Commodity Return Strategy Fund Technical Analysis
| CCRSX Fund | USD 21.61 0.20 0.93% |
As of the 12th of February 2026, Commodity Return shows the Risk Adjusted Performance of 0.1207, mean deviation of 0.8701, and Downside Deviation of 1.47. Commodity Return Strategy technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Commodity Return Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Commodity, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CommodityCommodity |
Commodity Return '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 Commodity Return'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 Commodity Return.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Commodity Return on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Commodity Return Strategy or generate 0.0% return on investment in Commodity Return over 90 days. Commodity Return is related to or competes with T Rowe, T Rowe, T Rowe, John Hancock, T Rowe, T Rowe, and T Rowe. The fund is designed to achieve positive total return relative to the performance of the Bloomberg Commodity Index Total... More
Commodity Return 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 Commodity Return'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 Commodity Return Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.062 | |||
| Maximum Drawdown | 7.03 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.65 |
Commodity Return Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commodity Return's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commodity Return's standard deviation. In reality, there are many statistical measures that can use Commodity Return historical prices to predict the future Commodity Return's volatility.| Risk Adjusted Performance | 0.1207 | |||
| Jensen Alpha | 0.1479 | |||
| Total Risk Alpha | 0.0263 | |||
| Sortino Ratio | 0.0505 | |||
| Treynor Ratio | 0.7886 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Commodity Return'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.
Commodity Return February 12, 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 | 0.1207 | |||
| Market Risk Adjusted Performance | 0.7986 | |||
| Mean Deviation | 0.8701 | |||
| Semi Deviation | 1.22 | |||
| Downside Deviation | 1.47 | |||
| Coefficient Of Variation | 675.5 | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.44 | |||
| Information Ratio | 0.062 | |||
| Jensen Alpha | 0.1479 | |||
| Total Risk Alpha | 0.0263 | |||
| Sortino Ratio | 0.0505 | |||
| Treynor Ratio | 0.7886 | |||
| Maximum Drawdown | 7.03 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 2.17 | |||
| Semi Variance | 1.48 | |||
| Expected Short fall | (0.95) | |||
| Skewness | (1.33) | |||
| Kurtosis | 4.12 |
Commodity Return Strategy Backtested Returns
At this stage we consider Commodity Mutual Fund to be very steady. Commodity Return Strategy secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Commodity Return Strategy, which you can use to evaluate the volatility of the entity. Please confirm Commodity Return's Risk Adjusted Performance of 0.1207, mean deviation of 0.8701, and Downside Deviation of 1.47 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Commodity Return's returns are expected to increase less than the market. However, during the bear market, the loss of holding Commodity Return is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
Commodity Return Strategy has below average predictability. Overlapping area represents the amount of predictability between Commodity Return time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Commodity Return Strategy price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Commodity Return price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
Commodity Return 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.
Commodity Return Strategy Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Commodity Return Strategy across different markets.
About Commodity Return Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Commodity Return Strategy on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Commodity Return Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Commodity Return Strategy price pattern first instead of the macroeconomic environment surrounding Commodity Return Strategy. By analyzing Commodity Return's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Commodity Return's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Commodity Return specific price patterns or momentum indicators. Please read more on our technical analysis page.
Commodity Return February 12, 2026 Technical Indicators
Most technical analysis of Commodity help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Commodity from various momentum indicators to cycle indicators. When you analyze Commodity charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1207 | |||
| Market Risk Adjusted Performance | 0.7986 | |||
| Mean Deviation | 0.8701 | |||
| Semi Deviation | 1.22 | |||
| Downside Deviation | 1.47 | |||
| Coefficient Of Variation | 675.5 | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.44 | |||
| Information Ratio | 0.062 | |||
| Jensen Alpha | 0.1479 | |||
| Total Risk Alpha | 0.0263 | |||
| Sortino Ratio | 0.0505 | |||
| Treynor Ratio | 0.7886 | |||
| Maximum Drawdown | 7.03 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 2.17 | |||
| Semi Variance | 1.48 | |||
| Expected Short fall | (0.95) | |||
| Skewness | (1.33) | |||
| Kurtosis | 4.12 |
Commodity Return February 12, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Commodity stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 21.61 | ||
| Day Typical Price | 21.61 | ||
| Price Action Indicator | 0.10 |
Other Information on Investing in Commodity Mutual Fund
Commodity Return financial ratios help investors to determine whether Commodity 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 Commodity with respect to the benefits of owning Commodity Return security.
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