Summary
BNO
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 84.00% 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: 03/09/2026

Current price: $55.90

Expense ratio: 1.15%

Assets under management
$620.9M
-0.37% 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

16.87%

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

3.63%

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

44.78%

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

84.00%

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

94.64%

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

81.08%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.284%

Best day

9.559%

12/03/2026
Worst day

-10.277%

08/04/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $56.11 $56.67 $55.54 $55.90 1,151,600
02/09/2026 $55.08 $56.04 $54.76 $55.74 1,229,900
01/09/2026 $54.09 $55.60 $53.67 $55.56 1,694,900
31/08/2026 $52.84 $53.30 $52.61 $52.84 834,700
28/08/2026 $51.01 $51.59 $50.97 $51.48 564,000
27/08/2026 $51.08 $52.03 $50.70 $51.71 1,164,000
26/08/2026 $50.04 $51.64 $50.04 $50.54 1,144,600
25/08/2026 $51.31 $51.78 $50.26 $50.26 1,790,200
24/08/2026 $53.61 $53.67 $52.62 $52.78 1,628,000
21/08/2026 $53.96 $54.26 $53.63 $53.80 1,544,000