BNO - United States Brent Oil

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsBNOCategory Average
5 YearsBNOCategory Average
10 YearsBNOCategory Average
Alpha
6.3-2.27
3.55-3.19
0-10.41
Beta
1.911.5
1.761.35
01.45
Mean Annual Return
-0.9-2.06
-1.11-1.19
0-0.98
R-squared
89.3569.96
82.0662.36
067.32
Standard Deviation
33.432.99
28.5429.88
034.82
Sharpe Ratio
-0.33-0.81
-0.48-0.5
0-0.36
Treynor Ratio
-8.13-18.06
-9.34-14.43
0-11.94