Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MLPI (UBS ETRACS Alerian MLP Infrastructure Index ETN) | NA | -27.74% | -14.07% | -8.77% | -3.05% | NA | NA | -1.29% |
Data as of 11/30/2020, AR inception is 04/01/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MLPI (UBS ETRACS Alerian MLP Infrastructure Index ETN) | 04/01/2010 | 11/30/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -27.74 | -14.07 | -8.77 | -3.05 | NA | NA | -1.29 | -34.14 | 5.54 | -12.49 | -9.44 | 17.01 | -31.97 | 7.65 | 27.05 | 3.39 | 15.82 | 22.35 |
Sharpe Ratio | NA | -0.46 | -0.38 | -0.26 | -0.12 | NA | NA | -0.06 | -0.56 | 0.24 | -0.56 | -0.59 | 0.48 | -1.01 | 0.40 | 1.88 | 0.27 | 0.88 | 1.91 |
Standard Deviation(%) | NA | 62.91 | 40.16 | 36.52 | 29.00 | NA | NA | 28.39 | 65.38 | 17.06 | 24.64 | 17.16 | 35.21 | 31.75 | 19.03 | 14.36 | 12.64 | 17.98 | 16.02 |
Draw Down(%) | NA | 67.22 | 71.77 | 73.66 | 79.75 | NA | NA | 79.75 | 67.22 | 20.77 | 25.53 | 23.62 | 31.50 | 44.13 | 18.47 | 7.59 | 13.80 | 15.66 | 10.75 |
Yield(%) | 0.00 | 7.99 | 6.57 | 6.09 | 5.74 | 4.66 | 3.49 | 6.98 | 7.19 | 7.75 | 6.49 | 5.85 | 7.09 | 4.65 | 4.69 | 5.28 | 5.00 | 5.17 | 3.05 |
Data as of 11/30/2020, AR inception is 04/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MLPI (UBS ETRACS Alerian MLP Infrastructure Index ETN) |
-29.99%
Mar 2017 - Mar 2020 |
-21.34%
Mar 2015 - Mar 2020 |
-4.59%
Oct 2010 - Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MLPI (UBS ETRACS Alerian MLP Infrastructure Index ETN) |
22.43%
Sep 2011 - Sep 2014 |
14.92%
May 2010 - May 2015 |
-0.62%
May 2010 - May 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart