Snapshot*
Top 10 Holdings
What is UNG?
The investment objective of UNG is for the changes in percentage terms of the units net asset value to reflect the changes in percentage terms of the price of natural gas delivered at the Henry Hub Louisiana as measured by the changes in the price of the futures contract on natural gas traded on the New York Mercantile Exchange that is the near month contract to expire except when the near month contract is within two weeks of expiration in which case it will be measured by the futures contract that is the next month contract to expire less UNGs expenses.
UNGPerformance Measures**
for the time period Apr 18, 2007 to Aug 5, 2026
1M Trailing Return: -16.8%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: -8.5%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -99.9%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 49.2%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: -0.44
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: -0.29
The annualized return divided by the max drawdown for the selected time period.
ETFs related toUNG
ETFs correlated to UNG include BOIL, DJP, BCI
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toUNG
FTL's 🌟 Starburst GEN-II v1.c w/ BWC Ultimate FR [Removed BB] Added Walter's Champagne and Cocaine Strats and NOVA | (multiple TQQQ, one crypto) KMLM Switcher MonkeyBusiness WM74 + Wash
Category
Tactical multi-strategy, leveraged/inverse ETFs, volatility hedging (VIX), managed futures, sector mean reversion, commodities
OOS Cumulative Return
261.36%
FTL Starburst | Interstellar Mods
Category
Aggressive multi-strategy, tech/QQQ trend + mean reversion, leveraged/inverse ETFs, managed futures, volatility hedges, commodities
OOS Cumulative Return
210.69%
Create your own algorithmic trading strategy with UNG using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.