Commodity Return Competition
| CCRSX Fund | USD 21.28 0.23 1.09% |
Commodity Return vs Ocm Mutual Correlation
Very weak diversification
The correlation between Commodity Return Strategy and OCMAX is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Commodity Return Strategy and OCMAX in the same portfolio, assuming nothing else is changed.
Moving together with Commodity Mutual Fund
| 1.0 | PCRIX | Commodityrealreturn | PairCorr |
| 0.87 | PCLAX | Pimco Commoditiesplus | PairCorr |
| 0.86 | PCPCX | Pimco Commoditiesplus | PairCorr |
| 1.0 | PCRAX | Commodityrealreturn | PairCorr |
Moving against Commodity Mutual Fund
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Commodity Return'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.
Commodity Return Competition Correlation Matrix
Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Commodity Return and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Commodity and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Commodity Return Strategy does not affect the price movement of the other competitor.
Risk-Adjusted Indicators
There is a big difference between Commodity Mutual Fund performing well and Commodity Return Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Commodity Return's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SGDIX | 1.63 | 0.38 | 0.15 | 0.64 | 1.89 | 3.79 | 10.08 | |||
| SGDLX | 1.63 | 0.38 | 0.15 | 0.64 | 1.89 | 3.79 | 10.07 | |||
| EPGFX | 1.60 | 0.28 | 0.08 | 1.17 | 2.22 | 4.31 | 9.81 | |||
| OGMCX | 1.68 | 0.36 | 0.14 | 0.55 | 1.99 | 4.29 | 9.92 | |||
| OCMAX | 1.51 | 0.41 | 0.16 | 0.72 | 1.87 | 4.36 | 9.43 |
Commodity Return Competitive Analysis
The better you understand Commodity Return competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Commodity Return's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Commodity Return's competition over several years is one of the best ways to analyze its investment potential.| Better Than Average | Worse Than Peers | View Performance Chart |
Commodity Return Competition Performance Charts
Five steps to successful analysis of Commodity Return Competition
Commodity Return's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Commodity Return Strategy in relation to its competition. Commodity Return's competition analysis typically involves several steps, including:- Identifying the key players in the market: This involves identifying the major competitors of Commodity Return in the market, both direct and indirect, as well as new entrants and disruptive technologies.
- Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
- Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Commodity Return's competitive landscape.
- Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Commodity Return Strategy, and developing a strategy to address them.
- Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Complement your Commodity Return position
In addition to having Commodity Return in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run Emerging Markets ETFs Thematic Idea Now
Emerging Markets ETFs
ETF themes focus on helping investors to gain exposure to a broad range of assets, diversify, and lower overall costs. The Emerging Markets ETFs theme has 37 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Emerging Markets ETFs Theme or any other thematic opportunities.
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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.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
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