Asg Managed Futures Fund Market Value
| AMFNX Fund | USD 8.30 0.01 0.12% |
| Symbol | Asg |
Asg Managed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Asg Managed's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Asg Managed.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Asg Managed on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Asg Managed Futures or generate 0.0% return on investment in Asg Managed over 90 days. Asg Managed is related to or competes with John Hancock, Financials Ultrasector, Icon Financial, Davis Financial, and Prudential Jennison. The Adviser typically will make extensive use of a variety of derivative instruments, including futures and forward cont... More
Asg Managed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Asg Managed's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Asg Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9845 | |||
| Information Ratio | 0.0863 | |||
| Maximum Drawdown | 4.41 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.38 |
Asg Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asg Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asg Managed's standard deviation. In reality, there are many statistical measures that can use Asg Managed historical prices to predict the future Asg Managed's volatility.| Risk Adjusted Performance | 0.1722 | |||
| Jensen Alpha | 0.1142 | |||
| Total Risk Alpha | 0.0581 | |||
| Sortino Ratio | 0.0776 | |||
| Treynor Ratio | 0.2843 |
Asg Managed February 27, 2026 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 | 0.1722 | |||
| Market Risk Adjusted Performance | 0.2943 | |||
| Mean Deviation | 0.6798 | |||
| Semi Deviation | 0.7913 | |||
| Downside Deviation | 0.9845 | |||
| Coefficient Of Variation | 445.88 | |||
| Standard Deviation | 0.8854 | |||
| Variance | 0.784 | |||
| Information Ratio | 0.0863 | |||
| Jensen Alpha | 0.1142 | |||
| Total Risk Alpha | 0.0581 | |||
| Sortino Ratio | 0.0776 | |||
| Treynor Ratio | 0.2843 | |||
| Maximum Drawdown | 4.41 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.38 | |||
| Downside Variance | 0.9692 | |||
| Semi Variance | 0.6262 | |||
| Expected Short fall | (0.77) | |||
| Skewness | (0.95) | |||
| Kurtosis | 1.92 |
Asg Managed Futures Backtested Returns
At this stage we consider Asg Mutual Fund to be very steady. Asg Managed Futures secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Asg Managed Futures, which you can use to evaluate the volatility of the entity. Please confirm Asg Managed's mean deviation of 0.6798, and Risk Adjusted Performance of 0.1722 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 0.66, 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.
Auto-correlation | 0.50 |
Modest predictability
Asg Managed Futures has modest predictability. Overlapping area represents the amount of predictability between Asg Managed time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Asg Managed Futures price movement. The serial correlation of 0.5 indicates that about 50.0% of current Asg Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Asg Mutual Fund
Asg Managed financial ratios help investors to determine whether Asg Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Asg with respect to the benefits of owning Asg Managed security.
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