Mfs Commodity Strategy Fund Market Value
| MCSHX Fund | USD 3.79 0.14 3.56% |
| Symbol | Mfs |
Mfs 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 Mfs 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 Mfs Commodity.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Mfs Commodity on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Commodity Strategy or generate 0.0% return on investment in Mfs Commodity over 90 days. Mfs Commodity is related to or competes with Chase Growth, T Rowe, Qs Growth, Blue Chip, and The Hartford. The fund seeks to achieve the funds objective by providing exposure to the commodities markets through investing in comm... More
Mfs 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 Mfs 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 Mfs Commodity Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.0854 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.77 |
Mfs Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Commodity's standard deviation. In reality, there are many statistical measures that can use Mfs Commodity historical prices to predict the future Mfs Commodity's volatility.| Risk Adjusted Performance | 0.0982 | |||
| Jensen Alpha | 0.1469 | |||
| Total Risk Alpha | 0.0763 | |||
| Sortino Ratio | 0.0675 | |||
| Treynor Ratio | 3.1 |
Mfs Commodity February 4, 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 | 0.0982 | |||
| Market Risk Adjusted Performance | 3.11 | |||
| Mean Deviation | 0.9042 | |||
| Semi Deviation | 1.26 | |||
| Downside Deviation | 1.57 | |||
| Coefficient Of Variation | 780.4 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.54 | |||
| Information Ratio | 0.0854 | |||
| Jensen Alpha | 0.1469 | |||
| Total Risk Alpha | 0.0763 | |||
| Sortino Ratio | 0.0675 | |||
| Treynor Ratio | 3.1 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.77 | |||
| Downside Variance | 2.46 | |||
| Semi Variance | 1.58 | |||
| Expected Short fall | (1.04) | |||
| Skewness | (1.24) | |||
| Kurtosis | 3.16 |
Mfs Commodity Strategy Backtested Returns
At this stage we consider Mfs Mutual Fund to be somewhat reliable. Mfs Commodity Strategy has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mfs Commodity, which you can use to evaluate the volatility of the fund. Please verify Mfs Commodity's Risk Adjusted Performance of 0.0982, downside deviation of 1.57, and Mean Deviation of 0.9042 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of 0.048, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mfs Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Commodity is expected to be smaller as well.
Auto-correlation | 0.55 |
Modest predictability
Mfs Commodity Strategy has modest predictability. Overlapping area represents the amount of predictability between Mfs Commodity time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Mfs Commodity Strategy price movement. The serial correlation of 0.55 indicates that about 55.0% of current Mfs Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Mfs Mutual Fund
Mfs Commodity financial ratios help investors to determine whether Mfs 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 Mfs with respect to the benefits of owning Mfs Commodity security.
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities |