|Time Horizon||30 Days Login to change|
361 Managed Futures Technical Analysis
361 Managed Futures Trend AnalysisUse 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 top-right. To remove the trend, use eraser icon.
361 Managed Best Fit Change LineThe 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 0.005343 % 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 0.02, which is the sum of squared deviations for the predicted 361 Managed price change compared to its average price change.
|Risk Adjusted Performance||0.1346|
|Market Risk Adjusted Performance||0.4017|
|Coefficient Of Variation||370.27|
|Total Risk Alpha||0.0045|
|Value At Risk||0.18|