United States Natural Gas Fund, LP (UNG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
United States Natural Gas Fund, LP (UNG): 1Y return -25.4%, Sharpe ratio -0.17, volatility 59.8%, max drawdown -43.9%. 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: 12.5%, Sharpe: 3.46, Volatility: 43.8%, Max Drawdown: -8.3%
- YTD
- Return: -2.7%, Sharpe: 0.28, Volatility: 72.4%, Max Drawdown: -39.9%
- 1Y
- Return: -25.4%, Sharpe: -0.17, Volatility: 59.8%, Max Drawdown: -43.9%
- 5Y
- Return: -71.6%, Sharpe: -0.07, Volatility: 62.9%, Max Drawdown: -92.5%
- 10Y
- Return: -88.6%, Sharpe: -0.12, Volatility: 53.8%, Max Drawdown: -93.5%
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.