Commodityrealreturn Strategy Fund Technical Analysis
| PCRRX Fund | USD 16.78 -0.03 -0.18% |
As of the 14th of March 2026, COMMODITYREALRETURN prints 16.78 per share on the tape. Available indicator data includes Risk Adjusted Performance of 0.191, downside deviation of 1.52, and Mean Deviation of 0.9705. Market dynamics are evaluated through structured indicator analysis. Indicator dispersion is evaluated across similar market participants.
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 |
What if' Analysis
Running a what-if backtest on Commodityrealreturn Strategy Fund gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether COMMODITYREALRETURN's historical reward profile was stable enough to support the current thesis.
| 12/14/2025 |
| 03/14/2026 |
Starting with 0.00 in COMMODITYREALRETURN on December 14, 2025 and exiting today would produce 0.00 in overall gains. In total, that is a 0.0% net return in COMMODITYREALRETURN for the period across 90 days. COMMODITYREALRETURN has comparable peers such as PIMCO RAE, PIMCO RealEstateRealRe, PIMCO RAE, and PIMCO RAE. The list provides context for relative analysis. The fund seeks to achieve its investment objective by investing under normal circumstances in commodity-linked derivativ... More
Upside and Downside Indicators for COMMODITYREALRETURN Dashboard
These indicators describe how COMMODITYREALRETURN momentum evolves across recent price ranges. The indicators are presented as neutral context for price dynamics.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.2623 | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | -1.92 | |||
| Potential Upside | 2.13 |
Market Risk Indicators for COMMODITYREALRETURN Dashboard
Risk measures here provide context on COMMODITYREALRETURN's return distribution and drawdown behavior. The indicators highlight how volatility has behaved across recent periods.| Risk Adjusted Performance | 0.191 | |||
| Jensen Alpha | 0.2917 | |||
| Total Risk Alpha | 0.368 | |||
| Sortino Ratio | 0.2237 | |||
| Treynor Ratio | -4.04 |
Experienced COMMODITYREALRETURN's investors use mean reversion as a complement to momentum analysis: momentum identifies the trend; mean reversion identifies when that trend has extended beyond sustainable levels.
Technical Indicators
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.191 | |||
| Market Risk Adjusted Performance | -4.03 | |||
| Mean Deviation | 0.9705 | |||
| Semi Deviation | 1.22 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 424.77 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.68 | |||
| Information Ratio | 0.2623 | |||
| Jensen Alpha | 0.2917 | |||
| Total Risk Alpha | 0.368 | |||
| Sortino Ratio | 0.2237 | |||
| Treynor Ratio | -4.04 | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | -1.92 | |||
| Potential Upside | 2.13 | |||
| Downside Variance | 2.31 | |||
| Semi Variance | 1.48 | |||
| Expected Short fall | -1.06 | |||
| Skewness | -0.78 | |||
| Kurtosis | 1.69 |
Commodityrealreturn Backtested Returns
COMMODITYREALRETURN holds a very low volatility profile within the selected horizon. It shows a risk-adjusted return measure of 0.26, signaling dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-six metrics shaping volatility behavior. Please examine metrics such as mean deviation of 0.9705, risk-adjusted performance of 0.191, and Downside Deviation of 1.52 to confirm risk-return consistency. The fund has a beta of -0.073, which indicates relatively modest fluctuations relative to the market. the mildly negative beta suggests COMMODITYREALRETURN provides a partial hedge against market-wide declines.
Auto-correlation | 0.82 |
Very good predictability
The autocorrelation profile for Commodityrealreturn Strategy Fund registers very good predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Commodityrealreturn's near-term price behavior. A serial correlation of 0.82 indicates that around 82.0% of current COMMODITYREALRETURN price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
This technical analysis view for COMMODITYREALRETURN focuses on price, volume, and trend behavior. The analysis highlights moving averages, RSI, and price correlation signals across the fund cycle.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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.
Technical Analysis Methodology & Indicators
Technical analysis of COMMODITYREALRETURN focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Momentum regimes can shift quickly when liquidity conditions change.
Macroaxis compiles Commodityrealreturn Strategy Fund metrics from fund disclosures and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardCOMMODITYREALRETURN Technical Indicators
A technical review of Commodityrealreturn Strategy Fund can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.191 | |||
| Market Risk Adjusted Performance | -4.03 | |||
| Mean Deviation | 0.9705 | |||
| Semi Deviation | 1.22 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 424.77 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.68 | |||
| Information Ratio | 0.2623 | |||
| Jensen Alpha | 0.2917 | |||
| Total Risk Alpha | 0.368 | |||
| Sortino Ratio | 0.2237 | |||
| Treynor Ratio | -4.04 | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | -1.92 | |||
| Potential Upside | 2.13 | |||
| Downside Variance | 2.31 | |||
| Semi Variance | 1.48 | |||
| Expected Short fall | -1.06 | |||
| Skewness | -0.78 | |||
| Kurtosis | 1.69 |
Commodityrealreturn One Year Return
Based on the recorded statements, Commodityrealreturn Strategy Fund has an One Year Return of 32.4983%. This is 1005.25% lower than that of the PIMCO family and 211.14% 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 fund.
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.March 14, 2026 Daily Trend Indicators
A technical review of Commodityrealreturn Strategy Fund can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 16.78 | ||
| Day Typical Price | 16.78 | ||
| Price Action Indicator | -0.01 |