Commodity Return Strategy Fund Price on October 3, 2024
| CCRSX Fund | USD 18.00 0.12 0.66% |
Below is the normalized historical share price chart for Commodity Return Strategy extending back to February 28, 2006. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Commodity Return stands at 18.00, as last reported on the 13th of December 2024, with the highest price reaching 18.00 and the lowest price hitting 18.00 during the day.
If you're considering investing in Commodity Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Commodity Mutual Fund to be very steady. Commodity Return Strategy secures Sharpe Ratio (or Efficiency) of 0.0705, which signifies that the fund had a 0.0705% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Commodity Return Strategy, which you can use to evaluate the volatility of the entity. Please confirm Commodity Return's Mean Deviation of 0.572, downside deviation of 0.9238, and Risk Adjusted Performance of 0.0876 to double-check if the risk estimate we provide is consistent with the expected return of 0.053%.
Commodity Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Commodity |
Sharpe Ratio = 0.0705
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | CCRSX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Commodity Return is performing at about 5% of its full potential. 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 Commodity Return by adding it to a well-diversified portfolio.
Commodity Return Valuation on October 3, 2024
It is possible to determine the worth of Commodity Return on a given historical date. On October 3, 2024 Commodity was worth 18.46 at the beginning of the trading date compared to the closed value of 18.46. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Commodity Return mutual fund. Still, in general, we apply an absolute valuation method to find Commodity Return's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Commodity Return where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Commodity Return's related companies.
| Open | High | Low | Close | Volume | |
| 18.33 | 18.33 | 18.33 | 18.33 | 1.00 | |
10/03/2024 | 18.46 | 18.46 | 18.46 | 18.46 | 1.00 |
| 18.44 | 18.44 | 18.44 | 18.44 | 1.00 |
| Backtest Commodity Return | | | Commodity Return History | | | Commodity Return Valuation | Previous | Next |
Commodity Return Trading Date Momentum on October 3, 2024
| On October 04 2024 Commodity Return Strategy was traded for 18.44 at the closing time. The highest daily price throughout the period was 18.44 and the lowest price was 18.44 . There was no trading activity during the period 1.0. Lack of trading volume on 10/04/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.11% . The overall trading delta to current closing price is 2.55% . |
Commodity Return Strategy Fundamentals Correlations and Trends
By evaluating Commodity Return's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Commodity Return's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Commodity financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Commodity Return Mutual Fund history
Commodity Return investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Commodity is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Commodity Return Strategy will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Commodity Return stock prices may prove useful in developing a viable investing in Commodity Return
The fund is designed to achieve positive total return relative to the performance of the Bloomberg Commodity Index Total Return . The advisor intends to invest its assets in a combination of commodity-linked derivative instruments and fixed income securities. The Advisor intends to gains exposure to commodities markets by investing through the Subsidiary and in structured notes linked to the BCOM Index, other commodity indices, or the value of a particular commodity or commodity futures contract or subset of commodities or commodity futures contracts. The fund is non-diversified.
Commodity Return Mutual Fund Technical Analysis
Commodity Return technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Commodity Return Period Price Range
Low | December 13, 2024
| High |
0.00 | 0.00 |
Commodity Return Strategy cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Commodity Return December 13, 2024 Market Strength
Market strength indicators help investors to evaluate how Commodity Return mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Commodity Return shares will generate the highest return on investment. By undertsting and applying Commodity Return mutual fund market strength indicators, traders can identify Commodity Return Strategy entry and exit signals to maximize returns
Commodity Return Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Commodity Return's price direction in advance. Along with the technical and fundamental analysis of Commodity Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Commodity to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0876 | |||
| Jensen Alpha | 0.0988 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.47) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Commodity Mutual Fund
Commodity Return financial ratios help investors to determine whether Commodity 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 Commodity with respect to the benefits of owning Commodity Return security.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |