Parametric Modity Strategy Fund Price History
EAPCX Fund | USD 6.35 0.01 0.16% |
Below is the normalized historical share price chart for Parametric Modity Strategy extending back to January 05, 2012. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Parametric Commodity stands at 6.35, as last reported on the 21st of January, with the highest price reaching 6.35 and the lowest price hitting 6.35 during the day.
If you're considering investing in Parametric Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Parametric Mutual Fund to be very steady. Parametric Commodity maintains Sharpe Ratio (i.e., Efficiency) of 0.0909, which implies the entity had a 0.0909 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Parametric Commodity, which you can use to evaluate the volatility of the fund. Please check Parametric Commodity's Risk Adjusted Performance of 0.0671, coefficient of variation of 1201.06, and Semi Deviation of 0.5864 to confirm if the risk estimate we provide is consistent with the expected return of 0.061%.
Parametric Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Parametric |
Sharpe Ratio = 0.0909
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Cash | EAPCX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Parametric Commodity is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Parametric Commodity by adding it to a well-diversified portfolio.
Parametric Commodity Mutual Fund Price History Chart
There are several ways to analyze Parametric Modity Strategy Fund price data. The simplest method is using a basic Parametric candlestick price chart, which shows Parametric Commodity price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | January 17, 2025 | 6.35 |
Lowest Price | November 14, 2024 | 5.96 |
Parametric Commodity January 21, 2025 Mutual Fund Price Synopsis
Various analyses of Parametric Commodity's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Parametric Mutual Fund. It can be used to describe the percentage change in the price of Parametric Commodity from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Parametric Mutual Fund.Parametric Commodity Price Rate Of Daily Change | 1.00 |
Parametric Commodity January 21, 2025 Mutual Fund Price Analysis
Parametric Mutual Fund Price History Data
The price series of Parametric Commodity for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 has a statistical range of 0.39 with a coefficient of variation of 1.28. Under current investment horizon, the daily prices are spread out with arithmetic mean of 6.11. The median price for the last 90 days is 6.09. The company completed dividends distribution on December 27, 2019.Open | High | Low | Close | Volume | ||
01/21/2025 | 6.35 | 6.35 | 6.35 | 6.35 | ||
01/17/2025 | 6.35 | 6.35 | 6.35 | 6.35 | 1.00 | |
01/16/2025 | 6.34 | 6.34 | 6.34 | 6.34 | 1.00 | |
01/15/2025 | 6.34 | 6.34 | 6.34 | 6.34 | 1.00 | |
01/14/2025 | 6.28 | 6.28 | 6.28 | 6.28 | 1.00 | |
01/13/2025 | 6.29 | 6.29 | 6.29 | 6.29 | 1.00 | |
01/10/2025 | 6.27 | 6.27 | 6.27 | 6.27 | 1.00 | |
01/08/2025 | 6.13 | 6.13 | 6.13 | 6.13 | 1.00 | |
01/07/2025 | 6.15 | 6.15 | 6.15 | 6.15 | 1.00 | |
01/06/2025 | 6.12 | 6.12 | 6.12 | 6.12 | 1.00 | |
01/03/2025 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
01/02/2025 | 6.13 | 6.13 | 6.13 | 6.13 | 1.00 | |
12/31/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
12/30/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
12/27/2024 | 6.07 | 6.07 | 6.07 | 6.07 | 1.00 | |
12/26/2024 | 6.08 | 6.08 | 6.08 | 6.08 | 1.00 | |
12/24/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
12/23/2024 | 6.05 | 6.05 | 6.05 | 6.05 | 1.00 | |
12/20/2024 | 6.04 | 6.04 | 6.04 | 6.04 | 1.00 | |
12/19/2024 | 6.00 | 6.00 | 6.00 | 6.00 | 1.00 | |
12/18/2024 | 6.06 | 6.06 | 6.06 | 6.06 | 1.00 | |
12/17/2024 | 6.08 | 6.08 | 6.08 | 6.08 | 1.00 | |
12/16/2024 | 6.12 | 6.12 | 6.12 | 6.12 | 1.00 | |
