ETRACS Alerian MLP Infrastructure Index ETN Series B
Provider: ETRACS
| Annualised Return | 5.23% |
| Realised Volatility | 35.3% |
| Downside Volatility | 28.43% |
| Max Drawdown | -68.34% |
| Winning months | 57.29% |
| Sharpe Ratio | 0.15 |
| Sortino Ratio | 0.18 |
| 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% | 0.22% | 19.66% | ||
| 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% |