UNG - United States Natural Gas Fund, LP

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUNGCategory Average
5 YearsUNGCategory Average
10 YearsUNGCategory Average
Alpha
-15.59-2.27
-19.29-3.19
-19.78-10.41
Beta
0.231.5
0.781.35
0.621.45
Mean Annual Return
-1.17-2.06
-1.92-1.19
-1.74-0.98
R-squared
0.4169.96
8.8662.36
6.9467.32
Standard Deviation
39.6732.99
39.0229.88
36.0134.82
Sharpe Ratio
-0.4-0.81
-0.62-0.5
-0.59-0.36
Treynor Ratio
-93.6-18.06
-35.95-14.43
-40.45-11.94