PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ETRACS Alerian Midstream Energy Total Return Index...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerUBS
Inception DateOct 20, 2020
RegionNorth America (U.S.)
CategoryMLPs
Index TrackedAlerian Midstream Energy Index
Home Pageetracs.ubs.com
Asset ClassEquity

Expense Ratio

AMTR has a high expense ratio of 0.75%, indicating higher-than-average management fees.


Expense ratio chart for AMTR: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETRACS Alerian Midstream Energy Total Return Index ETN

Popular comparisons: AMTR vs. SPY, AMTR vs. VUG, AMTR vs. XLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETRACS Alerian Midstream Energy Total Return Index ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%2024FebruaryMarchAprilMayJune
138.62%
58.10%
AMTR (ETRACS Alerian Midstream Energy Total Return Index ETN)
Benchmark (^GSPC)

S&P 500

Returns By Period

ETRACS Alerian Midstream Energy Total Return Index ETN had a return of 11.32% year-to-date (YTD) and 22.75% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.32%13.87%
1 month-1.16%2.33%
6 months12.82%15.10%
1 year22.75%22.72%
5 years (annualized)N/A13.49%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of AMTR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.00%3.44%6.38%-1.73%3.93%11.32%
20234.64%-3.64%-0.34%2.39%-5.63%7.26%2.97%-0.10%-0.79%-0.51%7.24%-0.57%12.75%
20229.64%5.50%7.12%-2.43%6.31%-12.48%10.18%-0.16%-9.97%11.02%3.54%-5.97%20.41%
20215.55%6.31%7.66%5.89%6.24%3.01%-3.76%-1.69%4.10%6.00%-7.23%1.04%36.99%
2020-3.53%18.93%0.44%15.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AMTR is 82, placing it in the top 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AMTR is 8282
AMTR (ETRACS Alerian Midstream Energy Total Return Index ETN)
The Sharpe Ratio Rank of AMTR is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of AMTR is 7777Sortino Ratio Rank
The Omega Ratio Rank of AMTR is 7676Omega Ratio Rank
The Calmar Ratio Rank of AMTR is 8686Calmar Ratio Rank
The Martin Ratio Rank of AMTR is 9292Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMTR
Sharpe ratio
The chart of Sharpe ratio for AMTR, currently valued at 1.86, compared to the broader market0.002.004.006.001.86
Sortino ratio
The chart of Sortino ratio for AMTR, currently valued at 2.62, compared to the broader market0.005.0010.002.62
Omega ratio
The chart of Omega ratio for AMTR, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for AMTR, currently valued at 2.36, compared to the broader market0.005.0010.0015.0020.002.36
Martin ratio
The chart of Martin ratio for AMTR, currently valued at 13.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market0.005.0010.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.02

Sharpe Ratio

The current ETRACS Alerian Midstream Energy Total Return Index ETN Sharpe ratio is 1.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ETRACS Alerian Midstream Energy Total Return Index ETN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.86
2.14
AMTR (ETRACS Alerian Midstream Energy Total Return Index ETN)
Benchmark (^GSPC)

Dividends

Dividend History


ETRACS Alerian Midstream Energy Total Return Index ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-2.13%
-0.04%
AMTR (ETRACS Alerian Midstream Energy Total Return Index ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ETRACS Alerian Midstream Energy Total Return Index ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ETRACS Alerian Midstream Energy Total Return Index ETN was 19.33%, occurring on Sep 26, 2022. Recovery took 292 trading sessions.

The current ETRACS Alerian Midstream Energy Total Return Index ETN drawdown is 2.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.33%Jun 8, 202276Sep 26, 2022292Nov 22, 2023368
-13.77%Oct 21, 202142Dec 20, 202130Feb 2, 202272
-13.35%Jun 17, 202145Aug 19, 202137Oct 12, 202182
-8.62%Dec 11, 202015Jan 4, 20216Jan 12, 202121
-7.98%Apr 21, 202216May 12, 202213Jun 1, 202229

Volatility

Volatility Chart

The current ETRACS Alerian Midstream Energy Total Return Index ETN volatility is 3.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
3.45%
2.26%
AMTR (ETRACS Alerian Midstream Energy Total Return Index ETN)
Benchmark (^GSPC)