USO - United States Oil

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUSOCategory Average
5 YearsUSOCategory Average
10 YearsUSOCategory Average
Alpha
-0.3-2.27
-1.32-3.19
-5.22-10.41
Beta
1.951.5
1.821.35
1.491.45
Mean Annual Return
0.79-2.06
-1.42-1.19
-0.43-0.98
R-squared
74.5469.96
76.5362.36
67.467.32
Standard Deviation
29.232.99
32.1629.88
29.4534.82
Sharpe Ratio
0.28-0.81
-0.55-0.5
-0.19-0.36
Treynor Ratio
2.15-18.06
-11.49-14.43
-6.37-11.94