USO - United States Oil

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUSOCategory Average

5 YearsUSOCategory Average

10 YearsUSOCategory Average

Alpha

1.21-2.27

-0.81-3.19

-7.47-10.41

Beta

1.851.5

1.741.35

1.481.45

Mean Annual Return

0.45-2.06

-1.08-1.19

-0.95-0.98

R-squared

74.5169.96

74.4762.36

68.7167.32

Standard Deviation

26.2432.99

29.1629.88

31.1134.82

Sharpe Ratio

0.17-0.81

-0.46-0.5

-0.38-0.36

Treynor Ratio

0.59-18.06

-9.51-14.43

-10.56-11.94