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USCI: United States Commodity Index Fund LP (ETF)
Basic Info 64.19 0.36(0.56%) October 11
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (49%) |
Start Date: | 08/10/2010 |
Last Dividend Date: | 06/07/2017 |
12-Mo. Yield | 0.00% |
Expenses | 1.07% |
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Performance Analytics (As of 10/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/10/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 14.1 | 12.4 | 14.3 | 12.4 | 1.5 | 1.8 | 0.0 | 29.5 | 33.1 | -11.5 | -1.7 | -11.8 | 6.3 | -1.2 | -16.2 | -13.9 | -4.3 | 0.4 | -9.5 | 28.7 |
Sharpe Ratio | NA | 0.94 | 0.48 | 0.59 | 0.54 | 0.01 | 0.05 | -0.3 | 1.02 | 1.98 | -0.61 | -0.34 | -1.13 | 0.65 | -0.14 | -1.5 | -1.65 | -0.5 | 0.03 | -0.52 | 5.09 |
Draw Down(%) | NA | 8.6 | 8.6 | 18.8 | 33.9 | 55.8 | 66.4 | 9.2 | 18.8 | 10.4 | 33.9 | 12.4 | 17.2 | 9.4 | 8.6 | 18.3 | 21.1 | 11.7 | 14.5 | 22.1 | 7.8 |
Standard Deviation(%) | NA | 12.2 | 13.1 | 19.8 | 18.7 | 15.1 | 14.6 | 14.3 | 27.8 | 16.7 | 19.1 | 9.0 | 11.5 | 8.8 | 9.8 | 10.8 | 8.4 | 8.8 | 12.6 | 18.5 | 17.5 |
Treynor Ratio | NA | 0.16 | 0.08 | 0.13 | 0.13 | 0.0 | 0.01 | -0.06 | 0.31 | 0.46 | -0.18 | -0.06 | -0.18 | 0.11 | -0.04 | -0.36 | -0.24 | -0.06 | 0.01 | -0.12 | 1.11 |
Alpha | NA | 0.04 | 0.04 | 0.04 | 0.01 | 0.0 | 0.0 | 0.0 | 0.04 | 0.01 | -0.03 | -0.03 | -0.02 | 0.01 | -0.03 | -0.01 | 0.01 | 0.0 | -0.01 | -0.03 | 0.11 |
Beta | NA | 0.74 | 0.77 | 0.87 | 0.79 | 0.68 | 0.7 | 0.73 | 0.92 | 0.72 | 0.66 | 0.51 | 0.73 | 0.54 | 0.37 | 0.46 | 0.57 | 0.7 | 0.76 | 0.81 | 0.8 |
RSquared | NA | 0.64 | 0.7 | 0.77 | 0.71 | 0.65 | 0.68 | 0.74 | 0.77 | 0.73 | 0.58 | 0.58 | 0.84 | 0.57 | 0.45 | 0.56 | 0.6 | 0.72 | 0.79 | 0.83 | 0.74 |
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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/10/2010
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