ETRACS Alerian Midstream Energy High Dividend Index ETN
Provider: ETRACS
| Annualised Return | 24.83% |
| Realised Volatility | 20.12% |
| Downside Volatility | 13.04% |
| Max Drawdown | -12.73% |
| Winning months | 66.67% |
| Sharpe Ratio | 1.23 |
| Sortino Ratio | 1.9 |
| Calmar Ratio | 1.95 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.62% | 2.86% | 6.01% | -1.54% | 3.48% | 2% | 3.54% | 3.69% | 0.84% | 3.98% | 13.78% | -4.78% | 40.43% |
| 2023 | 4.77% | -3.6% | -0.77% | 2.23% | -4.16% | 5.78% | 3.36% | 0.2% | 0.07% | -0.3% | 6.97% | -1.05% | 13.6% |
| 2022 | 10.1% | 4.22% | 5.98% | -2.61% | 6.63% | -12.73% | 10.55% | -0.06% | -9.29% | 11.72% | 3.51% | -5.07% | 21.27% |
| 2021 | 3.64% | 5.91% | 8.02% | 3.88% | 5.81% | 3.22% | -4.31% | -1.97% | 2.68% | 5.98% | -7.13% | 1.61% | 29.59% |
| 2020 | -0.41% | 2.73% | -10.8% | -1.69% | 19.38% | 0.62% | 7.77% |