Last Update: 31 Dec 2020

Category: Commodities
ETF: United States Natural Gas Fund (UNG)

In the last 10 years, the United States Natural Gas Fund (UNG) ETF obtained a -26.19% compound annual return, with a 37.89% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Natural Gas

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

Capital Growth:
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Period Returns
Dec 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-13.21%
-13.21%
Dec 2020 - Dec 2020
0 - 1
3M
-19.37%
-27.79%
Nov 2020 - Dec 2020
1 - 2
6M
-10.33%
-34.94%
Sep 2020 - Dec 2020
3 - 3
YTD
-45.43%
53.97%
-45.44%
Jan 2020 - Dec 2020
4 - 8
1Y
-45.43%
53.97%
-45.44%
Jan 2020 - Dec 2020
4 - 8
3Y
-26.66%
annualized
46.27%
-75.36%
Dec 2018 - Dec 2020
16 - 20
5Y
-23.31%
annualized
42.63%
-75.39%
Jan 2017 - Dec 2020
25 - 35
10Y
-26.19%
annualized
37.89%
-95.23%
May 2011 - Dec 2020
49 - 71
MAX
01 Jan 2008
-31.09%
annualized
38.50%
-99.54%
Jul 2008 - Dec 2020
62 - 94

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

United States Natural Gas Fund (UNG) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
-27.19% +54.21%
Dec 2017 - Nov 2018
-77.97%
Jul 2008 - Jun 2009
81.38%
2 Years
-27.22% +27.20%
May 2012 - Apr 2014
-64.91%
Jul 2008 - Jun 2010
92.48%
3 Years
-27.03% +2.28%
Dec 2015 - Nov 2018
-55.60%
Jul 2008 - Jun 2011
98.35%
5 Years
-26.70% -13.40%
Dec 2013 - Nov 2018
-48.12%
Jul 2008 - Jun 2013
100.00%
7 Years
-26.50% -13.28%
Apr 2012 - Mar 2019
-40.34%
Jul 2008 - Jun 2015
100.00%
10 Years
-28.03% -23.43%
Sep 2010 - Aug 2020
-35.85%
Jul 2008 - Jun 2018
100.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

United States Natural Gas Fund (UNG) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average -4.1 -5.0 -1.6 1.9 -1.3 1.6 -4.6 -1.1 -2.5 -3.5 -1.7 -7.2
Best 16.9
2014
16.0
2008
14.1
2013
8.7
2014
11.2
2009
25.4
2016
14.3
2012
37.8
2020
13.4
2012
11.7
2020
39.8
2018
10.8
2016
Worst -21.8
2009
-29.1
2016
-22.6
2012
-13.6
2009
-15.6
2020
-11.1
2013
-32.4
2008
-22.8
2010
-19.3
2020
-15.5
2015
-16.8
2020
-33.8
2018
Gain
Frequency
38 31 46 77 38 38 23 46 31 38 38 31

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-45.43% -14.8 -8.8 -4.2 6.9 -15.6 -9.4 0.0 37.8 -19.3 11.7 -16.8 -13.2
2019
-31.77% 2.3 -2.2 -5.1 -4.9 -5.7 -5.5 -2.3 1.7 0.8 4.4 -14.3 -5.5
2018
+5.96% 7.6 -11.2 1.3 0.0 5.9 -0.8 -3.8 5.0 3.7 7.5 39.8 -33.8
2017
-37.58% -15.9 -14.9 13.2 0.0 -8.6 -2.0 -6.8 6.2 -2.1 -9.0 1.2 -3.6
2016
+7.73% -2.1 -29.1 10.6 4.1 -0.6 25.4 -1.0 -1.2 -1.1 -3.4 4.3 10.8
2015
-41.30% -7.5 0.5 -3.6 1.7 -4.4 5.4 -3.8 -2.6 -8.6 -15.5 -11.1 -0.6
2014
-28.61% 16.9 5.5 -4.3 8.7 -5.1 -2.4 -14.2 5.5 -0.7 -8.3 4.8 -30.5
2013
+9.47% -0.7 2.2 14.1 7.3 -9.2 -11.1 -3.9 4.1 -3.5 -2.8 7.8 8.0
2012
-26.86% -18.7 -2.1 -22.6 3.1 2.3 14.9 14.3 -14.6 13.4 1.9 -6.2 -7.3
2011
-46.08% 0.0 -10.0 6.7 4.9 -2.2 -6.5 -4.7 -2.7 -11.8 0.0 -12.7 -17.9
2010
-40.58% -7.6 -6.6 -20.6 -0.7 8.3 4.3 6.6 -22.8 -3.3 -5.7 -0.7 3.6
2009
-56.50% -21.8 -4.5 -12.2 -13.6 11.2 -5.0 -7.2 -16.7 9.5 -12.5 -10.9 10.2
2008
-36.08% 8.4 16.0 6.4 7.8 6.5 13.2 -32.4 -13.7 -9.4 -13.3 -6.8 -14.0
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