Any statement that is intended to not have any feedback, output, or response to it. They aren't usually meant to be funny, but when they are, they're normally just considered sarcasm, and are left trailing off.
A) Damn it's hot outside.
B) I know.
A) Thanks for responding, that was a rhetorical statement.
A) Wow, that chick has huge...
A) Killed it, B.
Like a rhetorical question, a rhetorical statement is one that doesn't need to be commented on. When a person says something that isn't meant to start a conversation.
Bob: My girlfriend just dumped me for a man-whore
Jack: Ha sucker! I told you this would happen!
Bob: You douche it was a fucking rhetorical statement!