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% |