Summary
BNO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 89.50% 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: 02/06/2026

Current price: $52.89

Expense ratio: 1.15%

Assets under management
$878.9M
1.26% 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

-12.04%

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

41.64%

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

83.45%

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

89.50%

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

80.76%

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

105.32%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.289%

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
02/06/2026 $52.23 $53.00 $52.06 $52.89 1,647,300
01/06/2026 $52.80 $53.87 $51.83 $52.49 6,346,900
29/05/2026 $50.13 $50.76 $49.51 $50.59 4,572,900
28/05/2026 $51.97 $52.19 $49.89 $51.33 5,283,700
27/05/2026 $51.40 $52.05 $50.70 $51.14 3,185,800
26/05/2026 $53.10 $53.81 $52.95 $53.10 3,016,300
22/05/2026 $55.16 $55.88 $54.04 $55.00 4,013,600
21/05/2026 $57.54 $57.92 $54.41 $55.56 6,577,300
20/05/2026 $57.62 $57.92 $54.69 $55.64 7,514,200
19/05/2026 $58.81 $59.02 $57.90 $58.81 2,024,400