Embark Commodity Strategy Fund Market Value
| ECSWX Fund | 11.38 0.57 4.77% |
| Symbol | Embark |
Embark 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 Embark 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 Embark Commodity.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Embark Commodity on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Embark Commodity Strategy or generate 0.0% return on investment in Embark Commodity over 90 days. Embark Commodity is related to or competes with Cb Large, American Mutual, Guidemark Large, Nuveen Nwq, Avantis Us, T Rowe, and Aqr Large. More
Embark 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 Embark 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 Embark Commodity Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.1268 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.81 |
Embark Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embark Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embark Commodity's standard deviation. In reality, there are many statistical measures that can use Embark Commodity historical prices to predict the future Embark Commodity's volatility.| Risk Adjusted Performance | 0.1244 | |||
| Jensen Alpha | 0.1695 | |||
| Total Risk Alpha | 0.1223 | |||
| Sortino Ratio | 0.1081 | |||
| Treynor Ratio | 0.9393 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Embark 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.
Embark Commodity February 2, 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 | 0.1244 | |||
| Market Risk Adjusted Performance | 0.9493 | |||
| Mean Deviation | 0.8153 | |||
| Semi Deviation | 1.03 | |||
| Downside Deviation | 1.3 | |||
| Coefficient Of Variation | 597.95 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.24 | |||
| Information Ratio | 0.1268 | |||
| Jensen Alpha | 0.1695 | |||
| Total Risk Alpha | 0.1223 | |||
| Sortino Ratio | 0.1081 | |||
| Treynor Ratio | 0.9393 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.81 | |||
| Downside Variance | 1.7 | |||
| Semi Variance | 1.06 | |||
| Expected Short fall | (0.92) | |||
| Skewness | (1.35) | |||
| Kurtosis | 5.18 |
Embark Commodity Strategy Backtested Returns
Embark Commodity appears to be very steady, given 3 months investment horizon. Embark Commodity Strategy secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the fund had a 0.18 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Embark Commodity Strategy, which you can use to evaluate the volatility of the entity. Please utilize Embark Commodity's Semi Deviation of 1.03, downside deviation of 1.3, and Mean Deviation of 0.8153 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, Embark Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Embark Commodity is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
Embark Commodity Strategy has modest predictability. Overlapping area represents the amount of predictability between Embark Commodity time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Embark Commodity Strategy price movement. The serial correlation of 0.51 indicates that about 51.0% of current Embark Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 Embark Mutual Fund
Embark Commodity financial ratios help investors to determine whether Embark 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 Embark with respect to the benefits of owning Embark Commodity security.
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