United States Natural Gas Fund ( UNG) -5.7% September was a month of upward action for most regions of the market. For natural gas, however, weakness prevailed. Although it managed to find some strength heading through the first few days, UNG was on a path by the middle of them month that would lead it to test new all-time lows. As we head into the cooler autumn months and prepare for winter, natural gas may once again fall into favor. However, investors looking to invest in this fuel source would be better using a product such as First Trust ISE-Revere Natural Gas Fund ( FCG) . ProShares UltraShort 20+ Year Treasury Bond Fund ( TBT) -2.9% As stocks faltered heading into the close of the month, investors once again returned to the safety of long term U.S. treasuries. While this aided investors holding iShares Barclays 20+ Year Treasury Bond Fund ( TLT), investors holding onto inverse long term treasury funds such as TBT were left with losses. Market volatility continues to lead investors into the safety of the bond market. While TLT is effective for conservative investors, risk-seekers looking for more return may want to check out the iShares iBoxx $High Yield Corporate Bond Fund ( HYG). -- Written by Don Dion in Williamstown, Mass.