NYSEArca - Nasdaq Real Time Price USD

United States Commodity Index Fund, LP (USCI)

62.25 +0.11 (+0.17%)
As of 10:46 AM EDT. Market Open.

ETF Summary

The fund seeks to achieve its investment objective by investing to the fullest extent possible in the Benchmark Component Futures Contracts. The SDCI is designed to reflect the performance of a diversified group of commodities.

Risk Overview

Performance & Risk

YTD Return 10.42%
5y Average Return 11.41%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.95
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
USCICategory AverageUSCICategory AverageUSCICategory Average
Alpha 10.6 1.74 3.7 1.21 1.24 0.86
BETA 0.95 0.93 1.03 0.98 0.93 1.04
Mean Annual Return 1.28 0.54 1.06 0.82 0.19 0.16
R-squared 84.18 87.02 87.08 86.3 79.96 87.58
Standard Deviation 15.77 15.27 17.75 16.92 14.65 15.71
Sharpe Ratio 0.72 0.17 0.58 0.44 0.04 0.01
Treynor Ratio 11.82 1.74 8.96 6.6 -0.54 -0.98

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