United States 12 Month Oil (USL)
33.06
+0.26 (+0.79%)
USD |
NYSEARCA |
Feb 06, 14:34
USL Max Drawdown (5Y): 66.02% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 66.02% |
| December 31, 2022 | 66.02% |
| November 30, 2022 | 66.02% |
| October 31, 2022 | 66.02% |
| September 30, 2022 | 66.02% |
| August 31, 2022 | 66.02% |
| July 31, 2022 | 66.02% |
| June 30, 2022 | 66.02% |
| May 31, 2022 | 66.02% |
| April 30, 2022 | 66.06% |
| March 31, 2022 | 67.32% |
| February 28, 2022 | 67.32% |
| January 31, 2022 | 67.32% |
| December 31, 2021 | 67.32% |
| November 30, 2021 | 67.32% |
| October 31, 2021 | 67.32% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
66.02%
Minimum
May 2022
73.47%
Maximum
Feb 2018
70.61%
Average
73.47%
Median
Feb 2018
Max Drawdown (5Y) Benchmarks
| United States Oil | 88.98% |
| United States Gasoline | 78.93% |
| United States 12 Month Natural Gas | 57.99% |
| iPath® Bloomberg Copper SubTR ETN | 57.29% |
| iPath® Bloomberg Grains SubTR ETN | 68.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6689 |
| Beta (5Y) | 1.646 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.6689 |
| Beta (vs YCharts Benchmark) (5Y) | 1.646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.02% |
| Historical Sharpe Ratio (5Y) | 0.4406 |
| Historical Sortino (5Y) | 0.5841 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.30% |