Arrow Managed Futures Fund Manager Performance Evaluation
| MFTTX Fund | USD 5.03 0.08 1.57% |
The fund shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arrow Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arrow Managed is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Arrow Managed Futures has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Arrow 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 Date | 1st of December 2022 | |
| Expense Ratio | 2.4600 |
Arrow |
Arrow Managed Relative Risk vs. Return Landscape
If you would invest 522.00 in Arrow Managed Futures on September 24, 2024 and sell it today you would lose (19.00) from holding Arrow Managed Futures or give up 3.64% of portfolio value over 90 days. Arrow Managed Futures is currently producing negative expected returns and takes up 1.2249% volatility of returns over 90 trading days. Put another way, 10% of traded mutual funds are less volatile than Arrow, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Arrow Managed Current Valuation
Fairly Valued
Today
Please note that Arrow Managed's price fluctuation is not too volatile at this time. At this time, the entity appears to be fairly valued. Arrow Managed Futures shows a prevailing Real Value of $5.02 per share. The current price of the fund is $5.03. We determine the value of Arrow 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 Arrow Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Arrow Mutual Fund. However, Arrow 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 5.03 | Real 5.02 | Hype 5.03 |
The intrinsic value of Arrow 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 Arrow 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 Arrow Managed Futures helps investors to forecast how Arrow 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 Arrow Managed more accurately as focusing exclusively on Arrow Managed's fundamentals will not take into account other important factors: Arrow Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrow Managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Arrow Managed Futures, and traders can use it to determine the average amount a Arrow 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 = -0.0412
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MFTTX |
Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arrow 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 Arrow Managed by adding Arrow Managed to a well-diversified portfolio.
Arrow Managed Fundamentals Growth
Arrow Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Arrow Managed, and Arrow 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 Arrow Mutual Fund performance.
| Total Asset | 3.97 M | ||||
About Arrow Managed Performance
Evaluating Arrow Managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Arrow 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 Arrow 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 fund pursues its investment objective by implementing a fixed income strategy and a managed futures strategy. It executes its managed futures strategy primarily by investing up to 25 percent of its total assets in a wholly-owned and controlled subsidiary. It executes its fixed income strategy primarily by investing directly or indirectly through other funds in U.S. government securities, short-term, high quality fixed-income securities, money market instruments, overnight and fixed-term repurchase agreements, cash, and other cash equivalents with maturities of one year or less.Things to note about Arrow Managed Futures performance evaluation
Checking the ongoing alerts about Arrow Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Arrow Managed Futures help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arrow Managed generated a negative expected return over the last 90 days | |
| The fund generated-1.0 ten year return of -1.0% | |
| Arrow Managed Futures maintains about 14.27% of its assets in cash |
- Analyzing Arrow 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 Arrow Managed's stock is overvalued or undervalued compared to its peers.
- Examining Arrow 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 Arrow Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arrow Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Arrow Managed's mutual fund. These opinions can provide insight into Arrow Managed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Arrow Mutual Fund
Arrow Managed financial ratios help investors to determine whether Arrow 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 Arrow with respect to the benefits of owning Arrow Managed security.
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