Commodities Strategy Fund Manager Performance Evaluation
| RYMJX Fund | USD 86.34 69.05 399.36% |
The fund shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. 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.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Commodities Strategy Fund are ranked lower than 13 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward-looking indicators, Commodities Strategy showed solid returns over the last few months and may actually be approaching a breakup point.
...more| Expense Ratio Date | 1st of May 2023 | |
| Expense Ratio | 2.3500 |
Commodities |
Commodities Strategy Relative Risk vs. Return Landscape
If you would invest 1,618 in Commodities Strategy Fund on November 27, 2024 and sell it today you would earn a total of 7,016 from holding Commodities Strategy Fund or generate 433.62% return on investment over 90 days. Commodities Strategy Fund is currently producing 12.5979% returns and takes up 75.1143% volatility of returns over 90 trading days. Put another way, most equities are less risky on the basis of their return distribution than Commodities, and majority of traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Commodities Strategy Current Valuation
Fairly Valued
Today
Please note that Commodities Strategy's price fluctuation is out of control at this time. At this time, the entity appears to be fairly valued. Commodities Strategy shows a prevailing Real Value of $87.2 per share. The current price of the fund is $86.34. We determine the value of Commodities Strategy from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Commodities Strategy is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Commodities Mutual Fund. However, Commodities Strategy'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 86.34 | Real 87.2 | Hype 86.34 | Naive 63.67 |
The intrinsic value of Commodities Strategy'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 Commodities Strategy'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 Commodities Strategy Fund helps investors to forecast how Commodities 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 Commodities Strategy more accurately as focusing exclusively on Commodities Strategy's fundamentals will not take into account other important factors: Commodities Strategy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commodities Strategy's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Commodities Strategy Fund, and traders can use it to determine the average amount a Commodities Strategy's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1677
| Best Portfolio | Best Equity | RYMJX | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 75.11 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Commodities Strategy is performing at about 13% 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 Commodities Strategy by adding it to a well-diversified portfolio.
Commodities Strategy Fundamentals Growth
Commodities Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Commodities Strategy, and Commodities Strategy 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 Commodities Mutual Fund performance.
| Total Asset | 430 K | ||||
About Commodities Strategy Performance
Evaluating Commodities Strategy's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Commodities Strategy 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 Commodities Strategy 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 seeks exposure to the performance of the commodities markets. It will invest in exchange-traded products, including investment companies and commodity pools, that provide exposure to the commodities markets and in commodity-linked derivative instruments, which primarily consist of swap agreements, commodity options, and futures and options on futures. The fund also may invest up to 25 percent of its total assets in a wholly-owned and controlled Cayman Islands subsidiary. It is non-diversified.Things to note about Commodities Strategy performance evaluation
Checking the ongoing alerts about Commodities Strategy for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Commodities Strategy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Commodities Strategy is way too risky over 90 days horizon | |
| Commodities Strategy appears to be risky and price may revert if volatility continues | |
| Commodities Strategy has a very high chance of going through financial distress in the upcoming years | |
| The fund generated-11.0 ten year return of -11.0% | |
| Commodities Strategy maintains about 43.77% of its assets in cash |
- Analyzing Commodities Strategy'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 Commodities Strategy's stock is overvalued or undervalued compared to its peers.
- Examining Commodities Strategy'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 Commodities Strategy's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Commodities Strategy's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Commodities Strategy's mutual fund. These opinions can provide insight into Commodities Strategy's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |