USCF ENERGY COMMODITY STRATEGY ABSOLUTE RETURN FUND
Symbol: USE
Exchange: NYSE
Sector: N/A
Category: Commodities Focused
Inception date: 03/05/2023
Latest date: 16/07/2026
Current price: $29.92
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
6.14%
Ann. 1983.75% (Sharpe / Sortino numerator)
Volatility
51.16%
Sharpe ratio
38.708
VaR 95%
-3.15%
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
-2.54%
Ann. 259.73% (Sharpe / Sortino numerator)
Volatility
39.52%
Sharpe ratio
6.480
VaR 95%
-3.15%
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
27.66%
Ann. 37.70% (Sharpe / Sortino numerator)
Volatility
31.47%
Sharpe ratio
1.082
VaR 95%
-3.11%
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
12.26%
Ann. 12.11% (Sharpe / Sortino numerator)
Volatility
30.31%
Sharpe ratio
0.280
VaR 95%
-2.97%
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
5.54%
Ann. 8.92% (Sharpe / Sortino numerator)
Volatility
27.22%
Sharpe ratio
0.194
VaR 95%
-2.77%
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
35.63%
Ann. 20.81% (Sharpe / Sortino numerator)
Volatility
26.81%
Sharpe ratio
0.641
VaR 95%
-2.73%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.068%
Best day
8.816%
Worst day
-6.016%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $29.92 | $29.92 | $29.92 | $29.92 | 100 |
| 15/07/2026 | $30.03 | $30.41 | $29.89 | $30.41 | 600 |
| 14/07/2026 | $29.90 | $30.02 | $29.65 | $30.01 | 1,100 |
| 13/07/2026 | $29.40 | $29.40 | $29.40 | $29.40 | 100 |
| 10/07/2026 | $26.95 | $27.02 | $26.95 | $27.02 | 100 |
| 09/07/2026 | $26.99 | $26.99 | $26.99 | $26.99 | 100 |
| 08/07/2026 | $27.89 | $27.89 | $27.47 | $27.47 | 200 |
| 07/07/2026 | $26.23 | $26.79 | $26.23 | $26.79 | 200 |
| 06/07/2026 | $25.71 | $25.71 | $25.71 | $25.71 | 100 |
| 02/07/2026 | $25.71 | $25.71 | $25.71 | $25.71 | 100 |