawing, click on the pencil icon on topright. To remove the trend, use eraser icon.361 Managed Best Fit Change Line
The following chart estimates an ordinary least squares regression model for 361 Managed Futures Strategy Inv applied against its price change over selected period. The best fit line has a slop of 0.011054 % which means 361 Managed Futures Strategy Inv will continue generating value for investors. It has 34 observation points and a regression sum of squares at 0.1, which is the sum of squared deviations for the predicted 361 Managed price change compared to its average price change.Companies DirectoryEvaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals 
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Mean Deviation  ...

Technical Drivers
361 Managed January 17, 2018 Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.1373  
Market Risk Adjusted Performance  0.2768  
Mean Deviation  0.1336  
Downside Deviation  0.0933  
Coefficient Of Variation  268.87  
Standard Deviation  0.2114  
Variance  0.0447  
Information Ratio  (0.66)  
Jensen Alpha  0.0149  
Total Risk Alpha  (0.04398)  
Sortino Ratio  (1.5)  
Treynor Ratio  0.2668  
Maximum Drawdown  0.6926  
Value At Risk  (0.08658)  
Potential Upside  0.6066  
Downside Variance  0.0087  
Semi Variance  (0.081253)  
Expected Short fall  (0.21)  
Skewness  1.99  
Kurtosis  3.7 
One Year Return
361 Managed Futures One Year Return
Based on recorded statements 361 Managed Futures Strategy Inv has One Year Return of 4.78%. This is 724.14% higher than that of the 361 Funds family, and 361.84% higher than that of Managed Futures category, The One Year Return for all funds is 107.83% lower than the firm.
Year Return 
Fundamentals Correlations
Analyze 361 Managed Fundamentals Trends