abrdn Bloomberg All Commodity Strategy K-1 Free ETF

10-Year Study

BCI.US · · US · ETF

Executive Summary: abrdn Bloomberg All Commodity Strategy K-1 Free ETF has compounded at 7.2% annually over the last 10 years, with a maximum drawdown of 30.5% and an annualized volatility of 13.6%.

1Y CAGR
+42.3%
3Y CAGR
+16.3%
5Y CAGR
+11.2%
10Y CAGR
+7.2%

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 →
30.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +26.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.20.411.4-0.7————————23.5%
20253.80.83.8-5.2-0.22.3-0.62.02.32.73.1-0.415.1%
20240.4-1.43.22.42.2-1.7-3.7-0.24.6-1.30.01.25.5%
2023-0.9-5.0-0.0-0.8-5.93.96.6-1.0-0.80.4-2.4-2.7-8.8%
20228.56.58.13.91.9-10.73.8-0.4-8.01.53.6-2.715.1%
20212.26.3-2.18.22.52.11.5-0.45.32.5-7.23.526.2%
2020-7.5-4.6-12.8-1.74.32.15.76.6-3.41.63.94.9-2.8%
20194.90.9-0.2-0.3-3.62.7-0.8-1.91.22.0-2.65.17.1%
20182.1-2.0-0.72.51.6-3.6-2.2-1.71.9-2.3-0.7-6.4-11.2%
2017———-2.0-1.7-0.12.40.1-0.12.1-0.72.92.9%

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 13.6%. The dominant macroeconomic risk driver is USO.US, accounting for 40.7% of variance. Idiosyncratic stock-specific factors contribute 19.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-03-0110000
2017-04-019804.288578409874
2017-05-019640.451726082325
2017-06-019632.855084267903
2017-07-019860.206127435624
2017-08-019872.188459369714
2017-09-019860.597706910594
2017-10-0110069.936094229686
2017-11-0110003.994110644697
2017-12-0110293.762922122673
2018-01-0110512.420900946056
2018-02-0110302.142722887038
2018-03-0110234.86936908715
2018-04-0110487.124866862978
2018-05-0110651.118350980512
2018-06-0110264.316145604911
2018-07-0110041.03752897688
2018-08-019871.17035273479
2018-09-0110058.267025875572
2018-10-019831.229246287827
2018-11-019763.877576592944
2018-12-019139.934841175365
2019-01-019585.473967796503
2019-02-019667.079130380302
2019-03-019645.855522836913
2019-04-019616.095482739176
2019-05-019267.511434120668
2019-06-019514.049871561932
2019-07-019433.306183823068
2019-08-019254.745943236638
2019-09-019365.24967107324
2019-10-019556.5754025437
2019-11-019311.290019422342
2019-12-019785.022868241338
2020-01-019049.871561932208
2020-02-018633.074368773887
2020-03-017528.585301672827
2020-04-017403.514817367332
2020-05-017721.477351043168
2020-06-017882.416515255935
2020-07-018335.39565190151
2020-08-018887.679343399535
2020-09-018589.922310632166
2020-10-018727.993233506671
2020-11-019068.824008520769
2020-12-019514.128187456927
2021-01-019722.683415826075
2021-02-0110335.192030574524
2021-03-0110113.636363636362
2021-04-0110947.778961217966
2021-05-0111225.800388446838
2021-06-0111456.04911972934
2021-07-0111629.832090721133
2021-08-0111582.059394774762
2021-09-0112194.568009523213
2021-10-0112498.746945680095
2021-11-0111595.059833343776
2021-12-0112004.886911847627
2022-01-0113028.39734352484
2022-02-0113869.04016039095
2022-03-0114996.94568009523
2022-04-0115581.808783910783
2022-05-0115884.656349852767
2022-06-0114182.382056262139
2022-07-0114720.25562308126
2022-08-0114668.018921120229
2022-09-0113487.876699454922
2022-10-0113696.745191404047
2022-11-0114192.798070296347
2022-12-0113816.646826639933
2023-01-0113697.684982143976
2023-02-0113014.927009585866
2023-03-0113008.66173798634
2023-04-0112908.495708288954
2023-05-0112150.632792431552
2023-06-0112626.636802205374
2023-07-0113465.94824885659
2023-08-0113328.112273667064
2023-09-0113221.680972370152
2023-10-0113271.72482927135
2023-11-0112952.35260948562
2023-12-0112601.967295282251
2024-01-0112647.547146168785
2024-02-0112465.306058517635
2024-03-0112868.867865421964
2024-04-0113181.348286448216
2024-05-0113467.74951444145
2024-06-0113233.428356619259
2024-07-0112745.207067226365
2024-08-0112719.127874193346
2024-09-0113305.00908464382
2024-10-0113129.268216277176
2024-11-0113135.76843556168
2024-12-0113291.538750704842
2025-01-0113803.01986091097
2025-02-0113910.704216527785
2025-03-0114442.390827642377
2025-04-0113695.335505294155
2025-05-0113661.659670446714
2025-06-0113977.977570327672
2025-07-0113890.498715619322
2025-08-0114166.405613683353
2025-09-0114496.193847503288
2025-10-0114893.255435123112
2025-11-0115350.933525468326
2025-12-0115295.094292337571
2026-01-0117010.21239270722
2026-02-0117080.696698201864
2026-03-0119022.930894054254
2026-04-0118881.96228306497
Annual Return Matrix
YearAnnual Return
2018-0.11209001894414905
20190.07057906191626828
2020-0.027684624188630047
20210.2617957920384577
20220.15091853243567654
2023-0.0879142057113057
20240.054719349706671805
20250.15073917167991446
20260.234511008704557
Total Factor Risk
0.13621457383596386
VTI.US Exposure
0.004615711240953681
VEA.US Exposure
-0.004196673425427512
VWO.US Exposure
0.00919060288517253
QQQ.US Exposure
-0.00011837555662951469
VTV.US Exposure
0.045986701315460704
IJR.US Exposure
-0.01129473966790589
QUAL.US Exposure
0.0001652229761121993
SHV.US Exposure
0.03696981111123564
TLT.US Exposure
-0.003761688662085049
LQD.US Exposure
0.024071322801461226
HYG.US Exposure
0.012022527077218556
GLD.US Exposure
0.018832614256712753
USO.US Exposure
0.4073631261406761
VNQ.US Exposure
-0.000725008353184637
BTC-USD.CC Exposure
0.00007327544093617001
CPER.US Exposure
0.11972907033336391
VIX.INDX Exposure
0.000008684937482376927
UUP.US Exposure
0.0006875274685941666
TIP.US Exposure
0.1418638013654121
Idiosyncratic Exposure
0.1985164863144404
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
13.6%

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 →14.79%
Market Cap$967.9M
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 →
+5.4%
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 →
+21.1%
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 →
2.5% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI.US) has an annualized volatility of 13.6% and experienced a maximum drawdown of 30.5% over the last 10 years. Its primary macro risk driver is USO.US.

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

Over the past 10 years, BCI.US has generated a Compound Annual Growth Rate (CAGR) of 7.2%. It has had a positive return in 67% 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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