Alerian Energy Infrastructure ETF
Provider: ALPS
| Annualised Return | 7.26% |
| Realised Volatility | 25.22% |
| Downside Volatility | 20.99% |
| Max Drawdown | -59.42% |
| Winning months | 57.14% |
| Sharpe Ratio | 0.29 |
| Sortino Ratio | 0.35 |
| Calmar Ratio | 0.12 |
| Viking Ratio | 0.22 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.26% | 4.13% | 7.09% | -0.61% | 3.58% | 2.86% | 3.01% | 3.99% | 0.61% | 3.93% | 10.48% | 46.5% | |
| 2023 | 5.43% | -4.01% | -0.84% | 2.47% | -3.77% | 7.28% | 4.31% | -0.3% | -0.94% | -0.79% | 7.34% | -0.72% | 15.63% |
| 2022 | 7.81% | 4.82% | 7.08% | -2.47% | 6.74% | -13.36% | 11.11% | -0.1% | -10.76% | 11.96% | 4.22% | -6.87% | 17.48% |
| 2021 | 5.19% | 7.31% | 6.64% | 6.06% | 6.54% | 4.52% | -4% | -1.68% | 4.96% | 5.54% | -7.6% | 1.93% | 39.97% |
| 2020 | -3.92% | -11.23% | -41.25% | 34.27% | 6.36% | -3.02% | -0.82% | 3% | -11.74% | 0.41% | 19.32% | 1.18% | -24.14% |
| 2019 | 15.93% | 1.81% | 3.56% | -0.79% | -2.51% | 3.11% | -1.83% | -3.03% | 2.65% | -4.08% | -1.59% | 8.14% | 21.6% |
| 2018 | 0.5% | -10.32% | -3.57% | 5.05% | 4.43% | 2.47% | 3.44% | -1.47% | -1.61% | -7.22% | -0.8% | -9.76% | -18.65% |
| 2017 | 1.34% | 0.74% | 0.49% | -1.99% | -3.6% | 1.54% | 2.99% | -3.53% | 3.1% | -3.49% | -1.8% | 4.43% | -0.22% |
| 2016 | -4.93% | 1.63% | 10.05% | 10.11% | 1.99% | 5.23% | 0.61% | 2.6% | 6.09% | -4.81% | 4.34% | 3.87% | 41.99% |
| 2015 | -6.39% | 1.7% | -0.39% | 5.12% | -4.35% | -4.75% | -4.44% | -6.67% | -14.33% | 6.76% | -8.18% | -7.48% | -37.07% |
| 2014 | 0.04% | 0.9% | 2.43% | 3.6% | 3.39% | 7.07% | -3.33% | 6.62% | -3.52% | -2.1% | -2.69% | -0.12% | 12.19% |
| 2013 | -0.56% | 3.96% | 3.38% |