United States Oil (USO)
75.52
-0.14
(-0.19%)
USD |
NYSEARCA |
May 07, 15:26
USO Max Drawdown (5Y): 88.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.98% |
March 31, 2024 | 88.98% |
February 29, 2024 | 88.98% |
January 31, 2024 | 88.98% |
December 31, 2023 | 88.98% |
November 30, 2023 | 88.98% |
October 31, 2023 | 88.98% |
September 30, 2023 | 88.98% |
August 31, 2023 | 88.98% |
July 31, 2023 | 88.98% |
June 30, 2023 | 88.98% |
May 31, 2023 | 88.98% |
April 30, 2023 | 88.98% |
March 31, 2023 | 88.98% |
February 28, 2023 | 88.98% |
January 31, 2023 | 88.98% |
December 31, 2022 | 88.98% |
November 30, 2022 | 88.98% |
October 31, 2022 | 88.98% |
September 30, 2022 | 88.98% |
August 31, 2022 | 88.98% |
July 31, 2022 | 88.98% |
June 30, 2022 | 88.98% |
May 31, 2022 | 88.98% |
April 30, 2022 | 88.98% |
Date | Value |
---|---|
March 31, 2022 | 88.98% |
February 28, 2022 | 88.98% |
January 31, 2022 | 88.98% |
December 31, 2021 | 88.98% |
November 30, 2021 | 88.98% |
October 31, 2021 | 88.98% |
September 30, 2021 | 88.98% |
August 31, 2021 | 88.98% |
July 31, 2021 | 88.98% |
June 30, 2021 | 88.98% |
May 31, 2021 | 88.98% |
April 30, 2021 | 88.98% |
March 31, 2021 | 88.98% |
February 28, 2021 | 88.98% |
January 31, 2021 | 88.98% |
December 31, 2020 | 88.98% |
November 30, 2020 | 88.98% |
October 31, 2020 | 88.98% |
September 30, 2020 | 88.98% |
August 31, 2020 | 88.98% |
July 31, 2020 | 88.98% |
June 30, 2020 | 88.98% |
May 31, 2020 | 88.98% |
April 30, 2020 | 88.98% |
March 31, 2020 | 82.37% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
82.37%
Minimum
May 2019
88.98%
Maximum
Apr 2020
87.77%
Average
88.98%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
iShares Silver Trust | 42.81% |
SPDR® Gold Shares | 22.00% |
Invesco DB Agriculture | 42.31% |
Invesco DB Energy | 60.83% |
Invesco DB Oil | 64.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.25 |
Beta (5Y) | 2.060 |
Alpha (vs YCharts Benchmark) (5Y) | -18.25 |
Beta (vs YCharts Benchmark) (5Y) | 2.060 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.22% |
Historical Sharpe Ratio (5Y) | -0.1761 |
Historical Sortino (5Y) | -0.1856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.86% |