USCF ENERGY COMMODITY STRATEGY ABSOLUTE RETURN FUND
Symbol: USE
Exchange: NYSE
Sector: N/A
Category: Commodities Focused
Inception date: 03/05/2023
Latest date: 15/10/2026
Current price: $37.76
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
0.09%
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
24.17%
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
25.08%
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
41.39%
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
41.85%
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
50.70%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.163%
Best day
8.816%
Worst day
-6.07%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $37.44 | $37.76 | $37.44 | $37.76 | 600 |
| 14/10/2026 | $37.50 | $37.62 | $37.42 | $37.46 | 1,200 |
| 13/10/2026 | $37.10 | $37.41 | $37.10 | $37.41 | 1,200 |
| 12/10/2026 | $37.24 | $37.24 | $37.08 | $37.08 | 2,100 |
| 09/10/2026 | $36.48 | $36.48 | $36.48 | $36.48 | 100 |
| 08/10/2026 | $36.47 | $36.47 | $36.47 | $36.47 | 1,500 |
| 07/10/2026 | $35.91 | $35.99 | $35.73 | $35.75 | 9,800 |
| 06/10/2026 | $35.29 | $35.87 | $35.29 | $35.87 | 800 |
| 05/10/2026 | $35.66 | $35.72 | $35.39 | $35.53 | 132,600 |
| 02/10/2026 | $36.07 | $36.07 | $36.07 | $36.07 | 100 |