proxy_scorecard
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-26, from what-is-commodity-trading.
| ticker | return_12m_pct | realized_vol_pct | sessions |
|---|---|---|---|
| USO | 108.4 | 49.2 | 254 |
| DBC | 49.1 | 20.6 | 254 |
| SLV | 43.9 | 62.5 | 254 |
| CPER | 42 | 29 | 254 |
| GLD | 13.5 | 29.3 | 254 |
| CORN | 11.8 | 16.6 | 254 |
| DBA | 6.3 | 11.5 | 254 |
| UNG | -4.9 | 58.5 | 254 |
- Rows × columns
- 8 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 8 distinct values (CORN, CPER, DBA…) | |
return_12m_pct |
number | -4.9 to 108.4 | percent |
realized_vol_pct |
number | 11.5 to 62.5 | percent |
sessions |
number | every row is 254 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
ticker,
round((last_close / first_close - 1) * 100, 1) AS return_12m_pct,
round(daily_vol * sqrt(252) * 100, 1) AS realized_vol_pct,
sessions
FROM
(
SELECT
ticker,
argMin(c, date) AS first_close,
argMax(c, date) AS last_close,
stddevSampIf(ret, prev > 0) AS daily_vol,
count() AS sessions
FROM
(
SELECT
ticker,
date,
c,
prev,
if(prev > 0, c / prev - 1, 0) AS ret
FROM
(
SELECT
ticker,
date,
toFloat64(close) AS c,
lagInFrame(toFloat64(close), 1, toFloat64(0)) OVER (PARTITION BY ticker ORDER BY date) AS prev
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('USO', 'UNG', 'GLD', 'SLV', 'CPER', 'DBA', 'DBC', 'CORN')
AND date >= today() - 370
AND date < today() - 1
)
)
GROUP BY ticker
HAVING sessions >= 200
)
ORDER BY return_12m_pct DESC
Use dis data for your AI assistant
E go open ready to query, with dis page data. Free, no account.