PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ETRACS Alerian MLP Index ETN Class B (AMUB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS90274D3742
CUSIP90274D374
IssuerUBS
Inception DateOct 8, 2015
RegionNorth America (U.S.)
CategoryMLPs
Index TrackedAlerian MLP Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

AMUB has a high expense ratio of 0.80%, indicating higher-than-average management fees.


Expense ratio chart for AMUB: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

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 MLP Index ETN Class B

Popular comparisons: AMUB vs. UMI, AMUB vs. AMLP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETRACS Alerian MLP Index ETN Class B, 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%160.00%December2024FebruaryMarchAprilMay
55.82%
162.28%
AMUB (ETRACS Alerian MLP Index ETN Class B)
Benchmark (^GSPC)

S&P 500

Returns By Period

ETRACS Alerian MLP Index ETN Class B had a return of 14.94% year-to-date (YTD) and 33.47% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.94%11.29%
1 month2.66%6.86%
6 months15.87%16.73%
1 year33.47%26.63%
5 years (annualized)10.34%13.23%
10 years (annualized)N/A10.84%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.29%4.26%4.58%-1.42%14.94%
20236.25%-1.07%-1.14%1.62%-0.72%4.23%5.63%0.61%3.08%0.20%6.62%-1.95%25.39%
202212.79%5.10%2.00%-0.60%8.03%-14.37%13.12%3.34%-7.58%14.43%0.61%-4.57%31.97%
20215.93%7.74%6.70%7.11%7.24%5.13%-6.45%-2.42%3.07%4.69%-7.44%1.78%36.45%
2020-5.53%-15.05%-46.78%50.47%8.27%-8.15%-3.72%1.15%-13.79%4.27%22.58%2.79%-29.50%
201912.82%1.20%2.59%-1.35%-1.24%2.31%0.03%-5.41%0.75%-6.66%-5.31%8.14%6.35%
2018-0.67%-3.11%5.77%-0.65%10.18%-4.40%-9.11%-10.39%-13.24%
20173.87%3.29%-0.98%-3.75%0.00%-3.71%-1.32%-6.14%1.04%-2.53%-1.71%5.31%-7.04%
2016-1.79%-2.66%10.64%-2.27%0.00%0.00%22.85%4.16%32.27%
2015-8.31%3.96%-21.26%-24.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AMUB is 94, placing it in the top 6% 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 AMUB is 9494
AMUB (ETRACS Alerian MLP Index ETN Class B)
The Sharpe Ratio Rank of AMUB is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of AMUB is 9393Sortino Ratio Rank
The Omega Ratio Rank of AMUB is 9090Omega Ratio Rank
The Calmar Ratio Rank of AMUB is 9898Calmar Ratio Rank
The Martin Ratio Rank of AMUB is 9696Martin 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 MLP Index ETN Class B (AMUB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMUB
Sharpe ratio
The chart of Sharpe ratio for AMUB, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for AMUB, currently valued at 3.72, compared to the broader market0.005.0010.003.72
Omega ratio
The chart of Omega ratio for AMUB, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for AMUB, currently valued at 5.23, compared to the broader market0.005.0010.0015.005.23
Martin ratio
The chart of Martin ratio for AMUB, currently valued at 18.89, compared to the broader market0.0020.0040.0060.0080.00100.0018.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market0.005.0010.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.00100.008.76

Sharpe Ratio

The current ETRACS Alerian MLP Index ETN Class B Sharpe ratio is 2.69. 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 MLP Index ETN Class B 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.69
2.30
AMUB (ETRACS Alerian MLP Index ETN Class B)
Benchmark (^GSPC)

Dividends

Dividend History

ETRACS Alerian MLP Index ETN Class B granted a 5.85% dividend yield in the last twelve months. The annual payout for that period amounted to $1.06 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$1.06$1.05$0.87$0.82$0.95$1.15$1.18$1.21$1.32$0.36

Dividend yield

5.85%6.54%6.35%7.46%10.94%8.35%8.47%7.00%6.61%2.25%

Monthly Dividends

The table displays the monthly dividend distributions for ETRACS Alerian MLP Index ETN Class B. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.26$0.00$0.00$0.00$0.26
2023$0.00$0.25$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.27$0.00$1.05
2022$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.87
2021$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.82
2020$0.00$0.27$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.21$0.00$0.95
2019$0.00$0.29$0.00$0.00$0.26$0.00$0.00$0.30$0.00$0.00$0.29$0.00$1.15
2018$0.27$0.00$0.32$0.00$0.31$0.00$0.28$0.00$1.18
2017$0.00$0.29$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.30$0.00$1.21
2016$0.00$0.34$0.00$0.00$0.34$0.32$0.32$0.00$1.32
2015$0.36$0.00$0.36

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.58%
0
AMUB (ETRACS Alerian MLP Index ETN Class B)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ETRACS Alerian MLP Index ETN Class B. 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 MLP Index ETN Class B was 73.04%, occurring on Mar 18, 2020. Recovery took 553 trading sessions.

The current ETRACS Alerian MLP Index ETN Class B drawdown is 0.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.04%Feb 22, 2017354Mar 18, 2020553May 27, 2022907
-39.5%Oct 16, 201514Feb 11, 201616Jan 25, 201730
-20.58%Jun 8, 202211Jun 23, 202290Oct 31, 2022101
-9.75%Feb 15, 202326Mar 23, 202351Jun 7, 202377
-7.33%Dec 1, 202213Dec 19, 202216Jan 12, 202329

Volatility

Volatility Chart

The current ETRACS Alerian MLP Index ETN Class B volatility is 3.65%, 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%December2024FebruaryMarchAprilMay
3.65%
3.15%
AMUB (ETRACS Alerian MLP Index ETN Class B)
Benchmark (^GSPC)