12/13/2024 | 6.14 | 6.14 | 6.14 | 6.14 | 1.00 | |
12/12/2024 | 6.16 | 6.16 | 6.16 | 6.16 | 1.00 | |
12/11/2024 | 6.19 | 6.19 | 6.19 | 6.19 | 1.00 | |
12/10/2024 | 6.16 | 6.16 | 6.16 | 6.16 | 1.00 | |
12/09/2024 | 6.15 | 6.15 | 6.15 | 6.15 | 1.00 | |
12/06/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
12/05/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
12/04/2024 | 6.08 | 6.08 | 6.08 | 6.08 | 1.00 | |
12/03/2024 | 6.08 | 6.08 | 6.08 | 6.08 | 1.00 | |
12/02/2024 | 6.05 | 6.05 | 6.05 | 6.05 | 1.00 | |
11/29/2024 | 6.11 | 6.11 | 6.11 | 6.11 | 1.00 | |
11/27/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
11/26/2024 | 6.12 | 6.12 | 6.12 | 6.12 | 1.00 | |
11/25/2024 | 6.10 | 6.10 | 6.10 | 6.10 | 1.00 | |
11/22/2024 | 6.14 | 6.14 | 6.14 | 6.14 | 1.00 | |
11/21/2024 | 6.13 | 6.13 | 6.13 | 6.13 | 1.00 | |
11/20/2024 | 6.12 | 6.12 | 6.12 | 6.12 | 1.00 | |
11/19/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
11/18/2024 | 6.08 | 6.08 | 6.08 | 6.08 | 1.00 | |
11/15/2024 | 5.99 | 5.99 | 5.99 | 5.99 | 1.00 | |
11/14/2024 | 5.96 | 5.96 | 5.96 | 5.96 | 1.00 | |
11/13/2024 | 6.00 | 6.00 | 6.00 | 6.00 | 1.00 | |
11/12/2024 | 6.00 | 6.00 | 6.00 | 6.00 | 1.00 | |
11/11/2024 | 6.03 | 6.03 | 6.03 | 6.03 | 1.00 | |
11/08/2024 | 6.07 | 6.07 | 6.07 | 6.07 | 1.00 | |
11/07/2024 | 6.15 | 6.15 | 6.15 | 6.15 | 1.00 | |
11/06/2024 | 6.06 | 6.06 | 6.06 | 6.06 | 1.00 | |
11/05/2024 | 6.12 | 6.12 | 6.12 | 6.12 | 1.00 | |
11/04/2024 | 6.10 | 6.10 | 6.10 | 6.10 | 1.00 | |
11/01/2024 | 6.07 | 6.07 | 6.07 | 6.07 | 1.00 | |
10/31/2024 | 6.06 | 6.06 | 6.06 | 6.06 | 1.00 | |
10/30/2024 | 6.10 | 6.10 | 6.10 | 6.10 | 1.00 | |
10/29/2024 | 6.09 | 6.09 | 6.09 | 6.09 | 1.00 | |
10/28/2024 | 6.08 | 6.08 | 6.08 | 6.08 | 1.00 | |
10/25/2024 | 6.18 | 6.18 | 6.18 | 6.18 | 1.00 | |
10/24/2024 | 6.15 | 6.15 | 6.15 | 6.15 | 1.00 | |
10/23/2024 | 6.13 | 6.13 | 6.13 | 6.13 | 1.00 | |
10/22/2024 | 6.16 | 6.16 | 6.16 | 6.16 | 1.00 |
About Parametric Commodity Mutual Fund history
Parametric Commodity investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Parametric is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Parametric Commodity will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Parametric Commodity stock prices may prove useful in developing a viable investing in Parametric Commodity
The fund invests primarily in commodity-linked derivative instruments backed by a portfolio of fixed-income securities. The funds portfolio of fixed-income securities is generally comprised of U.S. Treasury securities and money market instruments. The average portfolio duration of the funds fixed-income portfolio will vary and under normal market conditions is not expected to exceed one year. Commodity-linked derivative instruments include commodity index-linked swap agreements, futures, and commodity linked notes.
Parametric Commodity Mutual Fund Technical Analysis
Parametric Commodity technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
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Parametric Commodity Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Parametric Commodity's price direction in advance. Along with the technical and fundamental analysis of Parametric Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Parametric to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.0671 | |||
Jensen Alpha | 0.0463 | |||
Total Risk Alpha | 0.0299 | |||
Sortino Ratio | 0.0358 | |||
Treynor Ratio | (1.25) |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in Parametric Mutual Fund
Parametric Commodity financial ratios help investors to determine whether Parametric 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 Parametric with respect to the benefits of owning Parametric Commodity security.
Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
Risk-Return Analysis View associations between returns expected from investment and the risk you assume |