USCI - United States Commodity Index

NYSE American - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsUSCICategory Average
5 YearsUSCICategory Average
10 YearsUSCICategory Average
Alpha
-3.44-2.82
-1.8-2.23
0-4.82
Beta
0.490.89
0.530.94
01.06
Mean Annual Return
-0.73-1.34
-0.57-0.83
0-0.46
R-squared
61.6888.8
66.9188.67
090.97
Standard Deviation
10.516.25
9.5616.12
021.98
Sharpe Ratio
-0.87-0.98
-0.75-0.62
0-0.28
Treynor Ratio
-19-18.01
-13.83-11.47
0-7.93