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ETRACS Alerian MLP Index ETN Series B

Provider: ETRACS
Annualised Return 1.52%
Realised Volatility 33.87%
Downside Volatility 25.97%
Max Drawdown -73.52%
Winning months 54.55%
Sharpe Ratio 0.04
Sortino Ratio 0.06
Calmar Ratio 0.02
Viking Ratio 0.11
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% -1.43% 14.39% -9.56% 20.01%
2023 6.25% -1.07% -1.14% 1.62% -0.72% 4.23% 5.63% 0.61% 3.08% 0.2% 6.62% -1.96% 25.39%
2022 11.01% 5.1% 2.01% -0.6% 8.03% -14.37% 13.12% 3.34% -7.58% 14.43% 0.61% -4.57% 29.89%
2021 5.93% 5.66% 6.7% 7.11% 7.24% 5.13% -6.45% -2.42% 3.07% 4.69% -7.44% 3.41% 35.97%
2020 -5.53% -17.14% -46.78% 50.47% 5.65% -8.15% -3.72% -1.98% -13.79% 4.27% 19.78% 2.79% -36.47%
2019 12.82% 1.2% 0.67% -1.35% -2.89% 2.31% 0.03% -7.37% 0.75% -6.66% -7.45% 8.14% -1.78%
2018 6.76% -10.12% -9.22% 7.9% 4.55% -2.64% 6.43% -0.32% -1.65% -7.79% -2.91% -9.63% -19.25%
2017 3.87% -0.34% -2.77% 1.15% -2.07% -4.23% -1.32% -7.8% 1.04% -2.53% -3.5% 5.31% -13.07%
2016 -1.79% -4.84% 10.64% 6.51% -8.24% 0% 0% -1.96% 0% -4.74% 30.24% 22.92%
2015 -6.5% 3.96% -22.83% -24.98%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).