Vanguard Commodity Strategy Fund Technical Analysis
| VCMDX Fund | USD 28.61 0.38 1.35% |
As of the 27th of January, Vanguard Commodity has the Semi Deviation of 0.5642, risk adjusted performance of 0.1736, and Coefficient Of Variation of 426.33. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Commodity, as well as the relationship between them.
Vanguard Commodity Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
Vanguard Commodity '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 Vanguard Commodity'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 Vanguard Commodity.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Vanguard Commodity on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Commodity Strategy or generate 0.0% return on investment in Vanguard Commodity over 90 days. Vanguard Commodity is related to or competes with First Trust, T Rowe, IShares ESG, IShares MSCI, FlexShares Quality, SPDR SP, and Invesco Total. The funds advisor employs an active investment management approach to invest the funds assets in commodity-linked invest... More
Vanguard Commodity 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 Vanguard Commodity'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 Vanguard Commodity Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8371 | |||
| Information Ratio | 0.1409 | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.58 |
Vanguard Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Commodity's standard deviation. In reality, there are many statistical measures that can use Vanguard Commodity historical prices to predict the future Vanguard Commodity's volatility.| Risk Adjusted Performance | 0.1736 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1092 | |||
| Sortino Ratio | 0.1456 | |||
| Treynor Ratio | 0.6173 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard 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.
Vanguard Commodity January 27, 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 | 0.1736 | |||
| Market Risk Adjusted Performance | 0.6273 | |||
| Mean Deviation | 0.6912 | |||
| Semi Deviation | 0.5642 | |||
| Downside Deviation | 0.8371 | |||
| Coefficient Of Variation | 426.33 | |||
| Standard Deviation | 0.8646 | |||
| Variance | 0.7475 | |||
| Information Ratio | 0.1409 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1092 | |||
| Sortino Ratio | 0.1456 | |||
| Treynor Ratio | 0.6173 | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.58 | |||
| Downside Variance | 0.7007 | |||
| Semi Variance | 0.3184 | |||
| Expected Short fall | (0.81) | |||
| Skewness | (0.12) | |||
| Kurtosis | (0.24) |
Vanguard Commodity Backtested Returns
Vanguard Commodity appears to be very steady, given 3 months investment horizon. Vanguard Commodity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Commodity Strategy, which you can use to evaluate the volatility of the fund. Please review Vanguard Commodity's Risk Adjusted Performance of 0.1736, coefficient of variation of 426.33, and Semi Deviation of 0.5642 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Commodity is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Vanguard Commodity Strategy has good predictability. Overlapping area represents the amount of predictability between Vanguard Commodity time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Vanguard Commodity price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Vanguard Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Vanguard 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.
Vanguard Commodity 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 Vanguard Commodity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Vanguard Commodity 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 Vanguard Commodity 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 Vanguard Commodity Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vanguard Commodity price pattern first instead of the macroeconomic environment surrounding Vanguard Commodity. By analyzing Vanguard Commodity'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 Vanguard Commodity'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 Vanguard Commodity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Commodity January 27, 2026 Technical Indicators
Most technical analysis of Vanguard 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 Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard 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 | 0.1736 | |||
| Market Risk Adjusted Performance | 0.6273 | |||
| Mean Deviation | 0.6912 | |||
| Semi Deviation | 0.5642 | |||
| Downside Deviation | 0.8371 | |||
| Coefficient Of Variation | 426.33 | |||
| Standard Deviation | 0.8646 | |||
| Variance | 0.7475 | |||
| Information Ratio | 0.1409 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1092 | |||
| Sortino Ratio | 0.1456 | |||
| Treynor Ratio | 0.6173 | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.58 | |||
| Downside Variance | 0.7007 | |||
| Semi Variance | 0.3184 | |||
| Expected Short fall | (0.81) | |||
| Skewness | (0.12) | |||
| Kurtosis | (0.24) |
Vanguard Commodity One Year Return
Based on the recorded statements, Vanguard Commodity Strategy has an One Year Return of 22.0503%. This is 263.87% higher than that of the Vanguard family and significantly higher 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.Vanguard Commodity January 27, 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 Vanguard 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 | 28.61 | ||
| Day Typical Price | 28.61 | ||
| Price Action Indicator | 0.19 |
Other Information on Investing in Vanguard Mutual Fund
Vanguard Commodity financial ratios help investors to determine whether Vanguard 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 Vanguard with respect to the benefits of owning Vanguard Commodity security.
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