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ETRACS Alerian MLP Infrastructure Index ETN Series B

Provider: ETRACS
Annualised Return 0.74%
Realised Volatility 31.81%
Downside Volatility 25.54%
Max Drawdown -72.69%
Winning months 54.13%
Sharpe Ratio 0.02
Sortino Ratio 0.03
Calmar Ratio 0.01
Viking Ratio 0.1
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% -1.4% 14.92% -9.56% 22.34%
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% 5.45% 1.78% -0.59% 7.73% -14.32% 12.92% 3.61% -7.32% 14.25% 1.02% -4.7% 30.22%
2021 2.86% 8.35% 6.88% 5.45% 6.98% 6.02% -6.39% -3.06% 2.83% 5.23% -7.59% 3.57% 33.89%
2020 -7.73% -15.18% -46.43% 41.55% 7.79% -8.11% -6.55% 0.56% -13.02% 1.07% 23.06% 2.07% -39%
2019 10.77% 1.05% 2.83% -2.93% -1.16% 2.25% -1.97% -5.3% 0.65% -8.78% -5.73% 8.44% -1.62%
2018 6.63% -9.52% -9.53% 5.36% 5% -1.56% 4.86% 2.03% -2.06% -9.53% -0.69% -8.47% -18.09%
2017 4.18% -5.73% 1.25% -2.31% -4.95% -0.02% -7.95% 3.22% -6.54% -3.87% 6.86% -15.8%
2016 -2.75% 1.64% 9.47% -5.41% -2.12% 21.84% -1.63% 0% 4.13% -2.41% -0.76% 5.13% 27.3%
2015 -3.26% -22.04% -24.58%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).