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UNL: United States 12 Month Natural Gas Fund LP (ETF)
Basic Info 8.46 0.13(1.56%) May 17
Asset Class: | Commodities Energy |
MyPlanIQ Rating: | (2%) |
Start Date: | 11/18/2009 |
Last Dividend Date: | 06/07/2017 |
12-Mo. Yield | 0.00% |
Expenses | 0.90% |
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Performance Analytics (As of 05/17/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/18/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 7.0 | -1.4 | -25.1 | -1.6 | -3.7 | -8.0 | -11.3 | -50.2 | 47.0 | 54.4 | -9.5 | -18.8 | 12.5 | -21.5 | 20.5 | -29.8 | -24.7 | 6.4 | -18.4 | -39.6 | -35.5 | 12.7 |
Sharpe Ratio | NA | -0.22 | -0.96 | -0.09 | -0.14 | -0.28 | -0.4 | -1.5 | 0.78 | 1.57 | -0.37 | -1.01 | 0.52 | -0.93 | 0.81 | -1.1 | -1.05 | 0.28 | -0.6 | -1.66 | -1.32 | 3.9 |
Draw Down(%) | NA | 24.4 | 39.1 | 74.3 | 74.3 | 74.3 | 87.4 | 53.7 | 39.3 | 26.5 | 20.8 | 25.0 | 11.5 | 26.9 | 21.3 | 41.6 | 34.9 | 23.6 | 31.5 | 42.4 | 44.0 | 12.5 |
Standard Deviation(%) | NA | 33.3 | 30.1 | 45.3 | 38.4 | 31.9 | 30.5 | 36.4 | 58.7 | 34.7 | 26.4 | 20.0 | 21.5 | 23.9 | 25.0 | 27.0 | 23.6 | 23.2 | 31.2 | 23.9 | 26.9 | 46.9 |
Treynor Ratio | NA | -0.07 | -0.5 | -0.06 | -0.1 | -0.2 | -0.29 | -0.92 | 0.61 | 2.07 | -0.42 | -0.52 | 0.81 | -0.48 | 0.49 | -0.94 | -0.52 | 0.21 | -0.33 | -1.29 | -1.14 | 19.05 |
Alpha | NA | -0.07 | -0.12 | 0.0 | -0.01 | -0.02 | -0.03 | -0.26 | 0.16 | 0.16 | -0.02 | -0.09 | 0.06 | -0.1 | 0.06 | -0.09 | -0.04 | 0.04 | -0.07 | -0.19 | -0.18 | 0.46 |
Beta | NA | 1.02 | 0.58 | 0.66 | 0.51 | 0.45 | 0.42 | 0.6 | 0.75 | 0.26 | 0.23 | 0.39 | 0.14 | 0.46 | 0.41 | 0.32 | 0.48 | 0.31 | 0.56 | 0.31 | 0.31 | 0.1 |
RSquared | NA | 0.11 | 0.07 | 0.09 | 0.07 | 0.06 | 0.06 | 0.08 | 0.12 | 0.02 | 0.04 | 0.07 | 0.01 | 0.06 | 0.09 | 0.04 | 0.05 | 0.02 | 0.07 | 0.07 | 0.05 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/18/2009
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