Summary
USE
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 15.47% Volatility 30.31% Sharpe 0.28
Official loaded data — not a live quote.

USCF ENERGY COMMODITY STRATEGY ABSOLUTE RETURN FUND

Symbol: USE

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 03/05/2023

Latest date: 31/08/2026

Current price: $33.38

Expense ratio: 0.79%

Assets under management
$6.5M
-0.07% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

6.99%

Ann. 1983.75% (Sharpe / Sortino numerator)

Volatility

51.16%

Sharpe ratio

38.708

VaR 95%

-3.15%

CVaR 95%: -4.68%
Max drawdown: -6.09%
Sortino ratio: 75.476
Calmar ratio: 325.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.67%

Ann. 259.73% (Sharpe / Sortino numerator)

Volatility

39.52%

Sharpe ratio

6.480

VaR 95%

-3.15%

CVaR 95%: -4.34%
Max drawdown: -9.12%
Sortino ratio: 11.103
Calmar ratio: 28.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

39.13%

Ann. 37.70% (Sharpe / Sortino numerator)

Volatility

31.47%

Sharpe ratio

1.082

VaR 95%

-3.11%

CVaR 95%: -3.93%
Max drawdown: -21.30%
Sortino ratio: 1.777
Calmar ratio: 1.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.47%

Ann. 12.11% (Sharpe / Sortino numerator)

Volatility

30.31%

Sharpe ratio

0.280

VaR 95%

-2.97%

CVaR 95%: -4.03%
Max drawdown: -26.24%
Sortino ratio: 0.437
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.69%

Ann. 8.92% (Sharpe / Sortino numerator)

Volatility

27.22%

Sharpe ratio

0.194

VaR 95%

-2.77%

CVaR 95%: -3.70%
Max drawdown: -26.24%
Sortino ratio: 0.304
Calmar ratio: 0.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.23%

Ann. 20.81% (Sharpe / Sortino numerator)

Volatility

26.81%

Sharpe ratio

0.641

VaR 95%

-2.73%

CVaR 95%: -3.72%
Max drawdown: -26.24%
Sortino ratio: 0.981
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.082%

Best day

8.816%

13/07/2026
Worst day

-6.07%

27/07/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $33.40 $33.40 $33.34 $33.38 300
28/08/2026 $32.78 $32.78 $32.78 $32.78 100
27/08/2026 $32.78 $32.78 $32.78 $32.78 200
26/08/2026 $32.31 $32.31 $32.31 $32.31 100
25/08/2026 $32.21 $32.21 $32.21 $32.21 200
24/08/2026 $33.05 $33.23 $33.05 $33.18 900
21/08/2026 $33.69 $33.72 $33.69 $33.72 300
20/08/2026 $33.68 $33.68 $33.67 $33.67 500
19/08/2026 $33.05 $33.05 $33.05 $33.05 1,900
18/08/2026 $33.14 $33.14 $33.10 $33.10 300