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United States Commodity Index (USCI)

NYSEArca - Nasdaq Real-time price. Currency in USD
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61.15-0.33 (-0.53%)
At close: 03:40PM EDT
61.99 +0.84 (+1.37%)
After hours: 06:00PM EDT

Risk statistics

3 yearsUSCICategory average
5 yearsUSCICategory average
10 yearsUSCICategory average
Alpha
8.622.03
2.821.16
1.771.28
BETA
0.950.94
1.061
0.931.04
Mean annual return
1.370.82
0.940.77
0.110.06
R-squared
83.1387.3
87.9186.55
80.3887.9
Standard deviation
15.7615.18
17.9817.07
14.7415.86
Sharpe ratio
0.840.44
0.50.42
-0.01-0.05
Treynor ratio
13.986.44
7.436.04
-1.33-1.99