USO - United States Oil Fund, LP

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUSOCategory Average
5 YearsUSOCategory Average
10 YearsUSOCategory Average
Alpha
4.82-2.27
0.61-3.19
-4.6-10.41
Beta
2.141.5
1.921.35
1.511.45
Mean Annual Return
0.45-2.06
-0.85-1.19
-0.66-0.98
R-squared
73.0569.96
79.4462.36
65.8367.32
Standard Deviation
27.7232.99
32.1629.88
28.6534.82
Sharpe Ratio
0.14-0.81
-0.35-0.5
-0.3-0.36
Treynor Ratio
-0.06-18.06
-8.09-14.43
-8.03-11.94