United States Semi Deviation

United States Oil -- USA Etf  

USD 10.49  0.03  0.29%

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United States Oil has current Semi Deviation of 1.13. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
United States 
Semi Deviation 
=  
SQRT(SV) 
 = 
1.13
SQRT =   Square root notation
SV =   United States semi variance of returns over selected period

Semi Deviation Comparison

United States Oil is rated third in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  5.08  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for United States Oil is roughly  5.08 
Semideviation is the square root of semi variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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The fund will invest in futures contracts forlight, sweet crude oil, other types of crude oil, dieselheating oil, gasoline, natural gas, and other petroleumbased fuels th... more
NameUnited States Oil
Macroaxis Advice
InstrumentUSA Etf ETF Directory
ExchangeArchipelago Exchange
CUSIPNone
CurrencyUSD - US Dollar
IssuerUS Commodity Funds
DescriptionUnited States Oil Fund LP
Inception Date2006-04-10
BenchmarkWTI Light Sweet Crude Oil USD
Entity TypePartnership
Asset Under Management2.27 Billion
Average Trading Valume16.05 Million
Asset TypeCommodities
CategoryEnergy
FocusCrude Oil
Market ConcentrationBlended Development
RegionGlobal
AdministratorBrown Brothers Harriman & Co.
CustodianBrown Brothers Harriman & Co.
Portfolio ManagerRay W. Allen
Transfer AgentBrown Brothers Harriman & Co.
Fiscal Year EndDecember 31
ExchangeNYSE Arca, Inc.
Number of Constituents33.0
Market MakerVirtu Financial
Total Expense0.445
Management Fee0.45