Summary
BNO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 55.11% Volatility 37.49% Sharpe 1.86
Official loaded data — not a live quote.

United States Brent Crude Oil Fund

Symbol: BNO

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 02/06/2010

Latest date: 16/07/2026

Current price: $46.78

Expense ratio: 1.15%

Assets under management
$543.6M
-1.43% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

6.58%

Ann. 5734.59% (Sharpe / Sortino numerator)

Volatility

70.76%

Sharpe ratio

80.993

VaR 95%

-3.69%

CVaR 95%: -6.87%
Max drawdown: -9.52%
Sortino ratio: 128.152
Calmar ratio: 602.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-4.69%

Ann. 1304.67% (Sharpe / Sortino numerator)

Volatility

51.29%

Sharpe ratio

25.365

VaR 95%

-3.28%

CVaR 95%: -5.56%
Max drawdown: -9.52%
Sortino ratio: 36.354
Calmar ratio: 136.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

56.77%

Ann. 246.93% (Sharpe / Sortino numerator)

Volatility

40.68%

Sharpe ratio

5.980

VaR 95%

-3.09%

CVaR 95%: -4.70%
Max drawdown: -9.54%
Sortino ratio: 9.158
Calmar ratio: 25.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

55.11%

Ann. 73.45% (Sharpe / Sortino numerator)

Volatility

37.49%

Sharpe ratio

1.863

VaR 95%

-3.04%

CVaR 95%: -5.04%
Max drawdown: -17.87%
Sortino ratio: 2.768
Calmar ratio: 4.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

47.25%

Ann. 28.80% (Sharpe / Sortino numerator)

Volatility

31.90%

Sharpe ratio

0.789

VaR 95%

-2.90%

CVaR 95%: -4.30%
Max drawdown: -23.75%
Sortino ratio: 1.189
Calmar ratio: 1.21

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

76.13%

Ann. 26.87% (Sharpe / Sortino numerator)

Volatility

30.76%

Sharpe ratio

0.755

VaR 95%

-2.90%

CVaR 95%: -4.28%
Max drawdown: -23.75%
Sortino ratio: 1.131
Calmar ratio: 1.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.211%

Best day

9.559%

12/03/2026
Worst day

-10.277%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $47.46 $47.60 $46.55 $46.78 1,280,900
15/07/2026 $47.42 $47.72 $46.21 $47.59 1,664,700
14/07/2026 $47.81 $48.00 $46.27 $47.29 3,889,100
13/07/2026 $43.50 $46.32 $43.44 $46.00 3,289,000
10/07/2026 $42.38 $42.96 $41.75 $42.15 1,215,900
09/07/2026 $43.22 $43.27 $41.91 $42.17 2,202,800
08/07/2026 $43.44 $44.66 $42.96 $43.57 3,471,800
07/07/2026 $40.53 $42.32 $40.48 $41.93 1,610,600
06/07/2026 $40.02 $40.23 $39.71 $39.94 563,100
02/07/2026 $39.22 $39.83 $39.04 $39.67 835,200