Cm Modity Index Fund Market Value
| COMIX Fund | USD 70.70 0.14 0.20% |
| Symbol | 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.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Cm Commodity on November 7, 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 | 0.8779 | |||
| Information Ratio | 0.0483 | |||
| 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 | 0.096 | |||
| Jensen Alpha | 0.0831 | |||
| Total Risk Alpha | 0.034 | |||
| Sortino Ratio | 0.0436 | |||
| Treynor Ratio | 0.5199 |
Cm Commodity February 5, 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 | 0.096 | |||
| Market Risk Adjusted Performance | 0.5299 | |||
| Mean Deviation | 0.5999 | |||
| Semi Deviation | 0.7805 | |||
| Downside Deviation | 0.8779 | |||
| Coefficient Of Variation | 771.84 | |||
| Standard Deviation | 0.7935 | |||
| Variance | 0.6296 | |||
| Information Ratio | 0.0483 | |||
| Jensen Alpha | 0.0831 | |||
| Total Risk Alpha | 0.034 | |||
| Sortino Ratio | 0.0436 | |||
| Treynor Ratio | 0.5199 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.26 | |||
| Downside Variance | 0.7707 | |||
| Semi Variance | 0.6092 | |||
| Expected Short fall | (0.64) | |||
| Skewness | (0.71) | |||
| Kurtosis | 2.13 |
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 0.14, which signifies that the fund had a 0.14 % return per unit of price deviation over the last 3 months. We have found twenty-seven 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 771.84, market risk adjusted performance of 0.5299, and Standard Deviation of 0.7935 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund owns a Beta (Systematic Risk) of 0.18, 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 | 0.01 |
Virtually no predictability
Cm Modity Index has virtually no predictability. Overlapping area represents the amount of predictability between Cm Commodity time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 0.01 indicates that just 1.0% of current Cm Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 2.07 |
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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