Blackrock Commodity Strategies Fund Market Value
| BICSX Fund | USD 11.96 0.49 4.27% |
| Symbol | Blackrock |
Blackrock 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 Blackrock 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 Blackrock Commodity.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Blackrock Commodity on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Blackrock Commodity Strategies or generate 0.0% return on investment in Blackrock Commodity over 90 days. Blackrock Commodity is related to or competes with Hartford International, Blackrock Resources, Simt Tax, Blackrock, Wells Fargo, Pear Tree, and Pear Tree. The adviser utilizes two strategies and under normal circumstances expects to invest approximately 50 percent of its tot... More
Blackrock 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 Blackrock 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 Blackrock Commodity Strategies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9154 | |||
| Information Ratio | 0.2908 | |||
| Maximum Drawdown | 3.86 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.67 |
Blackrock Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Commodity's standard deviation. In reality, there are many statistical measures that can use Blackrock Commodity historical prices to predict the future Blackrock Commodity's volatility.| Risk Adjusted Performance | 0.2485 | |||
| Jensen Alpha | 0.2894 | |||
| Total Risk Alpha | 0.2528 | |||
| Sortino Ratio | 0.2854 | |||
| Treynor Ratio | 1.52 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Commodity'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.
Blackrock Commodity January 31, 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 | 0.2485 | |||
| Market Risk Adjusted Performance | 1.53 | |||
| Mean Deviation | 0.7315 | |||
| Semi Deviation | 0.581 | |||
| Downside Deviation | 0.9154 | |||
| Coefficient Of Variation | 293.39 | |||
| Standard Deviation | 0.8984 | |||
| Variance | 0.8072 | |||
| Information Ratio | 0.2908 | |||
| Jensen Alpha | 0.2894 | |||
| Total Risk Alpha | 0.2528 | |||
| Sortino Ratio | 0.2854 | |||
| Treynor Ratio | 1.52 | |||
| Maximum Drawdown | 3.86 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.67 | |||
| Downside Variance | 0.838 | |||
| Semi Variance | 0.3376 | |||
| Expected Short fall | (0.88) | |||
| Skewness | (0.41) | |||
| Kurtosis | (0.43) |
Blackrock Commodity Backtested Returns
Blackrock Commodity appears to be very steady, given 3 months investment horizon. Blackrock Commodity secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the fund had a 0.29 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Commodity Strategies, which you can use to evaluate the volatility of the entity. Please makes use of Blackrock Commodity's mean deviation of 0.7315, and Risk Adjusted Performance of 0.2485 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Commodity is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Blackrock Commodity Strategies has very good predictability. Overlapping area represents the amount of predictability between Blackrock Commodity time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Blackrock Commodity price movement. The serial correlation of 0.8 indicates that around 80.0% of current Blackrock Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
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 Blackrock Mutual Fund
Blackrock Commodity financial ratios help investors to determine whether Blackrock 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 Blackrock with respect to the benefits of owning Blackrock Commodity security.
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