United States Natural Gas Fund (UNG): Rolling Returns

Data Source: from May 1990 to March 2024 (~34 years)
Consolidated Returns as of 31 March 2024

Holding the United States Natural Gas Fund (UNG) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~34 years), the longest period with a negative return lasted 407 months (from May 1990 to March 2024). This negative series is not closed yet.

To obtain comprehensive information, please consult the United States Natural Gas Fund (UNG) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

UNITED STATES NATURAL GAS FUND (UNG) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been -28.03% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

UNITED STATES NATURAL GAS FUND (UNG) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 May 1990 - 31 March 2024 (~34 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -7.42% +325.00%
Jan 2000 - Dec 2000 		-77.97%
Jul 2008 - Jun 2009 		55.30%
219 out of 396
US Inflation Adjusted -11.27% +310.88%
Jan 2000 - Dec 2000 		-78.66%
Jun 2022 - May 2023 		57.83%
229 out of 396
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -7.85% +124.18%
Jan 1999 - Dec 2000 		-64.92%
Jul 2008 - Jun 2010 		58.59%
225 out of 384
US Inflation Adjusted -10.23% +117.53%
Jan 1999 - Dec 2000 		-64.90%
Jul 2008 - Jun 2010 		62.24%
239 out of 384
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -6.22% +62.83%
Jan 1998 - Dec 2000 		-55.60%
Jul 2008 - Jun 2011 		57.80%
215 out of 372
US Inflation Adjusted -8.84% +58.75%
Jan 1998 - Dec 2000 		-56.09%
Jul 2008 - Jun 2011 		62.63%
233 out of 372
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -6.41% +57.82%
Oct 2001 - Sep 2005 		-55.93%
Jun 2008 - May 2012 		57.50%
207 out of 360
US Inflation Adjusted -9.11% +53.54%
Oct 2001 - Sep 2005 		-56.59%
Jun 2008 - May 2012 		60.83%
219 out of 360
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -7.97% +30.14%
Jan 1996 - Dec 2000 		-48.11%
Jul 2008 - Jun 2013 		56.61%
197 out of 348
US Inflation Adjusted -10.34% +26.89%
Jan 1996 - Dec 2000 		-48.80%
Jul 2008 - Jun 2013 		60.34%
210 out of 348
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -10.86% +34.03%
Jan 1995 - Dec 2000 		-39.54%
Jul 2008 - Jun 2014 		58.04%
195 out of 336
US Inflation Adjusted -13.11% +30.70%
Jan 1995 - Dec 2000 		-40.41%
Jul 2008 - Jun 2014 		62.20%
209 out of 336
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -13.16% +30.79%
Sep 1998 - Aug 2005 		-40.33%
Jul 2008 - Jun 2015 		56.48%
183 out of 324
US Inflation Adjusted -15.58% +27.43%
Sep 1998 - Aug 2005 		-41.09%
Jul 2008 - Jun 2015 		58.95%
191 out of 324
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -15.32% +24.56%
Jan 1993 - Dec 2000 		-40.61%
Jun 2008 - May 2016 		60.58%
189 out of 312
US Inflation Adjusted -17.27% +21.41%
Jan 1993 - Dec 2000 		-41.40%
Jun 2008 - May 2016 		62.82%
196 out of 312
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -12.96% +24.68%
Jan 1992 - Dec 2000 		-38.04%
Jul 2008 - Jun 2017 		60.67%
182 out of 300
US Inflation Adjusted -15.07% +21.48%
Jan 1992 - Dec 2000 		-38.83%
Jul 2008 - Jun 2017 		62.00%
186 out of 300
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -13.10% +23.04%
Oct 1995 - Sep 2005 		-35.87%
Jul 2008 - Jun 2018 		61.11%
176 out of 288
US Inflation Adjusted -15.26% +19.87%
Oct 1995 - Sep 2005 		-36.79%
Jul 2008 - Jun 2018 		62.50%
180 out of 288
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -14.86% +21.35%
Oct 1994 - Sep 2005 		-34.28%
Jul 2008 - Jun 2019 		62.32%
172 out of 276
US Inflation Adjusted -16.92% +18.23%
Oct 1994 - Sep 2005 		-35.23%
Jul 2008 - Jun 2019 		65.94%
182 out of 276
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -14.39% +16.23%
Oct 1993 - Sep 2005 		-35.60%
Jul 2008 - Jun 2020 		66.67%
176 out of 264
US Inflation Adjusted -16.53% +13.21%
Oct 1993 - Sep 2005 		-36.49%
Jul 2008 - Jun 2020 		67.80%
179 out of 264
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -12.93% +17.89%
Jul 1995 - Jun 2008 		-32.61%
Jun 2008 - May 2021 		69.44%
175 out of 252
US Inflation Adjusted -14.82% +14.71%
Jul 1995 - Jun 2008 		-33.75%
Jun 2008 - May 2021 		71.83%
181 out of 252
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -12.47% +16.38%
Jan 1992 - Dec 2005 		-29.34%
Dec 2006 - Nov 2020 		72.08%
173 out of 240
US Inflation Adjusted -14.51% +13.42%
Jan 1992 - Dec 2005 		-30.62%
Dec 2006 - Nov 2020 		73.33%
176 out of 240
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -10.91% +14.53%
Sep 1990 - Aug 2005 		-31.43%
Jun 2008 - May 2023 		73.25%
167 out of 228
US Inflation Adjusted -12.96% +11.52%
Sep 1990 - Aug 2005 		-32.98%
Jun 2008 - May 2023 		78.07%
178 out of 228
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -11.37% +14.36%
Jul 1992 - Jun 2008 		-31.51%
Apr 2008 - Mar 2024 		80.56%
174 out of 216
US Inflation Adjusted -13.32% +11.26%
Jul 1992 - Jun 2008 		-33.11%
Apr 2008 - Mar 2024 		83.33%
180 out of 216
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -11.59% +15.00%
Jul 1991 - Jun 2008 		-28.89%
Apr 2007 - Mar 2024 		84.80%
173 out of 204
US Inflation Adjusted -13.51% +11.87%
Jul 1991 - Jun 2008 		-30.62%
Apr 2007 - Mar 2024 		86.76%
177 out of 204
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -12.15% +12.67%
Jul 1990 - Jun 2008 		-27.82%
Dec 2005 - Nov 2023 		87.50%
168 out of 192
US Inflation Adjusted -14.00% +9.49%
Jul 1990 - Jun 2008 		-29.57%
Dec 2005 - Nov 2023 		91.15%
175 out of 192
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -12.01% +3.42%
Jun 1990 - May 2009 		-26.25%
Apr 2005 - Mar 2024 		91.67%
165 out of 180
US Inflation Adjusted -13.90% +0.73%
Jun 1990 - May 2009 		-28.09%
Apr 2005 - Mar 2024 		97.78%
176 out of 180
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -11.84% +0.95%
Aug 1990 - Jul 2010 		-24.16%
Apr 2004 - Mar 2024 		98.81%
166 out of 168
US Inflation Adjusted -13.70% -1.60%
Aug 1990 - Jul 2010 		-26.08%
Apr 2004 - Mar 2024 		100.00%
168 out of 168
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the United States Natural Gas Fund (UNG) ETF: Historical Returns page.