Crude Oil Brent (BZ=F)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
Crude Oil Brent (BZ=F) returned -12.58% year-to-date (YTD) and -20.79% over the past 12 months. Over the past 10 years, BZ=F returned -0.23% annually, underperforming the S&P 500 benchmark at 10.78%.
BZ=F
-12.58%
0.57%
-9.73%
-20.79%
14.57%
-0.23%
^GSPC (Benchmark)
0.19%
9.00%
-1.55%
12.31%
15.59%
10.78%
Monthly Returns
The table below presents the monthly returns of BZ=F, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.84% | -4.66% | 2.13% | -15.55% | 3.37% | -12.58% | |||||||
| 2024 | 6.06% | 2.34% | 4.62% | 0.43% | -7.10% | 5.87% | -6.58% | -2.38% | -8.92% | 1.94% | -0.30% | 2.33% | -3.12% |
| 2023 | -1.65% | -0.71% | -4.91% | -0.29% | -8.65% | 3.08% | 14.23% | 1.52% | 9.73% | -8.29% | -5.24% | -6.99% | -10.32% |
| 2022 | 17.27% | 10.72% | 6.85% | 1.33% | 12.35% | -6.54% | -4.18% | -12.29% | -8.84% | 7.81% | -9.91% | 0.56% | 10.45% |
| 2021 | 7.88% | 18.34% | -3.92% | 5.84% | 3.08% | 8.38% | 1.60% | -4.38% | 7.58% | 7.46% | -16.37% | 10.22% | 50.15% |
| 2020 | -11.88% | -13.14% | -54.99% | 11.13% | 39.81% | 16.47% | 5.22% | 4.57% | -9.56% | -8.52% | 27.04% | 8.85% | -21.52% |
| 2019 | 15.04% | 6.69% | 3.57% | 6.45% | -11.41% | 3.19% | -2.07% | -7.27% | 0.58% | -0.90% | 3.65% | 5.72% | 22.68% |
| 2018 | 3.26% | -4.74% | 6.83% | 6.97% | 3.22% | 2.38% | -6.53% | 4.27% | 6.85% | -8.76% | -22.21% | -8.36% | -19.55% |
| 2017 | -1.97% | -0.20% | -4.96% | -2.08% | -2.75% | -3.06% | 8.10% | 0.27% | 7.43% | 8.06% | 3.58% | 5.19% | 17.69% |
| 2016 | -6.81% | 3.54% | 10.09% | 21.54% | 3.24% | -0.02% | -14.53% | 10.79% | 4.29% | -1.55% | 4.49% | 12.58% | 52.41% |
| 2015 | -7.57% | 18.10% | -11.94% | 21.18% | -1.83% | -3.00% | -17.90% | 3.72% | -10.67% | 2.46% | -9.99% | -16.43% | -34.97% |
| 2014 | -3.97% | 2.51% | -1.20% | 0.29% | 1.24% | 2.70% | -5.64% | -2.67% | -8.26% | -9.31% | -18.30% | -18.28% | -48.26% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BZ=F is 3, meaning it’s performing worse than 97% of other futures on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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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 86.77%, occurring on Apr 21, 2020. The portfolio has not yet recovered.
The current Crude Oil Brent drawdown is 55.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -86.77% | Jul 4, 2008 | 3046 | Apr 21, 2020 | — | — | — |
| -75.99% | Oct 10, 1990 | 2067 | Dec 10, 1998 | 1424 | Aug 3, 2004 | 3491 |
| -33.97% | Aug 8, 2006 | 111 | Jan 11, 2007 | 178 | Sep 19, 2007 | 289 |
| -29.32% | Jan 8, 1990 | 107 | Jun 11, 1990 | 39 | Aug 3, 1990 | 146 |
| -27.75% | Jul 25, 1988 | 52 | Oct 5, 1988 | 61 | Jan 3, 1989 | 113 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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