abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

10-Year Study

BCD.US · · US · ETF

Executive Summary: abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 26.3% and an annualized volatility of 14.4%.

1Y CAGR
+34.3%
3Y CAGR
+14.7%
5Y CAGR
+12.1%
10Y CAGR
+9.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
26.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.52.04.51.5————————17.3%
20254.00.83.9-5.50.62.2-0.61.92.32.52.20.715.7%
20240.2-1.14.12.72.0-1.9-3.1-0.54.5-1.1-0.20.86.2%
20230.4-4.4-0.2-1.0-5.83.26.1-0.8-1.50.6-1.8-2.2-7.6%
20227.75.68.94.22.1-11.03.90.4-7.71.64.3-1.118.4%
20212.26.1-1.87.83.62.81.9-0.44.92.7-5.14.131.9%
2020-6.5-4.9-10.40.34.32.96.75.8-2.10.14.75.54.8%
20195.31.0-0.2-0.6-3.72.3-1.1-2.51.61.9-1.75.27.3%
20183.4-0.8-1.63.01.9-3.9-1.8-1.81.9-2.2-4.4-2.3-8.6%
2017———-1.3-2.0-0.22.50.3-0.11.91.10.83.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.7% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-03-0110000
2017-04-019871.993111519409
2017-05-019676.010987611651
2017-06-019660.002546797403
2017-07-019904.009993147902
2017-08-019931.96412653945
2017-09-019920.018433962152
2017-10-0110111.998447666347
2017-11-0110223.996895332692
2017-12-0110307.434829273618
2018-01-0110655.67905501689
2018-02-0110567.571992505138
2018-03-0110403.424836125716
2018-04-0110715.65007003693
2018-05-0110915.81621824841
2018-06-0110493.714867839406
2018-07-0110304.099737437316
2018-08-0110119.335649706209
2018-09-0110307.434829273618
2018-10-0110079.253909637202
2018-11-019634.959039008447
2018-12-019416.237652580452
2019-01-019912.559955855513
2019-02-0110014.18929981263
2019-03-019989.752172357546
2019-04-019930.508813738154
2019-05-019566.61997538096
2019-06-019789.04028184558
2019-07-019681.710962750056
2019-08-019438.55244886698
2019-09-019593.058157937823
2019-10-019778.428626002804
2019-11-019611.188929920625
2019-12-0110107.571871229073
2020-01-019449.164104709758
2020-02-018986.313995864486
2020-03-018048.910637730198
2020-04-018071.649900250435
2020-05-018416.43775809063
2020-06-018662.264345442749
2020-07-019238.992680989371
2020-08-019779.216920436837
2020-09-019572.744416753076
2020-10-019579.839066659391
2020-11-0110033.836022630116
2020-12-0110588.734666157306
2021-01-0110818.856002862116
2021-02-0111475.383990346423
2021-03-0111266.485965327172
2021-04-0112145.07043107578
2021-05-0112580.148320629667
2021-06-0112931.545724109077
2021-07-0113174.219133725055
2021-08-0113115.642793472924
2021-09-0113761.680401181231
2021-10-0114132.239423211027
2021-11-0113412.70851903731
2021-12-0113963.241224160618
2022-01-0115044.296083389423
2022-02-0115893.713655078738
2022-03-0117306.397918902698
2022-04-0118033.205387082886
2022-05-0118414.739893155787
2022-06-0116397.91890269415
2022-07-0117029.342744356116
2022-08-0117092.952041379398
2022-09-0115779.59287624384
2022-10-0116025.480101629346
2022-11-0116720.452602281202
2022-12-0116529.442797111205
2023-01-0116601.116952574997
2023-02-0115874.733950628515
2023-03-0115836.531989594514
2023-04-0115674.082698149936
2023-05-0114770.879190846084
2023-06-0115243.977127333805
2023-07-0116175.801786396465
2023-08-0116046.824689381676
2023-09-0115807.85019980232
2023-10-0115908.206145058306
2023-11-0115626.29992784074
2023-12-0115276.782303396336
2024-01-0115301.765173151904
2024-02-0115136.95099840522
2024-03-0115756.186595356341
2024-04-0116175.680510329688
2024-05-0116500.3365410853
2024-06-0116190.718742609743
2024-07-0115696.276218369687
2024-08-0115623.874406505249
2024-09-0116320.544772091951
2024-10-0116140.753003098605
2024-11-0116100.792539096372
2024-12-0116224.190937039531
2025-01-0116876.71681432028
2025-02-0117016.487481278007
2025-03-0117674.167591396676
2025-04-0116705.77819820148
2025-05-0116799.039493551147
2025-06-0117166.68788997835
2025-07-0117065.604288321723
2025-08-0117391.95818401218
2025-09-0117793.260688969338
2025-10-0118238.647044199064
2025-11-0118642.556984591876
2025-12-0118773.535136708448
2026-01-0120362.251611455737
2026-02-0120762.462631811926
2026-03-0121696.288345976365
2026-04-0122017.66992292906
Annual Return Matrix
YearAnnual Return
2018-0.08646158733520404
20190.07341936813363725
20200.047604192288540625
20210.3186883668724445
20220.18378265703168428
2023-0.07578358865997536
20240.06201624234918679
20250.15713228533626356
20260.17280361757105944
Total Factor Risk
0.14440890367583895
VTI.US Exposure
0.027790165292207278
VEA.US Exposure
0.0002754869189853952
VWO.US Exposure
0.008210560442337714
QQQ.US Exposure
0.008148929720141428
VTV.US Exposure
0.024175110155049955
IJR.US Exposure
-0.018873427511228606
QUAL.US Exposure
-0.001153387113575225
SHV.US Exposure
0.28684402568625794
TLT.US Exposure
-0.0012708366510668196
LQD.US Exposure
0.020389105738443426
HYG.US Exposure
0.0014105909303744723
GLD.US Exposure
0.029015299651515638
USO.US Exposure
0.24742602771765868
VNQ.US Exposure
0.0010943056641447768
BTC-USD.CC Exposure
-0.00022940524967049876
CPER.US Exposure
0.11994444420001767
VIX.INDX Exposure
0.00037083335413448193
UUP.US Exposure
-0.0014261227520950917
TIP.US Exposure
0.10532147021671857
Idiosyncratic Exposure
0.14253682358964873
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →15.62%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF a high-risk investment?

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD.US) has an annualized volatility of 14.4% and experienced a maximum drawdown of 26.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BCD.US?

Over the past 10 years, BCD.US has generated a Compound Annual Growth Rate (CAGR) of 9.1%. It has had a positive return in 78% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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