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JPMorgan Alerian MLP Index ETN

Provider: JP
Annualised Return 8.74%
Realised Volatility 26.59%
Downside Volatility 21.51%
Max Drawdown -75.42%
Winning months 59.34%
Sharpe Ratio 0.33
Sortino Ratio 0.41
Calmar Ratio 0.12
Viking Ratio 0.13
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 4.46% 4.57% 4.44% -1.79% 1.14% 13.32%
2023 6.44% -1.49% -0.98% 1.58% -0.77% 4.33% 5.89% 0.44% 3.13% 0.24% 6.4% -2.09% 25.06%
2022 11.01% 4.75% 2.55% -0.38% 7.35% -13.82% 12.71% 3.03% -7.47% 14.21% 0.94% -4.44% 30.08%
2021 5.9% 6.95% 7.52% 6.39% 7.4% 5.48% -6.82% -2.34% 3.41% 4.35% -7.42% 3.37% 37.93%
2020 -5.78% -13.73% -47.77% 51.16% 8.26% -8.46% -3.26% 1.36% -14.17% 5.1% 22.01% 2.81% -29.43%
2019 12.05% 0.35% 3.53% -1.69% -1.64% 3.46% -0.56% -5.26% 0.43% -6.53% -5.27% 8.29% 5.67%
2018 6.84% -10.59% -7.08% 8.17% 6.58% -2.1% 5.3% 1.28% -1.47% -8.99% 0.14% -9.16% -12.84%
2017 4.75% 0.37% -1.43% -1.39% -4.61% -0.7% 1.14% -4.6% 0.21% -4.11% -1.23% 4.69% -7.21%
2016 -11.43% -0.45% 8.36% 10.89% 2.36% 5.3% 0.31% -1.28% 1.61% -4.32% 1.91% 4.6% 17.21%
2015 -3.37% 1.76% -4.04% 6.07% -3.47% -8.48% -3.28% -4.89% -15.14% 9.25% -7.86% -3.5% -32.96%
2014 0.54% -0.43% 1.53% 4.17% 3.31% 5.82% -3.78% 8.18% -1.58% -4.56% -2.7% -5.69% 3.85%
2013 12.48% 0.6% 5.77% 1.96% -0.88% 2.62% -0.81% -2.1% -0.31% 2.74% 0.72% 1.71% 26.44%
2012 1.92% 3.9% -4.07% 2.22% -7.4% 6.08% 1.93% 1.63% 2.03% 0.31% -0.81% -3.15% 3.9%
2011 2.86% 3.56% -0.78% 3.24% -5.02% 1.06% -1.7% -1.38% -4.06% 10.07% -0.16% 5.55% 13.02%
2010 0.14% 4.89% 3.25% 2.49% -5.02% 5.68% 7.02% -2.4% 5.97% 5.17% 2.02% 1.68% 34.71%
2009 8.01% 9.04% -1.63% 12.43% -3.34% 5.21% 2.8% 5.78% 6.76% 53.77%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).