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United States Oil Fund LP

Provider: United
Annualised Return -8.96%
Realised Volatility 36.37%
Downside Volatility 29.48%
Max Drawdown -97.9%
Winning months 51.17%
Sharpe Ratio -0.25
Sortino Ratio -0.3
Calmar Ratio -0.09
Viking Ratio 0
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 6.41% 3.44% 7.32% -0.44% -4.54% 6.38% -2.32% -4.37% -1.91% 9.41%
2023 -1.13% -3.04% -1.15% 1.6% -10.18% 4.82% 15.14% 2.58% 7.73% -7.22% -6.5% -4.98% -4.94%
2022 14.94% 8% 9.84% 4.1% 10.77% -5.99% -2.86% -6.33% -10.71% 9.57% -1.82% -0.17% 28.97%
2021 6.57% 17.42% -1.89% 6.76% 4.97% 9.82% 1.56% -5.17% 9.41% 8.73% -16.17% 13.46% 64.68%
2020 -15.38% -12.82% -55.45% -43.23% 35.36% 8.42% 3.6% 5.19% -7.49% -10.75% 22.65% 6.59% -67.79%
2019 17.49% 5.29% 4.6% 6.32% -16.48% 8.47% 0% -4.82% -1.05% -0.35% 2.83% 10.24% 32.61%
2018 8.08% -4.7% 5.82% 5.42% -1.81% 11.14% -5.18% 3.01% 5.51% -11.15% -22.19% -9.97% -19.57%
2017 -3.41% 1.15% -7.07% -3.76% -2.73% -4.62% 8.21% -6.32% 8.31% 4.79% 4.94% 4.71% 2.47%
2016 -12.27% -6.74% 7.78% 16.49% 5.04% -2.53% -15.64% 6.15% 5.5% -3.66% 3.8% 7.23% 6.55%
2015 -12.48% 1.57% -6.96% 21.79% -0.88% -2.21% -21.58% 1.92% -7.68% 0.95% -12.69% -14.93% -45.97%
2014 -1.42% 5.66% -0.49% -0.76% 3.74% 3.21% -6.6% -1.53% -3.78% -10.99% -16.49% -20.41% -42.32%
2013 5.75% -6.32% 5.11% -4.58% -1.66% 4.81% 9.33% 2.97% -4.24% -5.86% -3.52% 5.47% 5.78%
2012 -0.76% 8.2% -4.13% 1.15% -17.82% -2.39% 2.67% 9.82% -4.93% -6.86% 2.45% 2.49% -12.44%
2011 -1% 1.5% 8.7% 5.99% -10.3% -8% 0.43% -7.78% -11.65% 17.22% 8.51% -1.73% -2.28%
2010 -9.27% 8.92% 3.79% 2.58% -17.64% -0.23% 4.06% -9.68% 9.15% 0.95% 2.47% 8.21% -0.71%
2009 -11.72% -7.43% 7.39% -1.45% 27.14% 4.2% -2.95% -2.06% 0.39% 8.65% -0.43% 0.33% 18.67%
2008 -4.5% 11.15% 1.17% 13.69% 11.42% 10.29% -12.03% -7.12% -11.69% -32.22% -24.28% -21.36% -56.31%
2007 1.8% 6.09% 4.24% -3.96% -4.45% 8.25% 10.43% -4.7% 12.14% 17.14% -4.59% 8.37% 59.88%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).