Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MLPY (Morgan Stanley Cushing MLP High Income Index ETN) | NA | 41.09% | -0.42% | -0.61% | -2.97% | NA | NA | -3.43% |
Data as of 06/08/2021, AR inception is 03/17/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLPY (Morgan Stanley Cushing MLP High Income Index ETN) | 03/17/2011 | 06/08/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.58 | 41.09 | -0.42 | -0.61 | -2.97 | NA | NA | -3.43 | 48.63 | -26.75 | -4.59 | -22.80 | -12.95 | 17.88 | -49.37 | -26.66 | 19.16 | -4.60 | -3.83 |
| Sharpe Ratio | NA | 1.22 | -0.03 | -0.04 | -0.11 | NA | NA | -0.12 | 5.91 | -0.45 | -1.36 | -1.56 | -1.44 | -0.42 | -2.18 | -1.94 | 0.05 | -1.58 | -0.88 |
| Standard Deviation(%) | NA | 33.75 | 39.65 | 34.34 | 30.55 | NA | NA | 30.30 | 25.71 | 60.02 | 20.48 | 28.37 | 22.38 | 38.39 | 31.10 | 23.26 | 13.59 | 14.74 | 25.16 |
| Draw Down(%) | NA | 32.49 | 74.47 | 75.64 | 86.76 | NA | NA | 86.76 | 7.98 | 70.09 | 27.62 | 31.58 | 22.68 | 33.58 | 59.10 | 36.87 | 9.47 | 14.37 | 25.26 |
| Yield(%) | 0.00 | 8.61 | 6.84 | 6.52 | 5.42 | 3.45 | 2.59 | 5.17 | 4.49 | 5.78 | 10.34 | 8.60 | 7.52 | 11.27 | 8.99 | 7.33 | 8.31 | 7.42 | 3.21 |
Data as of 06/08/2021, AR inception is 03/17/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLPY (Morgan Stanley Cushing MLP High Income Index ETN) |
-32.17%
Mar 2017 - Mar 2020 |
-25.62%
Mar 2015 - Mar 2020 |
-5.08%
Apr 2011 - Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLPY (Morgan Stanley Cushing MLP High Income Index ETN) |
18.44%
Sep 2011 - Sep 2014 |
2.24%
Feb 2016 - Feb 2021 |
-3.93%
May 2011 - May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart