USCF ETF Risk Adjusted Performance
ZSC Etf | 22.82 0.09 0.39% |
USCF |
| = | 0.0613 |
ER[a] | = | Expected return on investing in USCF ETF |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
USCF ETF Risk Adjusted Performance Peers Comparison
USCF Risk Adjusted Performance Relative To Other Indicators
USCF ETF Trust is rated fifth in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 59.63 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for USCF ETF Trust is roughly 59.63
Risk Adjusted Performance |
Compare USCF ETF to Peers |
Thematic Opportunities
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USCF ETF Technical Signals
All USCF ETF Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0613 | |||
Market Risk Adjusted Performance | (0.66) | |||
Mean Deviation | 0.6171 | |||
Semi Deviation | 0.6746 | |||
Downside Deviation | 0.7774 | |||
Coefficient Of Variation | 1388.17 | |||
Standard Deviation | 0.8152 | |||
Variance | 0.6646 | |||
Information Ratio | 0.1258 | |||
Jensen Alpha | 0.0448 | |||
Total Risk Alpha | 0.0998 | |||
Sortino Ratio | 0.1319 | |||
Treynor Ratio | (0.67) | |||
Maximum Drawdown | 3.66 | |||
Value At Risk | (1.23) | |||
Potential Upside | 1.14 | |||
Downside Variance | 0.6044 | |||
Semi Variance | 0.4551 | |||
Expected Short fall | (0.69) | |||
Skewness | 0.4058 | |||
Kurtosis | 1.49 |