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ETRACS Alerian Midstream Energy Index ETN

Provider: ETRACS
Annualised Return 22.18%
Realised Volatility 19.71%
Downside Volatility 12.73%
Max Drawdown -14.93%
Winning months 61.54%
Sharpe Ratio 1.13
Sortino Ratio 1.74
Calmar Ratio 1.49
Viking Ratio 0
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.31% 3.14% 6.32% -1.47% 3.62% 2.78% 3.71% 4.98% 0.42% 26.18%
2023 4.6% -3.62% -0.34% 2.35% -5.42% 6.92% 3.58% -0.64% -0.77% -0.54% 7.15% -0.6% 12.5%
2022 9.53% 5.44% 7.04% -2.43% 6.26% -12.34% 10.2% -0.17% -9.84% 10.97% 3.5% -5.92% 20.41%
2021 3.56% 6.27% 7.56% 4.21% 6.17% 2.99% -3.77% -1.67% 4.05% 5.94% -7.16% 1.03% 31.94%
2020 -4.03% -1.18% 2.4% -10.33% -2.32% 18.75% 0.35% 1.37%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).