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Blue Horizon BNE ETF (BNE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26922B3033

CUSIP

26922B303

Inception Date

Dec 8, 2020

Region

Global (Broad)

Leveraged

1x

Index Tracked

Blue Horizon New Energy Economy 100 Index - Benchmark TR Net

Asset Class

Equity

Expense Ratio

BNE has an expense ratio of 0.87%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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


Blue Horizon BNE ETF

Popular comparisons:
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Performance

Performance Chart


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S&P 500

Returns By Period


BNE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of BNE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.64%4.99%3.46%-2.49%5.93%-7.18%1.86%0.07%1.67%0.00%-2.47%
202315.22%-5.51%0.87%-4.13%-1.70%6.74%7.42%-11.88%-8.12%-11.27%8.35%9.08%0.77%
2022-12.02%3.88%4.08%-14.21%6.14%-10.70%11.04%-0.09%-12.69%6.17%12.66%-10.15%-19.47%
202110.94%-5.74%-2.37%-1.77%-0.61%2.99%-0.08%1.48%-5.12%12.28%-2.26%-4.95%3.02%
202011.46%11.46%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BNE is 7, meaning it’s performing worse than 93% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BNE is 77
Overall Rank
The Sharpe Ratio Rank of BNE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of BNE is 77
Sortino Ratio Rank
The Omega Ratio Rank of BNE is 77
Omega Ratio Rank
The Calmar Ratio Rank of BNE is 77
Calmar Ratio Rank
The Martin Ratio Rank of BNE is 77
Martin 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 Blue Horizon BNE ETF (BNE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Blue Horizon BNE ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Blue Horizon BNE ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.202020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.00$0.23$0.00$0.00$0.00

Dividend yield

0.00%0.99%0.00%0.00%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Blue Horizon BNE ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$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$0.23$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Blue Horizon BNE 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 Blue Horizon BNE ETF was 42.00%, occurring on Oct 27, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42%Feb 10, 2021684Oct 27, 2023
-7.26%Jan 25, 20215Jan 29, 20217Feb 9, 202112
-5.01%Jan 14, 20212Jan 15, 20213Jan 21, 20215
-2.95%Dec 24, 20203Dec 29, 20203Jan 4, 20216
-1.62%Jan 8, 20212Jan 11, 20211Jan 12, 20213
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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