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Performance

BZ=F Performance Chart


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S&P 500 Index

Returns By Period


Crude Oil Brent

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZ=F Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20220.48%10.61%6.77%1.62%20.59%

Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and compare them to S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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 Crude Oil Brent. 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 Crude Oil Brent was 24.14%, occurring on Mar 16, 2022. The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.14%Mar 2022
7d
4y 3moMar 2022 - now
Bear market2022
-3.56%Feb 2022
1d6d
7dFeb 2022 - Feb 2022
Bear market2022
-2.57%Mar 2022
0s1d
1dMar 2022 - Mar 2022
Bear market2022
-2.47%Feb 2022
0s2d
2dFeb 2022 - Feb 2022
Bear market2022
-2.35%Feb 2022
0s4d
4dFeb 2022 - Mar 2022

Drawdown Indicators


BZ=FBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.93%

Average Drawdown

Average peak-to-trough decline

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with BZ=F

Add Crude Oil Brent to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BZ=F