Alerian MLP ETF
Provider: ALPS
| Annualised Return | 4.91% |
| Realised Volatility | 26.01% |
| Downside Volatility | 22.15% |
| Max Drawdown | -71.88% |
| Winning months | 56.98% |
| Sharpe Ratio | 0.19 |
| Sortino Ratio | 0.22 |
| Calmar Ratio | 0.07 |
| Viking Ratio | 0.16 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.52% | 4.91% | 3.87% | -1.2% | -0.2% | 4.58% | 0.21% | 0.47% | -0.42% | -1.34% | 6.39% | 23.6% | |
| 2023 | 6.09% | -1.88% | -0.59% | 1.55% | -2.32% | 4.62% | 6.4% | 0.62% | 2.6% | -0.57% | 7.24% | -3.5% | 21.4% |
| 2022 | 11.21% | 5.19% | 1.89% | -0.6% | 7.99% | -14.52% | 12.74% | 3.75% | -7.51% | 14.63% | -2.69% | -4.94% | 25.47% |
| 2021 | 5.42% | 7.75% | 7.21% | 7.34% | 7.02% | 6.03% | -6.87% | -2.6% | 3% | 5.19% | -7.68% | 3.35% | 39.09% |
| 2020 | -5.65% | -14.83% | -48.43% | 49.13% | 7.9% | -7.98% | -3.81% | 0.15% | -13.47% | 4.4% | 23.53% | 2.68% | -32.26% |
| 2019 | 12.71% | 0.45% | 3.51% | -0.9% | -1.07% | 2.18% | -0.2% | -5.58% | 0.55% | -6.56% | -6.06% | 8.56% | 5.99% |
| 2018 | 5.65% | -9.73% | -7.23% | 7.79% | 4.58% | -2.42% | 8.32% | 1.02% | -1.57% | -8.05% | -0.89% | -8.59% | -12.67% |
| 2017 | 3.25% | 0.56% | -1.17% | -0.87% | -3.08% | -0.33% | 0.33% | -4.87% | 0.18% | -4.46% | -1.4% | 4.05% | -7.89% |
| 2016 | -13.69% | 0.78% | 7.9% | 11.81% | 2.06% | 4.18% | 0.86% | -0.49% | 1.28% | -2.59% | 3.13% | 1.94% | 16.16% |
| 2015 | -2.4% | 1.48% | -2.87% | 3.8% | -2.07% | -5.98% | -0.96% | -4.36% | -13.57% | 8.89% | -7.72% | -1.71% | -25.66% |
| 2014 | 0.11% | -0.69% | 1.49% | 2.55% | 2.27% | 4.17% | -2.74% | 6.13% | -0.72% | -3.08% | -1.04% | -3.2% | 4.88% |
| 2013 | 8.28% | 0.43% | 3.75% | 0.45% | -0.8% | 2.64% | -0.08% | -1.44% | 1.56% | 1.59% | 0.47% | 0.57% | 18.46% |
| 2012 | 1.26% | 3.02% | -2.63% | 1.02% | -5.04% | 1.59% | 2.94% | 0.93% | 1.35% | 0.18% | -0.03% | -2.39% | 1.9% |
| 2011 | 1.43% | 2.94% | -1.03% | 2.14% | -3.14% | 0.63% | -1.1% | -0.24% | -2.12% | 6.17% | 0.3% | 4.07% | 10.1% |
| 2010 | -0.8% | 3.34% | 3.17% | 1.02% | 1.36% | 8.3% |