Commodityrealreturn Strategy Fund Technical Analysis
| PCRAX Fund | USD 15.07 0.19 1.25% |
As of the 31st of January, Commodityrealreturn shows the Mean Deviation of 0.7262, risk adjusted performance of 0.1451, and Downside Deviation of 0.8674. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Commodityrealreturn, as well as the relationship between them.
Commodityrealreturn Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Commodityrealreturn, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CommodityrealreturnCommodityrealreturn |
Commodityrealreturn '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 Commodityrealreturn'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 Commodityrealreturn.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Commodityrealreturn on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Commodityrealreturn Strategy Fund or generate 0.0% return on investment in Commodityrealreturn over 90 days. Commodityrealreturn is related to or competes with Commodityrealreturn, Pimco International, Pimco International, Blackrock, Jpmorgan Smartretirement, Jpmorgan Smartretirement*, and Fuller Thaler. The fund seeks to achieve its investment objective by investing under normal circumstances in commodity-linked derivativ... More
Commodityrealreturn 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 Commodityrealreturn'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 Commodityrealreturn Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8674 | |||
| Information Ratio | 0.1295 | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.58 |
Commodityrealreturn Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commodityrealreturn's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commodityrealreturn's standard deviation. In reality, there are many statistical measures that can use Commodityrealreturn historical prices to predict the future Commodityrealreturn's volatility.| Risk Adjusted Performance | 0.1451 | |||
| Jensen Alpha | 0.1614 | |||
| Total Risk Alpha | 0.1047 | |||
| Sortino Ratio | 0.1354 | |||
| Treynor Ratio | 1.18 |
Commodityrealreturn January 31, 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 | 0.1451 | |||
| Market Risk Adjusted Performance | 1.19 | |||
| Mean Deviation | 0.7262 | |||
| Semi Deviation | 0.6408 | |||
| Downside Deviation | 0.8674 | |||
| Coefficient Of Variation | 507.41 | |||
| Standard Deviation | 0.9071 | |||
| Variance | 0.8228 | |||
| Information Ratio | 0.1295 | |||
| Jensen Alpha | 0.1614 | |||
| Total Risk Alpha | 0.1047 | |||
| Sortino Ratio | 0.1354 | |||
| Treynor Ratio | 1.18 | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.58 | |||
| Downside Variance | 0.7523 | |||
| Semi Variance | 0.4106 | |||
| Expected Short fall | (0.84) | |||
| Skewness | (0.08) | |||
| Kurtosis | (0.34) |
Commodityrealreturn Backtested Returns
Commodityrealreturn appears to be very steady, given 3 months investment horizon. Commodityrealreturn secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Commodityrealreturn Strategy Fund, which you can use to evaluate the volatility of the entity. Please makes use of Commodityrealreturn's Mean Deviation of 0.7262, downside deviation of 0.8674, and Risk Adjusted Performance of 0.1451 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Commodityrealreturn's returns are expected to increase less than the market. However, during the bear market, the loss of holding Commodityrealreturn is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Commodityrealreturn Strategy Fund has average predictability. Overlapping area represents the amount of predictability between Commodityrealreturn time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Commodityrealreturn price movement. The serial correlation of 0.49 indicates that about 49.0% of current Commodityrealreturn price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Commodityrealreturn 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.
Commodityrealreturn Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Commodityrealreturn volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Commodityrealreturn 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 Commodityrealreturn Strategy Fund 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 Commodityrealreturn Strategy Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Commodityrealreturn price pattern first instead of the macroeconomic environment surrounding Commodityrealreturn. By analyzing Commodityrealreturn'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 Commodityrealreturn'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 Commodityrealreturn specific price patterns or momentum indicators. Please read more on our technical analysis page.
Commodityrealreturn January 31, 2026 Technical Indicators
Most technical analysis of Commodityrealreturn 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 Commodityrealreturn from various momentum indicators to cycle indicators. When you analyze Commodityrealreturn 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 | 0.1451 | |||
| Market Risk Adjusted Performance | 1.19 | |||
| Mean Deviation | 0.7262 | |||
| Semi Deviation | 0.6408 | |||
| Downside Deviation | 0.8674 | |||
| Coefficient Of Variation | 507.41 | |||
| Standard Deviation | 0.9071 | |||
| Variance | 0.8228 | |||
| Information Ratio | 0.1295 | |||
| Jensen Alpha | 0.1614 | |||
| Total Risk Alpha | 0.1047 | |||
| Sortino Ratio | 0.1354 | |||
| Treynor Ratio | 1.18 | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.58 | |||
| Downside Variance | 0.7523 | |||
| Semi Variance | 0.4106 | |||
| Expected Short fall | (0.84) | |||
| Skewness | (0.08) | |||
| Kurtosis | (0.34) |
Commodityrealreturn One Year Return
Based on the recorded statements, Commodityrealreturn Strategy Fund has an One Year Return of 16.2554%. This is 552.8% lower than that of the PIMCO family and 155.59% lower than that of the Commodities Broad Basket category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Commodityrealreturn January 31, 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 Commodityrealreturn 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 | 0.99 | ||
| Day Median Price | 15.07 | ||
| Day Typical Price | 15.07 | ||
| Price Action Indicator | (0.09) |
Other Information on Investing in Commodityrealreturn Mutual Fund
Commodityrealreturn financial ratios help investors to determine whether Commodityrealreturn 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 Commodityrealreturn with respect to the benefits of owning Commodityrealreturn security.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| CEOs Directory Screen CEOs from public companies around the world |