Alerian MLP ETF

10-Year Study

AMLP.US · · US · ETF

Executive Summary: Alerian MLP ETF has compounded at 6.7% annually over the last 10 years, with a maximum drawdown of 66.0% and an annualized volatility of 20.0%.

1Y CAGR
+16.4%
3Y CAGR
+20.4%
5Y CAGR
+17.4%
10Y CAGR
+6.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
66.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +39.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -32.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.46.11.2-1.9————————12.1%
20257.12.60.1-7.11.02.32.5-0.7-3.6-0.64.4-1.35.8%
20244.54.93.9-1.2-0.24.60.20.5-0.4-1.312.6-6.222.8%
20236.1-1.9-0.61.6-2.34.66.40.62.6-0.67.2-3.521.4%
202211.25.21.9-0.68.0-14.512.73.8-7.514.6-2.7-4.925.5%
20215.47.77.27.37.06.0-6.9-2.63.05.2-7.73.339.1%
2020-5.6-14.8-48.449.17.9-8.0-3.80.2-13.54.423.52.7-32.3%
201912.70.43.5-0.9-1.12.2-0.2-5.60.6-6.6-6.18.66.0%
20185.7-9.7-7.27.84.6-2.48.31.0-1.6-8.1-0.9-8.6-12.7%
20173.30.6-1.2-0.9-3.1-0.30.3-4.90.2-4.5-1.44.1-7.9%
2016———11.82.14.20.9-0.51.3-3.63.11.922.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 13.5% of variance. Idiosyncratic stock-specific factors contribute 30.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111181.348943407855
2016-05-0111411.701647245518
2016-06-0111888.318188916228
2016-07-0111991.128593194087
2016-08-0111932.75963214471
2016-09-0112085.118236185379
2016-10-0111647.076698418592
2016-11-0112011.513414731939
2016-12-0112244.736031332695
2017-01-0112643.189654808582
2017-02-0112713.797949700558
2017-03-0112565.490987207786
2017-04-0112456.729734406455
2017-05-0112073.59638053355
2017-06-0112033.333192651337
2017-07-0112073.59638053355
2017-08-0111485.475287096788
2017-09-0111505.98672243301
2017-10-0110993.243043626895
2017-11-0110839.491687804137
2017-12-0111278.546135957899
2018-01-0111916.131019958555
2018-02-0110756.77067286793
2018-03-019979.319746265948
2018-04-0110756.77067286793
2018-05-0111249.551576130767
2018-06-0110977.838364824998
2018-07-0111890.850464883662
2018-08-0112011.682233129768
2018-09-0111823.44971955044
2018-10-0110871.398364993818
2018-11-0110774.538809239431
2018-12-019849.413989136536
2019-01-0111101.751068831483
2019-02-0111151.257063994835
2019-03-0111542.535905562989
2019-04-0111438.9658184949
2019-05-0111317.078935262365
2019-06-0111563.638205291612
2019-07-0111540.130243393925
2019-08-0110896.425692471967
2019-09-0110956.398428300718
2019-10-0110237.147644350282
2019-11-019616.402395533065
2019-12-0110439.265471151048
2020-01-019849.751625932195
2020-02-018388.797211120069
2020-03-014326.435694962037
2020-04-016451.943732828004
2020-05-016961.522066674826
2020-06-016406.067333217974
2020-07-016162.08254375562
2020-08-016171.536374034043
2020-09-015340.274583124069
2020-10-015575.480815899316
2020-11-016886.186856643637
2020-12-017070.7897746696435
2021-01-017453.838719343635
2021-02-018031.493072115
2021-03-018610.244744472253
2021-04-019242.596258140213
2021-05-019891.280951798128
2021-06-0110487.505328330682
2021-07-019767.410452391103
2021-08-019513.887423451408
2021-09-019799.106106583497
2021-10-0110307.713734642803
2021-11-019516.039858023729
2021-12-019834.47356092867
2022-01-0110936.857698752012
2022-02-0111504.847198247666
2022-03-0111722.15868085304
2022-04-0111651.76140895835
2022-05-0112582.668259186887
2022-06-0110756.179808475528
2022-07-0112126.816380449141
2022-08-0112582.035190195029
2022-09-0111636.736571551566
2022-10-0113339.565545853187
2022-11-0112980.910859665486
2022-12-0112339.147720318562
2023-01-0113091.107068848365
2023-02-0112845.26527700989
2023-03-0112769.254793387383
2023-04-0112967.489797038083
2023-05-0112666.99304890247
2023-06-0113251.695569783198
2023-07-0114099.96581427444
2023-08-0114187.793585744977
2023-09-0114556.872807998616
2023-10-0114474.10958846295
2023-11-0115522.17640678481
2023-12-0114979.636280761877
2024-01-0115656.049396263204
2024-02-0116424.84837997645
2024-03-0117061.124921393934
2024-04-0116856.221591028992
2024-05-0116823.302003452336
2024-06-0117593.324920549843
2024-07-0117630.000717478193
2024-08-0117713.692438201917
2024-09-0117638.821478764756
2024-10-0117403.066586196564
2024-11-0119596.017573995214
2024-12-0118389.430280111927
2025-01-0119691.484377967514
2025-02-0120197.517525459923
2025-03-0120209.165994910127
2025-04-0118769.56710742337
2025-05-0118958.728122190758
2025-06-0119391.32526662756
2025-07-0119871.529199252134
2025-08-0119722.757986165332
2025-09-0119005.91286438396
2025-10-0118888.499668693898
2025-11-0119717.988866426662
2025-12-0119453.197209431884
2026-01-0120698.528325616928
2026-02-0121963.273557552304
2026-03-0122216.501154295795
2026-04-0121798.67561966903
Annual Return Matrix
YearAnnual Return
2017-0.07890655159102178
2018-0.12671244410350446
20190.059886962073590455
2020-0.32267363118508674
20210.39085927800592124
20220.2546830945116063
20230.21399278299386038
20240.2276286243164125
20250.057846649576219544
20260.12057033016145757
Total Factor Risk
0.19974118524331616
VTI.US Exposure
0.006523108688673011
VEA.US Exposure
0.05033651698163005
VWO.US Exposure
0.0025224273603159935
QQQ.US Exposure
-0.01040776069295449
VTV.US Exposure
0.13502772524396636
IJR.US Exposure
0.020229406267476102
QUAL.US Exposure
-0.02043572448032502
SHV.US Exposure
0.09093690981526885
TLT.US Exposure
0.13338891104557338
LQD.US Exposure
0.07929308578936634
HYG.US Exposure
-0.0022583964056000715
GLD.US Exposure
-0.001079805270441058
USO.US Exposure
0.10844057395072881
VNQ.US Exposure
0.0220922170184036
BTC-USD.CC Exposure
0.012123058018994597
CPER.US Exposure
0.021654131958209345
VIX.INDX Exposure
-0.019545546259774085
UUP.US Exposure
0.026384403018408324
TIP.US Exposure
0.04004050466184014
Idiosyncratic Exposure
0.30473425329023984
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$426
Avg Yield on Cost
4.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$426.274.26%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alerian MLP ETF a high-risk investment?

Alerian MLP ETF (AMLP.US) has an annualized volatility of 20.0% and experienced a maximum drawdown of 66.0% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of AMLP.US?

Over the past 10 years, AMLP.US has generated a Compound Annual Growth Rate (CAGR) of 6.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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