Asg Managed Futures Fund Market Value
| ASFCX Fund | USD 7.45 0.13 1.78% |
| 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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Asg Managed on November 11, 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 T Rowe, Tweedy Browne, Prudential Emerging, and Doubleline Emerging. The adviser expected that no more than 25 percent of the funds total assets will be dedicated to initial and variation m... 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 | 1.1 | |||
| Information Ratio | 0.0294 | |||
| Maximum Drawdown | 4.19 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.24 |
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 | 0.1097 | |||
| Jensen Alpha | 0.1025 | |||
| Total Risk Alpha | 0.0132 | |||
| Sortino Ratio | 0.0249 | |||
| Treynor Ratio | 0.7709 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Asg Managed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Asg Managed February 9, 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 | 0.1097 | |||
| Market Risk Adjusted Performance | 0.7809 | |||
| Mean Deviation | 0.7284 | |||
| Semi Deviation | 0.9457 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 740.27 | |||
| Standard Deviation | 0.9306 | |||
| Variance | 0.8661 | |||
| Information Ratio | 0.0294 | |||
| Jensen Alpha | 0.1025 | |||
| Total Risk Alpha | 0.0132 | |||
| Sortino Ratio | 0.0249 | |||
| Treynor Ratio | 0.7709 | |||
| Maximum Drawdown | 4.19 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.24 | |||
| Downside Variance | 1.21 | |||
| Semi Variance | 0.8943 | |||
| Expected Short fall | (0.77) | |||
| Skewness | (0.81) | |||
| Kurtosis | 1.05 |
Asg Managed Futures Backtested Returns
At this stage we consider Asg Mutual Fund to be not too volatile. Asg Managed Futures secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % 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 0.7284, and Risk Adjusted Performance of 0.1097 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. 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 | 0.39 |
Below average predictability
Asg Managed Futures has below average predictability. Overlapping area represents the amount of predictability between Asg Managed time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 0.39 indicates that just about 39.0% of current Asg Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Also Currently Popular
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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