Asg Managed Futures Fund Manager Performance Evaluation
| AMFNX Fund | USD 8.96 0.07 0.79% |
The fund shows a Beta (market volatility) of 0.41, 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.
Risk-Adjusted Performance
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Over the last 90 days Asg Managed Futures has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Asg Managed is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.3300 |
Asg |
Asg Managed Relative Risk vs. Return Landscape
If you would invest 900.00 in Asg Managed Futures on August 28, 2024 and sell it today you would lose (4.00) from holding Asg Managed Futures or give up 0.44% of portfolio value over 90 days. Asg Managed Futures is currently producing negative expected returns and takes up 0.5368% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than Asg, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Asg Managed Current Valuation
Fairly Valued
Today
Please note that Asg Managed's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Asg Managed Futures shows a prevailing Real Value of $8.95 per share. The current price of the fund is $8.96. We determine the value of Asg Managed Futures from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Asg Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Asg Mutual Fund. However, Asg Managed's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 8.96 | Real 8.95 | Hype 8.96 | Naive 8.92 |
The intrinsic value of Asg Managed's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Asg Managed's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Asg Managed Futures helps investors to forecast how Asg mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Asg Managed more accurately as focusing exclusively on Asg Managed's fundamentals will not take into account other important factors: Asg Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asg Managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Asg Managed Futures, and traders can use it to determine the average amount a Asg Managed's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0105
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AMFNX |
Estimated Market Risk
| 0.54 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Asg Managed is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Asg Managed by adding Asg Managed to a well-diversified portfolio.
Asg Managed Fundamentals Growth
Asg Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Asg Managed, and Asg Managed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Asg Mutual Fund performance.
| Total Asset | 2.77 B | ||||
About Asg Managed Performance
Evaluating Asg Managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Asg Managed has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Asg Managed has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The Adviser typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its absolute return strategy while also seeking to add value through volatility management. The Adviser uses proprietary quantitative models to identify price trends in equity, fixed-income, currency and commodity instruments across time periods of various lengths.Things to note about Asg Managed Futures performance evaluation
Checking the ongoing alerts about Asg Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Asg Managed Futures help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Asg Managed Futures generated a negative expected return over the last 90 days | |
| The fund holds about 99.52% of its assets under management (AUM) in cash |
- Analyzing Asg Managed's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Asg Managed's stock is overvalued or undervalued compared to its peers.
- Examining Asg Managed's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Asg Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Asg Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Asg Managed's mutual fund. These opinions can provide insight into Asg Managed's potential for growth and whether the stock is currently undervalued or overvalued.
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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