United States Natural Gas Fund chart

Last update: 2022-12-30
Key statistics and financials
Three year average return -18.91%
YTD return 4.97%
Beta 3Y 1.18
Total Assets 371.53M
Annual report expense ratio 1.35%

Company description

The fund invests primarily in futures contracts for natural gas that are traded on the NYMEX, ICE Futures Europe and ICE Futures U.S. (together, “ICE Futures”) or other U.S. and foreign exchanges. The Benchmark Futures Contract is the futures contract on natural gas as 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.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to United States Natural Gas Fund:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to United States Natural Gas Fund. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on United States Natural Gas Fund

Here is the result of two systematic investment strategies applied to United States Natural Gas Fund. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on United States Natural Gas Fund

The following chart shows the equity curve of the two systematic investment strategies applied to United States Natural Gas Fund:

United States Natural Gas Fund automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 63.53% on the backtest period.

Performance at glance

Performance

63.53 %

Latent gain

475.76 $

Invested capital

748.84 $

Annualized return

44.12 %
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Momentum strategy results on United States Natural Gas Fund

This is the result of two momentum investment strategies applied to United States Natural Gas Fund. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on United States Natural Gas Fund

The following chart shows all the entries opened by the momentum investment system on United States Natural Gas Fund:

United States Natural Gas Fund momentum entries
  • The first momentum investment strategy would give 75.5% of return on United States Natural Gas Fund. That represents 948.3$ of latent gain with 1255.98$ of employed capital.
  • The second momentum investment strategy would give 89.11% of return on United States Natural Gas Fund. That represents 896.63$ of latent gain with 1006.21$ of employed capital.
Performance at glance (1Q Momentum)

Performance

75.5 %

Latent gain

948.3 $

Invested capital

1255.98 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

89.11 %

Latent gain

896.63 $

Invested capital

1006.21 $

Annualized return

92.82 %

Momentum equity curve on United States Natural Gas Fund

The following chart shows the equity curve of the two momentum strategies applied to United States Natural Gas Fund:

United States Natural Gas Fund momentum equity

Note: the dividends potentially given by United States Natural Gas Fund are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on United States Natural Gas Fund

The following chart shows the employed capital evolution of the two momentum strategies on United States Natural Gas Fund since the beginning:

United States Natural Gas Fund

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on United States Natural Gas Fund

Buy the dip entry openings on United States Natural Gas Fund

United States Natural Gas Fund

The performance achieved by the robo-advisor on United States Natural Gas Fund is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows United States Natural Gas Fund stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of United States Natural Gas Fund, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to United States Natural Gas Fund

The following chart shows the result of the investment strategy applied to United States Natural Gas Fund:

United States Natural Gas Fund

Note: the dividends potentially given by United States Natural Gas Fund are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on United States Natural Gas Fund

The following chart shows the employed capital evolution since the beginning of the investment strategy on United States Natural Gas Fund:

United States Natural Gas Fund

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on United States Natural Gas Fund

In this section, I will compare the three previous investment strategies applied to United States Natural Gas Fund.

Equity curve comparison on United States Natural Gas Fund

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

United States Natural Gas Fund investment strategy comparison

Employed capital comparison on United States Natural Gas Fund

United States Natural Gas Fund investment comparison

Performance comparison on United States Natural Gas Fund

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 63.53% 475.76$ 748.84$ 44.12%
Momentum 1 quarter 75.5% 948.3$ 1255.98$ 62.92%
Momentum 2 quarters 89.11% 896.63$ 1006.21$ 92.82%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

44.12 %

Momentum 1Q

92.82 %

Momentum 2Q

92.82 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with United States Natural Gas Fund:

Positive correlations

Most correlated stocks this year

  • United States Natural Gas Fund

  • Most correlated stocks last 3 months

  • United States Natural Gas Fund

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • LUEN WONG GP
  • MONGOL MINING
  • Biosig Technologies Inc

  • Note: The algorithm computes the probability of correlation between United States Natural Gas Fund and the other stocks. There may be false positives or some missing correlated stocks. If the price of United States Natural Gas Fund does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name United States Natural Gas Fund
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker UNG
    Market

    United States Natural Gas Fund ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown