Parametric Modity Strategy Fund Manager Performance Evaluation
| EAPCX Fund | USD 7.34 0.05 0.69% |
The fund holds a Beta of 0.0728, which implies not very significant fluctuations relative to the market. As returns on the market increase, Parametric Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parametric Commodity is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Parametric Modity Strategy are ranked lower than 21 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak fundamental indicators, Parametric Commodity showed solid returns over the last few months and may actually be approaching a breakup point.
...more| Expense Ratio Date | 1st of May 2025 | |
| Expense Ratio | 0.9200 |
Parametric |
Parametric Commodity Relative Risk vs. Return Landscape
If you would invest 631.00 in Parametric Modity Strategy on November 3, 2025 and sell it today you would earn a total of 103.00 from holding Parametric Modity Strategy or generate 16.32% return on investment over 90 days. Parametric Modity Strategy is currently producing 0.2481% returns and takes up 0.8984% volatility of returns over 90 trading days. Put another way, 8% of traded mutual funds are less volatile than Parametric, and 95% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Parametric Commodity Current Valuation
Undervalued
Today
Please note that Parametric Commodity's price fluctuation is not too volatile at this time. At this time, the fund appears to be undervalued. Parametric Commodity holds a recent Real Value of $7.83 per share. The prevailing price of the fund is $7.34. We determine the value of Parametric Commodity from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Parametric Commodity is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Parametric Mutual Fund. However, Parametric Commodity's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 7.34 | Real 7.83 | Hype 7.34 | Naive 7.48 |
The intrinsic value of Parametric Commodity's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Parametric Commodity's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Parametric Modity Strategy helps investors to forecast how Parametric mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Parametric Commodity more accurately as focusing exclusively on Parametric Commodity's fundamentals will not take into account other important factors: Parametric Commodity Target Price Odds to finish over Current Price
The tendency of Parametric Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 7.34 | 90 days | 7.34 | near 1 |
Based on a normal probability distribution, the odds of Parametric Commodity to move above the current price in 90 days from now is near 1 (This Parametric Modity Strategy probability density function shows the probability of Parametric Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Parametric Commodity has a beta of 0.0728 suggesting as returns on the market go up, Parametric Commodity average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Parametric Modity Strategy will be expected to be much smaller as well. Additionally Parametric Modity Strategy has an alpha of 0.2352, implying that it can generate a 0.24 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Parametric Commodity Price Density |
| Price |
Predictive Modules for Parametric Commodity
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Parametric Commodity. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Parametric 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.
Parametric Commodity Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Parametric Commodity is not an exception. The market had few large corrections towards the Parametric Commodity's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Parametric Modity Strategy, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Parametric Commodity within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.24 | |
β | Beta against Dow Jones | 0.07 | |
σ | Overall volatility | 0.30 | |
Ir | Information ratio | 0.23 |
Parametric Commodity Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Parametric Commodity for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Parametric Commodity can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains most of the assets under management (AUM) in different types of exotic instruments. |
Parametric Commodity Fundamentals Growth
Parametric Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Parametric Commodity, and Parametric Commodity fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Parametric Mutual Fund performance.
| Total Asset | 128.5 M | ||||
About Parametric Commodity Performance
Evaluating Parametric Commodity's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Parametric Commodity has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Parametric Commodity has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
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.Things to note about Parametric Commodity performance evaluation
Checking the ongoing alerts about Parametric Commodity for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Parametric Commodity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains most of the assets under management (AUM) in different types of exotic instruments. |
- Analyzing Parametric Commodity's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Parametric Commodity's stock is overvalued or undervalued compared to its peers.
- Examining Parametric Commodity's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Parametric Commodity's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Parametric Commodity's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Parametric Commodity's mutual fund. These opinions can provide insight into Parametric Commodity's potential for growth and whether the stock is currently undervalued or overvalued.
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.
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