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Performance
AMTR Performance Chart
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Returns By Period
ETRACS Alerian Midstream Energy Total Return Index ETN
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AMTR Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.00% | 3.44% | 6.37% | -1.73% | 3.94% | 2.92% | 3.68% | 4.94% | 0.49% | 5.15% | 14.82% | -5.24% | 44.68% |
| 2023 | 4.64% | -3.64% | -0.34% | 2.39% | -5.63% | 7.26% | 2.97% | -0.10% | -0.79% | -0.51% | 7.24% | -0.57% | 12.75% |
| 2022 | 9.64% | 5.50% | 7.11% | -2.43% | 6.31% | -12.48% | 10.18% | -0.16% | -9.97% | 11.02% | 3.54% | -5.97% | 20.41% |
| 2021 | 5.55% | 6.31% | 7.66% | 5.89% | 6.24% | 3.01% | -3.76% | -1.69% | 4.10% | 6.00% | -7.23% | 1.04% | 36.99% |
Benchmark Metrics
ETRACS Alerian Midstream Energy Total Return Index ETN has an annualized alpha of 21.00%, beta of 0.67, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since October 21, 2020.
- This ETF captured 102.04% of S&P 500 Index gains but only 35.20% of its losses - a favorable profile for investors.
- Beta of 0.67 may look defensive, but with R2 of 0.30 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.30 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 21.00%
- Beta
- 0.67
- R²
- 0.30
- Upside Capture
- 102.04%
- Downside Capture
- 35.20%
Expense Ratio
AMTR has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMTR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -19.33%Sep 2022 | 3mo 20d | 1y 1mo | 1y 5moJun 2022 - Nov 2023 |
2021 correction2021 | -13.78%Dec 2021 | 2mo | 1mo 14d | 3mo 14dOct 2021 - Feb 2022 |
2021 correction2021 | -13.34%Aug 2021 | 2mo 3d | 1mo 24d | 3mo 27dJun 2021 - Oct 2021 |
2021 pullback2021 | -8.62%Jan 2021 | 24d | 8d | 1mo 2dDec 2020 - Jan 2021 |
Bear market2022 | -7.98%May 2022 | 21d | 20d | 1mo 11dApr 2022 - Jun 2022 |
Drawdown Indicators
| AMTR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with AMTR
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