PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
abrdn Bloomberg All Commodity Strategy K-1 Free ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS0032611040
CUSIP003261104
IssuerAbrdn Plc
Inception DateMar 30, 2017
RegionGlobal (Broad)
CategoryCommodities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassCommodity

Expense Ratio

The abrdn Bloomberg All Commodity Strategy K-1 Free ETF has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for BCI: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


abrdn Bloomberg All Commodity Strategy K-1 Free ETF

Popular comparisons: BCI vs. PDBC, BCI vs. COMT, BCI vs. KMLM, BCI vs. COM, BCI vs. HEZU, BCI vs. DBC, BCI vs. SVOL, BCI vs. JEPI, BCI vs. SCHD, BCI vs. FAAR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in abrdn Bloomberg All Commodity Strategy K-1 Free ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
0.40%
18.82%
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

abrdn Bloomberg All Commodity Strategy K-1 Free ETF had a return of 5.89% year-to-date (YTD) and 2.19% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.89%5.05%
1 month4.54%-4.27%
6 months0.40%18.82%
1 year2.19%21.22%
5 years (annualized)6.60%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.36%-1.44%3.24%
2023-0.80%0.38%-2.41%-2.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BCI is 21, indicating that it is in the bottom 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BCI is 2121
abrdn Bloomberg All Commodity Strategy K-1 Free ETF(BCI)
The Sharpe Ratio Rank of BCI is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of BCI is 2020Sortino Ratio Rank
The Omega Ratio Rank of BCI is 2121Omega Ratio Rank
The Calmar Ratio Rank of BCI is 2121Calmar Ratio Rank
The Martin Ratio Rank of BCI is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BCI
Sharpe ratio
The chart of Sharpe ratio for BCI, currently valued at 0.13, compared to the broader market-1.000.001.002.003.004.000.13
Sortino ratio
The chart of Sortino ratio for BCI, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.000.26
Omega ratio
The chart of Omega ratio for BCI, currently valued at 1.03, compared to the broader market1.001.502.001.03
Calmar ratio
The chart of Calmar ratio for BCI, currently valued at 0.06, compared to the broader market0.002.004.006.008.000.06
Martin ratio
The chart of Martin ratio for BCI, currently valued at 0.34, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current abrdn Bloomberg All Commodity Strategy K-1 Free ETF Sharpe ratio is 0.13. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.13
1.81
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)

Dividends

Dividend History

abrdn Bloomberg All Commodity Strategy K-1 Free ETF granted a 3.71% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.76$0.76$4.41$4.47$0.15$0.33$0.24$1.23

Dividend yield

3.71%3.93%19.98%19.43%0.68%1.47%1.13%5.02%

Monthly Dividends

The table displays the monthly dividend distributions for abrdn Bloomberg All Commodity Strategy K-1 Free ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.41
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.47
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2017$1.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-19.28%
-4.64%
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the abrdn Bloomberg All Commodity Strategy K-1 Free ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the abrdn Bloomberg All Commodity Strategy K-1 Free ETF was 32.69%, occurring on Mar 18, 2020. Recovery took 278 trading sessions.

The current abrdn Bloomberg All Commodity Strategy K-1 Free ETF drawdown is 19.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.69%May 24, 2018457Mar 18, 2020278Apr 26, 2021735
-26.5%Jun 8, 2022246May 31, 2023
-11.67%Mar 9, 20226Mar 16, 202222Apr 18, 202228
-10.46%Oct 26, 202126Dec 1, 202139Jan 27, 202265
-8.26%Apr 19, 202216May 10, 202218Jun 6, 202234

Volatility

Volatility Chart

The current abrdn Bloomberg All Commodity Strategy K-1 Free ETF volatility is 2.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
2.68%
3.30%
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)