ETRACS Alerian MLP Index ETN Series B
Provider: ETRACS
| Annualised Return | 5.21% |
| Realised Volatility | 33.9% |
| Downside Volatility | 27.6% |
| Max Drawdown | -68.24% |
| Winning months | 57.14% |
| Sharpe Ratio | 0.15 |
| Sortino Ratio | 0.19 |
| Calmar Ratio | 0.08 |
| Viking Ratio | 0.13 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.29% | 4.26% | 4.58% | -1.42% | 0% | 4.52% | 0.55% | 0.14% | -0.27% | 1.04% | 18.9% | ||
| 2023 | 6.25% | -1.07% | -1.14% | 1.61% | -0.71% | 4.23% | 5.63% | 0.61% | 3.08% | 0.2% | 6.62% | -1.96% | 25.39% |
| 2022 | 11.01% | 5.1% | 2% | -0.6% | 8.03% | -14.37% | 13.12% | 3.34% | -7.58% | 14.43% | 0.61% | -4.56% | 29.89% |
| 2021 | 5.93% | 7.74% | 6.7% | 7.11% | 7.24% | 5.13% | -6.45% | -2.42% | 3.07% | 4.69% | -7.44% | 3.41% | 38.64% |
| 2020 | -5.53% | -15.05% | -46.78% | 50.47% | 8.27% | -8.15% | -3.72% | 1.15% | -13.79% | 4.27% | 22.58% | 2.79% | -29.5% |
| 2019 | 12.82% | 1.2% | 2.54% | -1.35% | -1.29% | 2.31% | 0.03% | -5.41% | 0.75% | -6.66% | -5.31% | 8.14% | 6.25% |
| 2018 | -0.66% | -4.68% | 3.79% | -0.65% | 10.18% | -4.51% | -9.1% | -10.39% | -16.33% | ||||
| 2017 | 3.87% | 3.29% | -1.01% | -3.75% | -5.3% | -1.32% | -6.12% | 1.04% | -2.53% | -3.5% | 5.31% | -10.25% | |
| 2016 | -1.79% | -4.84% | 10.64% | -2.27% | 18.71% | 4.16% | 24.95% | ||||||
| 2015 | -6.5% | 3.96% | -22.83% | -24.98% |