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United States 12 Month Oil (USL)

NYSEArca - Nasdaq Real-time price. Currency in USD
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39.04+0.26 (+0.68%)
At close: 03:50PM EDT

Risk statistics

3 yearsUSLCategory average
5 yearsUSLCategory average
10 yearsUSLCategory average
Alpha
13.021.34
4.43.3
5.871.78
BETA
1.290.63
1.640.78
1.680.87
Mean annual return
1.880.63
1.360.84
0.330.13
R-squared
65.0421.54
61.5824.46
60.2626.74
Standard deviation
24.3321.76
33.4825.05
30.723.89
Sharpe ratio
0.80.25
0.420.4
0.080.04
Treynor ratio
14.39.94
5.4223.88
-1.43-0.19