UBS ETRACS Alerian MLPInfrs ETN SerB (MLPB)
23.73
+0.07
(+0.30%)
USD |
NYSEARCA |
May 06, 16:00
MLPB Max Drawdown (5Y): 72.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.38% |
March 31, 2024 | 72.38% |
February 29, 2024 | 72.38% |
January 31, 2024 | 72.38% |
December 31, 2023 | 72.38% |
November 30, 2023 | 72.38% |
October 31, 2023 | 72.38% |
September 30, 2023 | 72.38% |
August 31, 2023 | 72.38% |
July 31, 2023 | 72.38% |
June 30, 2023 | 72.38% |
May 31, 2023 | 72.38% |
April 30, 2023 | 72.38% |
March 31, 2023 | 72.38% |
February 28, 2023 | 72.38% |
January 31, 2023 | 72.38% |
December 31, 2022 | 72.38% |
November 30, 2022 | 72.38% |
October 31, 2022 | 72.38% |
September 30, 2022 | 72.38% |
August 31, 2022 | 72.38% |
July 31, 2022 | 72.38% |
June 30, 2022 | 72.38% |
May 31, 2022 | 72.38% |
April 30, 2022 | 72.38% |
Date | Value |
---|---|
March 31, 2022 | 72.38% |
February 28, 2022 | 72.38% |
January 31, 2022 | 72.38% |
December 31, 2021 | 72.38% |
November 30, 2021 | 72.38% |
October 31, 2021 | 72.38% |
September 30, 2021 | 72.38% |
August 31, 2021 | 72.38% |
July 31, 2021 | 72.38% |
June 30, 2021 | 72.38% |
May 31, 2021 | 72.38% |
April 30, 2021 | 72.38% |
March 31, 2021 | 72.38% |
February 28, 2021 | 72.38% |
January 31, 2021 | 72.38% |
December 31, 2020 | 72.38% |
November 30, 2020 | 72.38% |
October 31, 2020 | 72.38% |
September 30, 2020 | 72.38% |
August 31, 2020 | 72.38% |
July 31, 2020 | 72.38% |
June 30, 2020 | 72.38% |
May 31, 2020 | 72.38% |
April 30, 2020 | 72.38% |
March 31, 2020 | 72.38% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
30.99%
Minimum
May 2019
72.38%
Maximum
Mar 2020
65.62%
Average
72.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global X MLP ETF | 76.90% |
Barclays ETN+ Select MLP | 72.37% |
Alerian Energy Infrastructure ETF | 64.53% |
Alerian MLP Index ETN | -- |
First Trust Energy Income & Growth Fund | 71.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.834 |
Beta (5Y) | 1.353 |
Alpha (vs YCharts Benchmark) (5Y) | -1.342 |
Beta (vs YCharts Benchmark) (5Y) | 0.8759 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.48% |
Historical Sharpe Ratio (5Y) | 0.1911 |
Historical Sortino (5Y) | 0.2113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |