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Crude Oil Brent (BZ=F)

Futures · Currency in USD · Last updated May 21, 2022

    BZ=FShare Price Chart


    Chart placeholderClick Calculate to get results

    BZ=FPerformance

    The chart shows the growth of $10,000 invested in Crude Oil Brent on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,048 for a total return of roughly 40.48%. All prices are adjusted for splits and dividends.


    BZ=F (Crude Oil Brent)
    Benchmark (^GSPC)

    BZ=FReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M4.94%-12.57%
    YTD42.11%-18.14%
    6M38.54%-17.07%
    1Y68.84%-5.21%
    5Y15.98%10.36%
    10Y0.34%11.45%

    BZ=FMonthly Returns Heatmap


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    BZ=FSharpe Ratio Chart

    The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

    The current Crude Oil Brent Sharpe ratio is 1.53. A Sharpe ratio greater than 1.0 is considered acceptable.

    The chart below displays rolling 12-month Sharpe Ratio.


    BZ=F (Crude Oil Brent)
    Benchmark (^GSPC)

    BZ=FDrawdowns Chart

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


    BZ=F (Crude Oil Brent)
    Benchmark (^GSPC)

    BZ=FWorst Drawdowns

    The table below shows the maximum drawdowns of the Crude Oil Brent. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

    The maximum drawdown since January 2010 for the Crude Oil Brent is 84.74%, recorded on Apr 21, 2020. It took 475 trading sessions for the portfolio to recover.


    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -84.74%Apr 11, 20112273Apr 21, 2020475Mar 8, 20222748
    -23.41%Mar 9, 20226Mar 16, 2022
    -21.8%May 5, 201015May 25, 2010118Nov 10, 2010133
    -15.02%Jan 7, 201021Feb 5, 201027Mar 17, 201048
    -6.73%Mar 3, 20119Mar 15, 201112Mar 31, 201121
    -6.42%Nov 11, 20109Nov 23, 20106Dec 2, 201015
    -3.37%Apr 16, 20102Apr 19, 20104Apr 23, 20106
    -3.26%Mar 18, 20107Mar 26, 20103Mar 31, 201010
    -3.02%Feb 3, 20113Feb 7, 20115Feb 14, 20118
    -2.96%Jan 20, 20114Jan 25, 20113Jan 28, 20117

    BZ=FVolatility Chart

    Current Crude Oil Brent volatility is 46.23%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


    BZ=F (Crude Oil Brent)
    Benchmark (^GSPC)

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