NYSEArca - Delayed Quote USD

United States Brent Oil Fund, LP (BNO)

32.73 +0.05 (+0.15%)
At close: 4:00 PM EDT
32.71 -0.02 (-0.06%)
After hours: 5:16 PM EDT

ETF Summary

The Benchmark Futures Contract is the futures contract on Brent crude oil as traded on the Ice Futures Europe Exchange that is the near month contract to expire, except when the near month contract is within two weeks of expiration, in which case it will be measured by the futures contract that is the next month contract to expire.

Risk Overview

Performance & Risk

YTD Return 19.66%
5y Average Return 9.16%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.26
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
BNOCategory AverageBNOCategory AverageBNOCategory Average
Alpha 15.25 1.75 7.55 3.36 7.11 1.71
BETA 1.26 0.65 1.92 0.78 1.99 0.86
Mean Annual Return 2.25 0.77 1.66 0.8 0.38 0.12
R-squared 56.45 23.33 53.27 24.58 56.82 26.82
Standard Deviation 26.58 22.07 41.96 24.99 37.47 23.83
Sharpe Ratio 0.9 0.33 0.42 0.38 0.08 0.03
Treynor Ratio 18.55 11.53 4.46 21.54 -2.22 -0.45

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