Asg Managed Futures Fund Market Value
| ASFYX Fund | USD 8.71 0.15 1.69% |
| 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.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Asg Managed on December 22, 2024 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 30 days. Asg Managed is related to or competes with Extended Market, Vanguard Emerging, Sp Midcap, Calvert Developed, Investec Emerging, and Siit Emerging. 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 | 0.6287 | |||
| Information Ratio | 0.0084 | |||
| Maximum Drawdown | 2.21 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.8102 |
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 | 0.0464 | |||
| Jensen Alpha | 0.0248 | |||
| Total Risk Alpha | 0.0112 | |||
| Sortino Ratio | 0.0075 | |||
| Treynor Ratio | (1.30) |
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 Futures Backtested Returns
At this stage we consider Asg Mutual Fund to be very steady. Asg Managed Futures secures Sharpe Ratio (or Efficiency) of 0.0346, which signifies that the fund had a 0.0346 % 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 risk adjusted performance of 0.0464, and Mean Deviation of 0.4461 to double-check if the risk estimate we provide is consistent with the expected return of 0.0207%. The fund shows a Beta (market volatility) of -0.0187, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Asg Managed are expected to decrease at a much lower rate. During the bear market, Asg Managed is likely to outperform the market.
Auto-correlation | -0.53 |
Good reverse predictability
Asg Managed Futures has good reverse predictability. Overlapping area represents the amount of predictability between Asg Managed time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 2025. 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 -0.53 indicates that about 53.0% of current Asg Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Asg Managed Futures lagged returns against current returns
Autocorrelation, which is Asg Managed mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Asg Managed's mutual fund expected returns. We can calculate the autocorrelation of Asg Managed returns to help us make a trade decision. For example, suppose you find that Asg Managed has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Asg Managed regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Asg Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asg Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asg Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Asg Managed Lagged Returns
When evaluating Asg Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asg Managed mutual fund have on its future price. Asg Managed autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Asg Managed autocorrelation shows the relationship between Asg Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Asg Managed Futures.
Regressed Prices |
| Timeline |
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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