United States 12 Month Oil (USL)
29.29
-0.41 (-1.38%)
USD |
NYSEARCA |
Oct 21, 16:00
29.29
0.00 (0.00%)
After-Hours: 17:33
USL Max Drawdown (5Y): 67.32% for Sept. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2021 | 67.32% |
| August 31, 2021 | 67.32% |
| July 31, 2021 | 67.32% |
| June 30, 2021 | 67.32% |
| May 31, 2021 | 67.32% |
| April 30, 2021 | 67.32% |
| March 31, 2021 | 67.32% |
| February 28, 2021 | 67.32% |
| January 31, 2021 | 68.31% |
| December 31, 2020 | 68.31% |
| November 30, 2020 | 72.62% |
| October 31, 2020 | 73.47% |
| September 30, 2020 | 73.47% |
| August 31, 2020 | 73.47% |
| July 31, 2020 | 73.47% |
| June 30, 2020 | 73.47% |
| May 31, 2020 | 73.47% |
| April 30, 2020 | 73.47% |
| March 31, 2020 | 73.47% |
| February 29, 2020 | 73.47% |
| January 31, 2020 | 73.47% |
| December 31, 2019 | 73.47% |
| November 30, 2019 | 73.47% |
| October 31, 2019 | 73.47% |
| September 30, 2019 | 73.47% |
| Date | Value |
|---|---|
| August 31, 2019 | 73.47% |
| July 31, 2019 | 73.47% |
| June 30, 2019 | 73.47% |
| May 31, 2019 | 73.47% |
| April 30, 2019 | 73.47% |
| March 31, 2019 | 73.47% |
| February 28, 2019 | 73.47% |
| January 31, 2019 | 73.47% |
| December 31, 2018 | 73.47% |
| November 30, 2018 | 73.47% |
| October 31, 2018 | 73.47% |
| September 30, 2018 | 73.47% |
| August 31, 2018 | 73.47% |
| July 31, 2018 | 73.47% |
| June 30, 2018 | 73.47% |
| May 31, 2018 | 73.47% |
| April 30, 2018 | 73.47% |
| March 31, 2018 | 73.47% |
| February 28, 2018 | 73.47% |
| January 31, 2018 | 73.47% |
| December 31, 2017 | 73.47% |
| November 30, 2017 | 73.47% |
| October 31, 2017 | 73.47% |
| September 30, 2017 | 73.47% |
| August 31, 2017 | 73.47% |
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
67.32%
Minimum
Feb 2021
73.47%
Maximum
Oct 2016
72.46%
Average
73.47%
Median
Oct 2016
Max Drawdown (5Y) Benchmarks
| United States Oil | 88.98% |
| Invesco DB Energy | 65.37% |
| Invesco DB Oil | 75.95% |
| United States Natural Gas | 82.75% |
| United States Brent Oil | 75.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1146 |
| Beta (5Y) | 1.963 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.89% |
| Historical Sharpe Ratio (5Y) | 0.3876 |
| Historical Sortino (5Y) | 0.482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.01% |