Crude Oil Brent (BZ=F)
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Crude Oil Brent, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Crude Oil Brent had a return of -8.01% year-to-date (YTD) and -12.08% in the last 12 months. Over the past 10 years, Crude Oil Brent had an annualized return of -1.08%, while the S&P 500 had an annualized return of 11.16%, indicating that Crude Oil Brent did not perform as well as the benchmark.
BZ=F
-8.01%
-2.49%
-15.61%
-12.08%
2.92%
-1.08%
^GSPC (Benchmark)
23.62%
0.54%
11.19%
30.63%
13.61%
11.16%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.06% | 2.34% | 3.99% | 1.03% | -7.10% | 5.87% | -6.58% | -2.38% | -9.01% | 2.04% | -8.01% | ||
| 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 | 14.99% | 10.72% | 6.85% | 1.33% | 12.35% | -6.54% | -4.18% | -12.29% | -8.84% | 7.81% | -9.91% | 0.56% | 8.31% |
| 2021 | 7.88% | 18.34% | -3.92% | 5.84% | 3.08% | 8.38% | 1.60% | -4.38% | 7.58% | 7.46% | -16.37% | 12.40% | 53.13% |
| 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% | -4.75% | 9.87% | -0.51% | 9.85% | 6.66% | 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% |
| 2013 | 4.00% | -3.61% | -1.22% | -6.95% | -1.93% | 1.76% | 5.42% | 5.86% | -4.95% | 0.43% | 0.78% | 1.01% | -0.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BZ=F is 20, indicating that it is in the bottom 20% of futures on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
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.
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 51.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -86.77% | Jul 4, 2008 | 3040 | 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 |
| -27.5% | Oct 27, 2004 | 33 | Dec 10, 2004 | 56 | Mar 3, 2005 | 89 |
| -20.19% | Sep 2, 2005 | 53 | Nov 15, 2005 | 100 | Apr 6, 2006 | 153 |
Volatility
Volatility Chart
The current Crude Oil Brent volatility is 8.58%, 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.