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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%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).