Vanguard Commodity Strategy Fund Market Value
| VCMDX Fund | USD 27.86 0.03 0.11% |
| Symbol | Vanguard |
Vanguard 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 Vanguard 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 Vanguard Commodity.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Vanguard Commodity on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Commodity Strategy or generate 0.0% return on investment in Vanguard Commodity over 90 days. Vanguard Commodity is related to or competes with First Trust, T Rowe, IShares ESG, IShares MSCI, FlexShares Quality, SPDR SP, and Invesco Total. The funds advisor employs an active investment management approach to invest the funds assets in commodity-linked invest... More
Vanguard 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 Vanguard 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 Vanguard Commodity Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.053 | |||
| Maximum Drawdown | 5.86 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.58 |
Vanguard Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Commodity's standard deviation. In reality, there are many statistical measures that can use Vanguard Commodity historical prices to predict the future Vanguard Commodity's volatility.| Risk Adjusted Performance | 0.0956 | |||
| Jensen Alpha | 0.1048 | |||
| Total Risk Alpha | 0.0359 | |||
| Sortino Ratio | 0.0438 | |||
| Treynor Ratio | 0.4774 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard 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.
Vanguard Commodity February 17, 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 | 0.0956 | |||
| Market Risk Adjusted Performance | 0.4874 | |||
| Mean Deviation | 0.8401 | |||
| Semi Deviation | 1.17 | |||
| Downside Deviation | 1.37 | |||
| Coefficient Of Variation | 870.42 | |||
| Standard Deviation | 1.13 | |||
| Variance | 1.28 | |||
| Information Ratio | 0.053 | |||
| Jensen Alpha | 0.1048 | |||
| Total Risk Alpha | 0.0359 | |||
| Sortino Ratio | 0.0438 | |||
| Treynor Ratio | 0.4774 | |||
| Maximum Drawdown | 5.86 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.58 | |||
| Downside Variance | 1.87 | |||
| Semi Variance | 1.37 | |||
| Expected Short fall | (0.88) | |||
| Skewness | (1.10) | |||
| Kurtosis | 2.5 |
Vanguard Commodity Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Commodity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard Commodity Strategy, which you can use to evaluate the volatility of the fund. Please validate Vanguard Commodity's Semi Deviation of 1.17, coefficient of variation of 870.42, and Risk Adjusted Performance of 0.0956 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Commodity is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Vanguard Commodity Strategy has below average predictability. Overlapping area represents the amount of predictability between Vanguard Commodity time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Vanguard Commodity price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Vanguard Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
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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 Vanguard Mutual Fund
Vanguard Commodity financial ratios help investors to determine whether Vanguard 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 Vanguard with respect to the benefits of owning Vanguard Commodity security.
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