ETRACS Alerian Midstream Energy Total Return Index ETN
Provider: ETRACS
| Annualised Return | 34.07% |
| Realised Volatility | 20.57% |
| Downside Volatility | 12.92% |
| Max Drawdown | -13.32% |
| Winning months | 66% |
| Sharpe Ratio | 1.66 |
| Sortino Ratio | 2.64 |
| Calmar Ratio | 2.56 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0% | 3.44% | 6.37% | -1.73% | 3.94% | 2.92% | 3.68% | 4.94% | 0.49% | 5.15% | 14.82% | 52.68% | |
| 2023 | 4.64% | -3.64% | -0.34% | 2.39% | -5.63% | 7.26% | 2.97% | -0.1% | -0.79% | -0.51% | 7.24% | -0.57% | 12.75% |
| 2022 | 9.64% | 5.5% | 7.11% | -2.43% | 6.31% | -12.48% | 10.18% | -0.16% | -9.97% | 11.02% | 3.54% | -5.97% | 20.41% |
| 2021 | 5.55% | 6.31% | 7.66% | 5.89% | 6.24% | 3.01% | -3.76% | -1.69% | 4.1% | 6% | -7.23% | 1.04% | 36.99% |
| 2020 | -6.89% | 18.93% | 0.44% | 11.23% |