Cm Modity Index Fund Key Fundamental Indicators
| COMIX Fund | USD 70.63 0.35 0.49% |
As of the 11th of February 2026, Cm Commodity owns the Market Risk Adjusted Performance of 0.4819, standard deviation of 0.7959, and Coefficient Of Variation of 796.3. Cm Modity Index technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the entity's future prices.
Cm Commodity's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Cm Commodity's valuation are provided below:Cm Modity Index does not right now have any fundamental measures for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. COMIX |
Cm Commodity 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Cm Commodity's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Cm Commodity.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Cm Commodity on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Cm Modity Index or generate 0.0% return on investment in Cm Commodity over 90 days. Cm Commodity is related to or competes with Emerging Markets, Vaneck Emerging, Emerging Markets, International Investors, International Investors, International Investors, and Global Hard. The fund invests in instruments that derive their value from the performance of the UBS Constant Maturity Commodity Tota... More
Cm Commodity Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Cm Commodity's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Cm Modity Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8815 | |||
| Information Ratio | 0.0092 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.26 |
Cm Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cm Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cm Commodity's standard deviation. In reality, there are many statistical measures that can use Cm Commodity historical prices to predict the future Cm Commodity's volatility.| Risk Adjusted Performance | 0.1005 | |||
| Jensen Alpha | 0.0742 | |||
| Total Risk Alpha | 0.0078 | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 0.4719 |
Cm Commodity February 11, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1005 | |||
| Market Risk Adjusted Performance | 0.4819 | |||
| Mean Deviation | 0.606 | |||
| Semi Deviation | 0.7862 | |||
| Downside Deviation | 0.8815 | |||
| Coefficient Of Variation | 796.3 | |||
| Standard Deviation | 0.7959 | |||
| Variance | 0.6334 | |||
| Information Ratio | 0.0092 | |||
| Jensen Alpha | 0.0742 | |||
| Total Risk Alpha | 0.0078 | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 0.4719 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.26 | |||
| Downside Variance | 0.7771 | |||
| Semi Variance | 0.6181 | |||
| Expected Short fall | (0.64) | |||
| Skewness | (0.70) | |||
| Kurtosis | 2.06 |
Cm Modity Index Backtested Returns
At this stage we consider COMIX Mutual Fund to be very steady. Cm Modity Index retains Efficiency (Sharpe Ratio) of 0.12, which signifies that the fund had a 0.12 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for Cm Commodity, which you can use to evaluate the volatility of the entity. Please confirm Cm Commodity's Coefficient Of Variation of 796.3, standard deviation of 0.7959, and Market Risk Adjusted Performance of 0.4819 to double-check if the risk estimate we provide is consistent with the expected return of 0.0966%. The fund owns a Beta (Systematic Risk) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cm Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cm Commodity is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Cm Modity Index has poor predictability. Overlapping area represents the amount of predictability between Cm Commodity time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cm Modity Index price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Cm Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 1.72 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, Cm Modity Index has a Three Year Return of 5.4529%. This is much higher than that of the VanEck family and significantly higher than that of the Commodities Broad Basket category. The three year return for all United States funds is notably lower than that of the firm.
Cm Modity Index Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Cm Commodity's current stock value. Our valuation model uses many indicators to compare Cm Commodity value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Cm Commodity competition to find correlations between indicators driving Cm Commodity's intrinsic value. More Info.Cm Modity Index is second largest fund in annual yield among similar funds. It also is second largest fund in year to date return among similar funds creating about 1,962 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Cm Commodity's earnings, one of the primary drivers of an investment's value.COMIX Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Cm Commodity's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Cm Commodity could also be used in its relative valuation, which is a method of valuing Cm Commodity by comparing valuation metrics of similar companies.Cm Modity is currently under evaluation in three year return among similar funds.
COMIX Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Cm Commodity's current stock value. Our valuation model uses many indicators to compare Cm Commodity value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Cm Commodity competition to find correlations between indicators driving Cm Commodity's intrinsic value. More Info.Cm Modity Index is second largest fund in annual yield among similar funds. It also is second largest fund in year to date return among similar funds creating about 1,962 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Cm Commodity's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Cm Commodity
.Asset allocation divides Cm Commodity's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
COMIX Fundamentals
| Total Asset | 711.87 M | ||||
| Annual Yield | 0 % | ||||
| Year To Date Return | 4.51 % | ||||
| One Year Return | 9.13 % | ||||
| Three Year Return | 5.45 % | ||||
| Five Year Return | 10.97 % | ||||
| Net Asset | 473.68 M | ||||
| Cash Position Weight | 44.55 % |
About Cm Commodity Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Cm Modity Index's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Cm Commodity using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Cm Modity Index based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund invests in instruments that derive their value from the performance of the UBS Constant Maturity Commodity Total Return Index, and in bonds, debt securities and other fixed income instruments issued by various U.S. public- or private-sector entities. The CMCI is a rules-based, composite benchmark index diversified across 29 commodity components from the following five sectors energy, precious metals, industrial metals, agriculture and livestock.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in COMIX Mutual Fund
Cm Commodity financial ratios help investors to determine whether COMIX 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 COMIX with respect to the benefits of owning Cm Commodity security.
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