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ATMP vs. CPIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATMP vs. CPIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and Counterpoint Tactical Equity Fund (CPIEX). The values are adjusted to include any dividend payments, if applicable.

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ATMP vs. CPIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
19.13%6.99%38.74%21.58%27.47%41.34%-28.67%7.25%-9.55%-7.07%
CPIEX
Counterpoint Tactical Equity Fund
-1.43%10.21%37.75%6.18%12.15%54.08%-29.20%-7.69%-3.17%14.15%

Returns By Period

In the year-to-date period, ATMP achieves a 19.13% return, which is significantly higher than CPIEX's -1.43% return. Over the past 10 years, ATMP has outperformed CPIEX with an annualized return of 13.31%, while CPIEX has yielded a comparatively lower 7.67% annualized return.


ATMP

1D
-1.55%
1M
-0.68%
YTD
19.13%
6M
21.03%
1Y
15.41%
3Y*
28.36%
5Y*
26.24%
10Y*
13.31%

CPIEX

1D
0.09%
1M
-3.65%
YTD
-1.43%
6M
-1.85%
1Y
3.43%
3Y*
18.02%
5Y*
23.12%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATMP vs. CPIEX - Expense Ratio Comparison

ATMP has a 0.95% expense ratio, which is lower than CPIEX's 1.75% expense ratio.


Return for Risk

ATMP vs. CPIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATMP
ATMP Risk / Return Rank: 3939
Overall Rank
ATMP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 3838
Sortino Ratio Rank
ATMP Omega Ratio Rank: 4242
Omega Ratio Rank
ATMP Calmar Ratio Rank: 4040
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3131
Martin Ratio Rank

CPIEX
CPIEX Risk / Return Rank: 1414
Overall Rank
CPIEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CPIEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CPIEX Omega Ratio Rank: 1010
Omega Ratio Rank
CPIEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CPIEX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ATMP vs. CPIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and Counterpoint Tactical Equity Fund (CPIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ATMPCPIEXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.36

+0.48

Sortino ratio

Return per unit of downside risk

1.15

0.56

+0.59

Omega ratio

Gain probability vs. loss probability

1.18

1.07

+0.11

Calmar ratio

Return relative to maximum drawdown

1.08

0.64

+0.44

Martin ratio

Return relative to average drawdown

2.82

2.08

+0.73

ATMP vs. CPIEX - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 0.84, which is higher than the CPIEX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ATMP and CPIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ATMPCPIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.36

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

1.81

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.60

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.53

-0.23

Correlation

The correlation between ATMP and CPIEX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ATMP vs. CPIEX - Dividend Comparison

ATMP's dividend yield for the trailing twelve months is around 4.58%, less than CPIEX's 5.65% yield.


TTM20252024202320222021202020192018201720162015
ATMP
Barclays ETN+ Select MLP ETN
4.58%5.14%4.72%5.62%5.50%5.89%8.71%6.86%6.51%5.56%5.47%6.30%
CPIEX
Counterpoint Tactical Equity Fund
5.65%5.56%2.16%2.44%3.05%0.00%0.00%0.00%3.40%5.93%0.00%0.00%

Drawdowns

ATMP vs. CPIEX - Drawdown Comparison

The maximum ATMP drawdown since its inception was -73.72%, which is greater than CPIEX's maximum drawdown of -48.20%. Use the drawdown chart below to compare losses from any high point for ATMP and CPIEX.


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Drawdown Indicators


ATMPCPIEXDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-48.20%

-25.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-7.14%

-7.97%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-9.76%

-13.22%

Max Drawdown (10Y)

Largest decline over 10 years

-70.30%

-48.20%

-22.10%

Current Drawdown

Current decline from peak

-3.92%

-4.98%

+1.06%

Average Drawdown

Average peak-to-trough decline

-17.50%

-10.03%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

2.21%

+3.60%

Volatility

ATMP vs. CPIEX - Volatility Comparison

Barclays ETN+ Select MLP ETN (ATMP) has a higher volatility of 4.26% compared to Counterpoint Tactical Equity Fund (CPIEX) at 2.94%. This indicates that ATMP's price experiences larger fluctuations and is considered to be riskier than CPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPCPIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

2.94%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

9.04%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

11.06%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.07%

12.85%

+9.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.57%

12.71%

+14.86%