Barclays ETN+ Select MLP ETN

10-Year Study

ATMP.US · · US · ETF

Executive Summary: Barclays ETN+ Select MLP ETN has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 56.8% and an annualized volatility of 18.8%.

1Y CAGR
+21.7%
3Y CAGR
+27.5%
5Y CAGR
+22.7%
10Y CAGR
+12.4%

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 →
56.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +41.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -28.7%
% 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.
20267.48.32.8-3.2————————15.7%
20256.82.40.2-7.21.72.60.6-0.2-0.8-3.55.3-0.27.0%
20241.25.07.2-0.52.73.22.72.2-0.22.315.3-6.638.7%
20234.9-2.1-1.11.7-0.46.55.31.00.4-0.77.1-2.221.6%
202210.04.85.70.86.0-15.812.33.0-8.713.42.6-5.327.5%
20215.46.46.46.68.16.2-6.0-1.54.45.6-6.91.841.3%
2020-6.9-12.8-41.937.65.5-7.3-3.51.2-12.65.122.12.5-28.7%
201912.10.34.310.3-1.53.8-3.7-4.10.2-5.5-4.59.420.7%
20184.5-8.6-6.39.91.40.85.11.1-2.0-7.30.3-7.2-9.6%
20172.40.6-0.3-1.3-5.10.82.3-5.40.5-3.8-1.94.5-7.1%
2016———13.72.66.91.41.24.0-4.73.53.636.1%

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 18.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 25.1% of variance. Idiosyncratic stock-specific factors contribute 31.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111365.341168352752
2016-05-0111664.496455321469
2016-06-0112474.040933524755
2016-07-0112653.890242952377
2016-08-0112811.81485314903
2016-09-0113324.875073731537
2016-10-0112697.73964141431
2016-11-0113139.349826939557
2016-12-0113607.33642727566
2017-01-0113936.652087298142
2017-02-0114015.558745951721
2017-03-0113968.815732362858
2017-04-0113793.41813851513
2017-05-0113086.374411538845
2017-06-0113186.983183644395
2017-07-0113488.698207071548
2017-08-0112760.50883109078
2017-09-0112826.616807452172
2017-10-0112334.368357205658
2017-11-0112102.767854161797
2017-12-0112645.209397571589
2018-01-0113218.03389981414
2018-02-0112079.507640256863
2018-03-0111320.26754810635
2018-04-0112443.657974691994
2018-05-0112620.724961882184
2018-06-0112727.343550020589
2018-07-0113380.076346922195
2018-08-0113530.655626412026
2018-09-0113263.330105839537
2018-10-0112289.517322738251
2018-11-0112321.235796244975
2018-12-0111437.458960746995
2019-01-0112824.390949662225
2019-02-0112856.999766284931
2019-03-0113407.454397738527
2019-04-0114789.39530405087
2019-05-0114561.393557529598
2019-06-0115107.639118258388
2019-07-0114553.914071137697
2019-08-0113961.216516450066
2019-09-0113991.700173135436
2019-10-0113222.006150491765
2019-11-0112621.199715992285
2019-12-0113808.073316149994
2020-01-0112861.676825512051
2020-02-0111221.168713953166
2020-03-016523.197916990002
2020-04-018975.34652227164
2020-05-019469.243107859047
2020-06-018773.809548481866
2020-07-018466.521743679825
2020-08-018567.059647572209
2020-09-017491.002805565768
2020-10-017871.762474458878
2020-11-019613.100367128505
2020-12-019849.212054833331
2021-01-0110380.465740255524
2021-02-0111040.193163482123
2021-03-0111743.061100953822
2021-04-0112523.07590203865
2021-05-0113537.017026491576
2021-06-0114380.363877101696
2021-07-0113519.626451135922
2021-08-0113318.65147366295
2021-09-0113900.791564019626
2021-10-0114676.975874627884
2021-11-0113667.637919251401
2021-12-0113918.418825265075
2022-01-0115306.677092373162
2022-02-0116043.080130176706
2022-03-0116951.008264806693
2022-04-0117087.196052149393
2022-05-0118115.780921990292
2022-06-0115262.179083719771
2022-07-0117140.037503761025
2022-08-0117651.721617721054
2022-09-0116112.3282655752
2022-10-0118267.48065677412
2022-11-0118737.05484841278
2022-12-0117743.92403894297
2023-01-0118614.092813862684
2023-02-0118223.338207641274
2023-03-0118031.312716369026
2023-04-0118328.95530581895
2023-05-0118251.398752728415
2023-06-0119442.130439026972
2023-07-0120466.94000971987
2023-08-0120665.690352103098
2023-09-0120744.909013280718
2023-10-0120596.376411659006
2023-11-0122063.918083618606
2023-12-0121571.825829926507
2024-01-0121832.933882611564
2024-02-0122918.940022963066
2024-03-0124568.368963686695
2024-04-0124456.373021573254
2024-05-0125119.898032753626
2024-06-0125914.89515679973
2024-07-0126616.973433724303
2024-08-0127215.18587578135
2024-09-0127162.887846481717
2024-10-0127800.90597289266
2024-11-0132044.660626761335
2024-12-0129928.107140289856
2025-01-0131949.41737560998
2025-02-0132711.37399853789
2025-03-0132784.086451175375
2025-04-0130431.672822092707
2025-05-0130951.955108219725
2025-06-0131764.483970057994
2025-07-0131948.657433470544
2025-08-0131879.54090816324
2025-09-0131616.070242067035
2025-10-0130496.335831733715
2025-11-0132099.094135927655
2025-12-0132018.964817828753
2026-01-0134389.502430113935
2026-02-0137257.52061700777
2026-03-0138295.88327601749
2026-04-0137060.53220259757
Annual Return Matrix
YearAnnual Return
2017-0.07070649240181237
2018-0.09551051302136049
20190.20726757259098116
2020-0.2867062747042599
20210.41315048836164014
20220.2748519973212571
20230.2157302850588383
20240.38737014549647975
20250.06986267683879466
20260.15745566458668203
Total Factor Risk
0.1881899323659694
VTI.US Exposure
0.05819325196522344
VEA.US Exposure
0.0014142728481908579
VWO.US Exposure
0.012442985541476732
QQQ.US Exposure
-0.022830619019043666
VTV.US Exposure
0.2505002825052444
IJR.US Exposure
0.009400336398390155
QUAL.US Exposure
-0.02987905207771967
SHV.US Exposure
0.018643080485135764
TLT.US Exposure
0.08817151351127483
LQD.US Exposure
0.09957072250400671
HYG.US Exposure
-0.005610713137442689
GLD.US Exposure
-0.000998510205970105
USO.US Exposure
0.11287638118281332
VNQ.US Exposure
0.02694315970257383
BTC-USD.CC Exposure
0.019475631865451398
CPER.US Exposure
0.0237608850786606
VIX.INDX Exposure
-0.01951849363976822
UUP.US Exposure
0.006681974079314573
TIP.US Exposure
0.03566701088705093
Idiosyncratic Exposure
0.31509589952513667
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
18.8%

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
$437
Avg Yield on Cost
4.37%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$437.334.37%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 →
-0.9%
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 →
+12.1%
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 →
5.6% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Barclays ETN+ Select MLP ETN a high-risk investment?

Barclays ETN+ Select MLP ETN (ATMP.US) has an annualized volatility of 18.8% and experienced a maximum drawdown of 56.8% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ATMP.US has generated a Compound Annual Growth Rate (CAGR) of 12.4%. 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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