ETRACS Alerian MLP Index ETN Series B
Provider: ETRACS
| Annualised Return | 2.99% |
| Realised Volatility | 33.46% |
| Downside Volatility | 25.82% |
| Max Drawdown | -73.52% |
| Winning months | 54.87% |
| Sharpe Ratio | 0.09 |
| Sortino Ratio | 0.12 |
| Calmar Ratio | 0.04 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.7% | 3.22% | -0.06% | 12.14% | |||||||||
| 2024 | 4.29% | 4.26% | 4.58% | -1.42% | 0% | 4.52% | 0.55% | 0.14% | -0.27% | -1.43% | 14.39% | -7.27% | 23.05% |
| 2023 | 6.25% | -1.07% | -1.14% | 1.62% | -0.72% | 4.23% | 5.63% | 0.61% | 3.08% | 0.2% | 6.62% | -1.95% | 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% | -17.15% | -46.78% | 50.46% | 5.65% | -8.15% | -3.71% | -1.98% | -13.79% | 4.27% | 19.77% | 2.8% | -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% | -7.8% | -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% | -13.06% |
| 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% |