United States Semi Deviation

United States Oil -- USA Etf  

USD 12.56  0.01  0.0797%

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United States Oil has current Semi Deviation of 1.19. 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 =   Square root notation
SV =   United States semi variance of returns over selected period

Semi Deviation Comparison

United States Oil is rated second in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  3.92  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for United States Oil is roughly  3.92 
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.
Compare United States to competition
The investment seeks the daily changes in percentage terms of its shares per share net asset value to reflect the daily changes in percentage terms of the spot price of light, sweet crude oil delivered to Cushing, Oklahoma, as measured by the daily changes in the price of a specified short-term futures contract on light, sweet crude oil called the Benchmark Oil Futures Contract, less USOs expenses. United States is traded on Archipelago Exchange in USA. more
NameUnited States Oil
CEONicholas GerberView All
Macroaxis Advice
InstrumentUSA Etf View All
Investment IssuerUS Commodity Funds
ExchangeArchipelago Exchange
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 Management1.96 Billion
Average Trading Valume19.79 Million
Asset TypeCommodities
FocusCrude Oil
Market ConcentrationBlended Development
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 Constituents32.0
Market MakerVirtu Financial
Total Expense(0.207)
Management Fee0.45