Commodityrealreturn Strategy Fund Technical Analysis
| PCRAX Fund | USD 12.26 0.30 2.39% |
As of the 12th of November 2024, Commodityrealreturn shows the Mean Deviation of 0.6895, downside deviation of 1.05, and Risk Adjusted Performance of 0.0424. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Commodityrealreturn, as well as the relationship between them.
Commodityrealreturn Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Commodityrealreturn, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CommodityrealreturnCommodityrealreturn |
Commodityrealreturn 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.
Commodityrealreturn Technical Analysis
The output start index for this execution was five with a total number of output elements of fifty-six. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Commodityrealreturn volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Commodityrealreturn Trend Analysis
Use this graph to draw trend lines for Commodityrealreturn Strategy Fund. You can use it to identify possible trend reversals for Commodityrealreturn as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Commodityrealreturn price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Commodityrealreturn Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Commodityrealreturn Strategy Fund applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Commodityrealreturn Strategy Fund will continue generating value for investors. It has 122 observation points and a regression sum of squares at 3.9, which is the sum of squared deviations for the predicted Commodityrealreturn price change compared to its average price change.About Commodityrealreturn Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Commodityrealreturn Strategy Fund on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Commodityrealreturn Strategy Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Commodityrealreturn price pattern first instead of the macroeconomic environment surrounding Commodityrealreturn. By analyzing Commodityrealreturn's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Commodityrealreturn's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Commodityrealreturn specific price patterns or momentum indicators. Please read more on our technical analysis page.
Commodityrealreturn November 12, 2024 Technical Indicators
Most technical analysis of Commodityrealreturn help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Commodityrealreturn from various momentum indicators to cycle indicators. When you analyze Commodityrealreturn charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0424 | |||
| Market Risk Adjusted Performance | 0.9357 | |||
| Mean Deviation | 0.6895 | |||
| Semi Deviation | 0.915 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 1855.35 | |||
| Standard Deviation | 0.8863 | |||
| Variance | 0.7855 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | 0.031 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.9257 | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 1.11 | |||
| Semi Variance | 0.8372 | |||
| Expected Short fall | (0.70) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.211 |
Commodityrealreturn One Year Return
Based on the recorded statements, Commodityrealreturn Strategy Fund has an One Year Return of 2.1709%. This is 160.47% lower than that of the PIMCO family and 107.42% lower than that of the Commodities Broad Basket category. The one year return for all United States funds is 47.69% higher than that of the company.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Other Information on Investing in Commodityrealreturn Mutual Fund
Commodityrealreturn financial ratios help investors to determine whether Commodityrealreturn 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 Commodityrealreturn with respect to the benefits of owning Commodityrealreturn security.
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