Last Update: 31 Dec 2020

Category: Commodities
ETF: United States Brent Oil Fund (BNO)

In the last 10 years, the United States Brent Oil Fund (BNO) ETF obtained a -8.47% compound annual return, with a 35.45% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Brent Oil

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
+8.05%
0.00%
1 - 0
3M
+20.94%
-10.99%
Oct 2020 - Oct 2020
2 - 1
6M
+19.37%
-18.77%
Sep 2020 - Oct 2020
4 - 2
YTD
-38.23%
75.01%
-66.34%
Jan 2020 - Apr 2020
6 - 6
1Y
-38.23%
75.01%
-66.34%
Jan 2020 - Apr 2020
6 - 6
3Y
-10.72%
annualized
49.17%
-69.89%
Oct 2018 - Apr 2020
23 - 13
5Y
+1.02%
annualized
40.93%
-69.89%
Oct 2018 - Apr 2020
38 - 22
10Y
-8.47%
annualized
35.45%
-84.52%
Jul 2014 - Apr 2020
67 - 53
MAX
01 Jan 2011
-8.47%
annualized
35.45%
-84.52%
Jul 2014 - Apr 2020
67 - 53

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

United States Brent Oil Fund (BNO) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
-7.21% +70.62%
Jul 2017 - Jun 2018
-66.00%
May 2019 - Apr 2020
54.13%
2 Years
-8.37% +28.90%
Feb 2016 - Jan 2018
-48.80%
Mar 2014 - Feb 2016
55.67%
3 Years
-10.37% +18.23%
Mar 2016 - Feb 2019
-35.91%
Feb 2013 - Jan 2016
64.71%
5 Years
-14.62% +1.02%
Jan 2016 - Dec 2020
-21.99%
May 2015 - Apr 2020
98.36%
7 Years
-11.88% -5.17%
Oct 2011 - Sep 2018
-21.59%
May 2013 - Apr 2020
100.00%
10 Years
-8.47% -8.47%
Jan 2011 - Dec 2020
-8.47%
Jan 2011 - Dec 2020
100.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

United States Brent Oil Fund (BNO) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average -0.7 3.1 -4.7 3.6 0.7 0.7 -1.4 2.3 -2.1 -1.6 -0.7 -1.0
Best 12.8
2019
16.5
2015
7.8
2018
18.5
2015
39.3
2020
10.3
2020
7.3
2017
11.5
2012
7.9
2017
10.9
2011
25.7
2020
10.0
2019
Worst -12.8
2020
-11.1
2020
-51.2
2020
-11.0
2020
-14.6
2012
-4.2
2015
-19.0
2015
-7.9
2019
-11.6
2011
-11.0
2020
-21.1
2018
-18.8
2014
Gain
Frequency
50 70 50 60 40 50 60 70 40 50 70 60

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-38.23% -12.8 -11.1 -51.2 -11.0 39.3 10.3 4.9 3.1 -8.7 -11.0 25.7 8.1
2019
+36.01% 12.8 8.7 2.3 7.4 -13.2 5.9 0.9 -7.9 3.0 0.8 3.6 10.0
2018
-15.30% 4.1 -5.8 7.8 8.4 4.2 2.5 -6.1 4.2 7.5 -9.1 -21.1 -8.3
2017
+15.43% -2.8 0.9 -5.6 -4.3 -2.6 -4.0 7.3 0.7 7.9 7.9 3.2 7.2
2016
+28.10% -7.4 0.3 7.8 18.3 3.7 -1.1 -13.8 7.5 5.2 -4.3 4.1 8.6
2015
-46.08% -11.8 16.5 -12.2 18.5 -3.1 -4.2 -19.0 1.8 -10.6 0.4 -11.3 -17.4
2014
-49.03% -5.3 2.9 -0.8 0.5 1.6 3.3 -5.9 -3.2 -8.6 -9.9 -17.9 -18.8
2013
+8.54% 5.0 -3.1 -0.4 -7.4 -1.2 2.1 6.1 6.8 -3.5 1.0 1.5 2.3
2012
+9.95% 3.6 11.1 0.6 -2.4 -14.6 -3.8 7.0 11.5 -1.9 -2.6 3.2 0.9
2011
+19.52% 7.3 10.9 4.7 7.6 -7.4 -3.6 4.3 -1.8 -11.6 10.9 1.9 -2.4
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