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United States 12 Month Oil (USL)


NYSEArca - NYSEArca Delayed Price. Currency in USD
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17.86+0.36 (+2.06%)
At close: 8:00PM EDT
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Risk Statistics

3 YearsUSLCategory Average
5 YearsUSLCategory Average
10 YearsUSLCategory Average
Alpha
3.07-2.27
-2.12-3.19
0-10.41
Beta
1.521.5
1.351.35
01.45
Mean Annual Return
-2.13-2.06
-1.3-1.19
0-0.98
R-squared
84.6969.96
76.162.36
067.32
Standard Deviation
27.7632.99
24.5829.88
034.82
Sharpe Ratio
-0.93-0.81
-0.64-0.5
0-0.36
Treynor Ratio
-17.11-18.06
-12.8-14.43
0-11.94