ETRACS Quarterly Pay 1.5X Leveraged Alerian MLP Index ETN
Provider: ETRACS
| Annualised Return | 36.59% |
| Realised Volatility | 34.56% |
| Downside Volatility | 24.39% |
| Max Drawdown | -40.43% |
| Winning months | 64.29% |
| Sharpe Ratio | 1.06 |
| Sortino Ratio | 1.5 |
| Calmar Ratio | 0.9 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.01% | 5.01% | |||||||||||
| 2024 | 6% | 6.15% | 6.4% | -2.33% | -0.16% | 6.41% | 0.26% | 0.17% | -0.58% | -2.44% | 21.17% | -10.28% | 31.57% |
| 2023 | 9.43% | -1.82% | -1.87% | 2.12% | -1.26% | 5.95% | 8.19% | 0.5% | 4.3% | 0.03% | 9.58% | -2.96% | 35.87% |
| 2022 | 16.71% | 7.08% | 3.13% | -0.75% | 11.55% | -20.33% | 20.11% | 5.18% | -11.13% | 21.67% | 0.98% | -7.15% | 45.61% |
| 2021 | 4.4% | 11.42% | 9.91% | 6.54% | 10.93% | 7.17% | -9.1% | -3.65% | 4.5% | 6.8% | -10.98% | 5.25% | 48.29% |
| 2020 | -21.84% | -6.26% | 1.4% | -19.82% | -0.01% | 33.76% | 3.71% | -17.37% |