United States Natural Gas Fund, LP (UNG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
United States Natural Gas Fund, LP (UNG): 1Y return -11.4%, Sharpe ratio 0.09, volatility 57.3%, max drawdown -43.0%. A ETF in the Commodity asset class. Compare UNG with other assets and invest through your own broker with pfolio.
United States Natural Gas Fund, LP (UNG) Overview
- Type: ETF
- Asset Class: Commodity
- Region: Americas
- Country: US (Developed)
- Currency: USD
UNG Performance
- MTD
- Return: 5.3%, Sharpe: 5.19, Volatility: 32.3%, Max Drawdown: -2.0%
- YTD
- Return: -10.9%, Sharpe: 0.04, Volatility: 57.6%, Max Drawdown: -43.0%
- 1Y
- Return: -11.4%, Sharpe: 0.09, Volatility: 57.3%, Max Drawdown: -43.0%
- 5Y
- Return: -85.5%, Sharpe: -0.29, Volatility: 62.1%, Max Drawdown: -92.9%
- 10Y
- Return: -92.6%, Sharpe: -0.20, Volatility: 53.7%, Max Drawdown: -93.9%
Frequently Asked Questions
- What is United States Natural Gas Fund, LP (UNG)?
- United States Natural Gas Fund, LP (UNG) is a ETF in the Commodity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does UNG compare to other assets?
- You can compare UNG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in UNG through pfolio?
- pfolio helps you build diversified portfolios that may include UNG. You invest through your own broker — pfolio provides the analytics.