PortfoliosLab logo

Crude Oil WTI (CL=F)

Futures · Currency in USD

CL=FPrice Chart


Chart placeholderClick Calculate to get results

CL=FPerformance

The chart shows the growth of $10,000 invested in Crude Oil WTI on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,445 for a total return of roughly 4.45%. All prices are adjusted for splits and dividends.


CL=F (Crude Oil WTI)
Benchmark (S&P 500)

CL=FReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD13.20%-7.73%
1M19.71%-5.40%
6M18.40%0.70%
1Y59.92%14.18%
5Y10.18%14.12%
10Y-1.56%12.79%

CL=FMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

CL=FSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Crude Oil WTI Sharpe ratio is 1.76. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


CL=F (Crude Oil WTI)
Benchmark (S&P 500)

CL=FDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CL=F (Crude Oil WTI)
Benchmark (S&P 500)

CL=FWorst Drawdowns

The table below shows the maximum drawdowns of the Crude Oil WTI. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Crude Oil WTI is 133.03%, recorded on Apr 20, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-133.03%May 2, 20112258Apr 20, 2020
-21.68%Apr 7, 201032May 20, 2010118Nov 5, 2010150
-14.41%Jan 7, 201021Feb 5, 201037Mar 31, 201058
-8.54%Feb 1, 201111Feb 15, 20114Feb 22, 201115
-8.39%Nov 12, 20104Nov 17, 201010Dec 2, 201014
-7.83%Mar 8, 20116Mar 15, 20116Mar 23, 201112
-6.77%Jan 13, 201110Jan 27, 20112Jan 31, 201112
-5.8%Apr 11, 20112Apr 12, 201111Apr 28, 201113
-3.84%Jan 4, 20114Jan 7, 20113Jan 12, 20117
-1.88%Dec 7, 20108Dec 16, 20103Dec 21, 201011

CL=FVolatility Chart

Current Crude Oil WTI volatility is 29.12%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CL=F (Crude Oil WTI)
Benchmark (S&P 500)

Portfolios with Crude Oil WTI


Loading data...

More Tools for Crude Oil WTI