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ETRACS Alerian MLP Infrastructure Index ETN Series B

Provider: ETRACS
Annualised Return 5.38%
Realised Volatility 35.3%
Downside Volatility 28.43%
Max Drawdown -68.34%
Winning months 57.29%
Sharpe Ratio 0.15
Sortino Ratio 0.19
Calmar Ratio 0.08
Viking Ratio 0.13
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 4.66% 4.68% 4.85% -1.46% 0.44% 4.58% 0.5% 0.28% -0.36% 1.35% 21%
2023 5.84% -1.5% -0.93% 1.61% -0.2% 4.48% 5.78% 0.76% 2.21% -0.55% 6.64% -3.5% 22.01%
2022 10.86% 5.44% 1.78% -0.59% 7.73% -14.32% 12.92% 3.61% -7.32% 14.25% 1.02% -4.7% 30.22%
2021 5.11% 8.35% 6.88% 7.46% 6.98% 6.02% -6.39% -3.06% 2.83% 5.23% -7.59% 3.57% 39.42%
2020 -5.84% -15.18% -46.43% 48.21% 7.79% -8.11% -3.85% 0.56% -13.02% 4.29% 23.06% 2.07% -30.8%
2019 12.77% 1.05% 2.83% -1.24% -1.16% 2.25% -0.29% -5.3% 0.65% -6.98% -5.73% 8.44% 5.68%
2018 15.38% -8.68% -13.43% 3.18% 14.15% 0.69% -0.85% -16.4% -10.34%
2017 10.22% -6.73% 2.17% -4.9% -1.78% -10.14% 5.72% -2.33% -4.52% -0.98% -13.93%
2016 -0.7% 1.64% 9.47% -5.41% 21.85% 1.24% 28.92%
2015 -3.26% -22.04% -24.58%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).