Commodities Strategy Fund Market Value
| RYMEX Fund | USD 166.05 1.38 0.84% |
| Symbol | Commodities |
Commodities Strategy '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 Commodities Strategy'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 Commodities Strategy.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Commodities Strategy on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Commodities Strategy Fund or generate 0.0% return on investment in Commodities Strategy over 90 days. Commodities Strategy is related to or competes with Basic Materials, Basic Materials, Banking Fund, Basic Materials, Sp Midcap, Basic Materials, and Biotechnology Fund. The fund seeks exposure to the performance of the commodities markets More
Commodities Strategy 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 Commodities Strategy'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 Commodities Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0022 | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.82 |
Commodities Strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commodities Strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commodities Strategy's standard deviation. In reality, there are many statistical measures that can use Commodities Strategy historical prices to predict the future Commodities Strategy's volatility.| Risk Adjusted Performance | 0.074 | |||
| Jensen Alpha | 0.076 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0023 | |||
| Treynor Ratio | 0.5398 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Commodities Strategy'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.
Commodities Strategy February 10, 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 | 0.074 | |||
| Market Risk Adjusted Performance | 0.5498 | |||
| Mean Deviation | 0.9221 | |||
| Semi Deviation | 1.01 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 1128.88 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.3 | |||
| Information Ratio | 0.0022 | |||
| Jensen Alpha | 0.076 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0023 | |||
| Treynor Ratio | 0.5398 | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.82 | |||
| Downside Variance | 1.2 | |||
| Semi Variance | 1.03 | |||
| Expected Short fall | (1.08) | |||
| Skewness | (0.53) | |||
| Kurtosis | 1.3 |
Commodities Strategy Backtested Returns
At this stage we consider Commodities Mutual Fund to be very steady. Commodities Strategy secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Commodities Strategy Fund, which you can use to evaluate the volatility of the entity. Please confirm Commodities Strategy's Downside Deviation of 1.1, risk adjusted performance of 0.074, and Mean Deviation of 0.9221 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Commodities Strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Commodities Strategy is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Commodities Strategy Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Commodities Strategy time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Commodities Strategy price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Commodities Strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 29.04 |
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 Commodities Mutual Fund
Commodities Strategy financial ratios help investors to determine whether Commodities 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 Commodities with respect to the benefits of owning Commodities Strategy security.
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