USO - United States Oil

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUSOCategory Average
5 YearsUSOCategory Average
10 YearsUSOCategory Average
Alpha
-5.05-2.27
-1.88-3.19
-8.57-10.41
Beta
2.051.5
1.811.35
1.51.45
Mean Annual Return
-0.15-2.06
-1.46-1.19
-0.79-0.98
R-squared
73.9469.96
74.4562.36
64.6267.32
Standard Deviation
28.9232.99
30.8329.88
29.8134.82
Sharpe Ratio
-0.1-0.81
-0.59-0.5
-0.33-0.36
Treynor Ratio
-3.38-18.06
-11.52-14.43
-8.97-11.94