Climate
Pure play climate impact portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ENPH Enphase Energy, Inc. | Technology | 20% |
FTEK Fuel Tech, Inc. | Industrials | 20% |
GE General Electric Company | Industrials | 20% |
NEE NextEra Energy, Inc. | Utilities | 20% |
TAN Invesco Solar ETF | Alternative Energy Equities | 20% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Mar 30, 2012, corresponding to the inception date of ENPH
Returns By Period
As of May 16, 2025, the Climate returned 4.29% Year-To-Date and 15.03% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| Climate | 5.59% | 16.08% | 4.77% | -10.74% | 20.01% | 15.40% |
| Portfolio components: | ||||||
NEE NextEra Energy, Inc. | 5.48% | 14.26% | -0.30% | 0.92% | 8.26% | 14.26% |
GE General Electric Company | 39.22% | 27.04% | 31.46% | 44.82% | 54.18% | 7.43% |
ENPH Enphase Energy, Inc. | -26.62% | -2.61% | -15.32% | -56.87% | -2.90% | 17.17% |
TAN Invesco Solar ETF | 6.10% | 26.27% | 2.93% | -18.50% | 2.76% | -2.02% |
FTEK Fuel Tech, Inc. | 7.62% | 14.20% | 9.71% | -6.61% | 3.83% | -7.65% |
Monthly Returns
The table below presents the monthly returns of Climate, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.70% | -1.98% | 0.79% | -9.71% | 16.40% | 5.59% | |||||||
| 2024 | -7.82% | 7.56% | 8.37% | 0.58% | 8.95% | -11.62% | 6.20% | 1.90% | 3.03% | -10.14% | -1.71% | -6.64% | -4.33% |
| 2023 | 6.13% | -5.48% | 4.78% | -5.75% | 2.08% | 1.37% | -2.98% | -10.56% | -5.16% | -13.28% | 9.57% | 10.27% | -11.61% |
| 2022 | -13.87% | 6.48% | 8.96% | -16.11% | 7.53% | -2.75% | 19.41% | 1.43% | -10.77% | 6.38% | 9.61% | -6.38% | 3.41% |
| 2021 | 8.21% | -7.15% | -3.24% | -9.86% | -1.51% | 9.46% | -3.15% | -0.22% | -7.16% | 21.69% | -4.88% | -11.40% | -13.07% |
| 2020 | 6.63% | 10.99% | -29.53% | 14.44% | 20.48% | 3.14% | 12.73% | 11.77% | 5.72% | 6.79% | 104.46% | 5.04% | 262.36% |
| 2019 | 24.03% | 9.76% | 4.00% | 14.91% | -1.67% | 9.31% | 7.23% | -3.01% | -4.48% | 0.07% | 3.92% | 5.49% | 90.62% |
| 2018 | -2.61% | 4.76% | 12.78% | 0.48% | 5.68% | 1.37% | -4.40% | -0.58% | -1.60% | -6.46% | 3.03% | -6.27% | 4.63% |
| 2017 | 12.47% | 5.83% | -10.57% | -5.02% | -4.97% | 1.37% | 4.94% | 0.60% | 15.34% | -2.03% | 18.75% | -2.26% | 34.87% |
| 2016 | -10.55% | -4.27% | 5.48% | 1.61% | -6.58% | -0.16% | -0.58% | -3.91% | -8.14% | -5.51% | -1.60% | -1.09% | -30.92% |
| 2015 | -6.61% | 6.67% | 0.72% | -1.54% | -8.03% | -7.71% | -8.66% | -7.11% | -5.23% | 7.06% | -10.24% | 13.28% | -26.59% |
| 2014 | 3.86% | 5.92% | -5.60% | 5.01% | -0.19% | 3.11% | -2.85% | 11.13% | -0.81% | -0.53% | -4.82% | 2.59% | 16.75% |
Expense Ratio
Climate has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Climate is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
NEE NextEra Energy, Inc. | 0.03 | 0.30 | 1.04 | 0.09 | 0.18 |
GE General Electric Company | 1.32 | 1.79 | 1.27 | 2.15 | 6.68 |
ENPH Enphase Energy, Inc. | -0.87 | -1.28 | 0.85 | -0.65 | -1.37 |
TAN Invesco Solar ETF | -0.47 | -0.48 | 0.95 | -0.25 | -0.74 |
FTEK Fuel Tech, Inc. | -0.17 | 0.02 | 1.00 | -0.07 | -0.40 |
Loading data...
Dividends
Dividend yield
Climate provided a 0.76% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.76% | 0.81% | 0.68% | 0.48% | 0.40% | 0.45% | 0.54% | 1.63% | 1.82% | 2.18% | 1.50% | 1.62% |
| Portfolio components: | ||||||||||||
NEE NextEra Energy, Inc. | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
GE General Electric Company | 0.52% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% |
ENPH Enphase Energy, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TAN Invesco Solar ETF | 0.47% | 0.50% | 0.09% | 0.00% | 0.00% | 0.09% | 0.30% | 0.70% | 1.77% | 5.04% | 1.60% | 1.88% |
FTEK Fuel Tech, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Climate. 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 Climate was 57.67%, occurring on May 17, 2017. Recovery took 474 trading sessions.
The current Climate drawdown is 34.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.67% | Sep 18, 2014 | 671 | May 17, 2017 | 474 | Apr 5, 2019 | 1145 |
| -48.2% | Feb 21, 2020 | 19 | Mar 18, 2020 | 84 | Jul 17, 2020 | 103 |
| -47% | Jan 26, 2021 | 695 | Oct 27, 2023 | — | — | — |
| -33.66% | Apr 3, 2012 | 157 | Nov 15, 2012 | 109 | Apr 25, 2013 | 266 |
| -22.99% | Nov 25, 2020 | 4 | Dec 1, 2020 | 25 | Jan 7, 2021 | 29 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | FTEK | NEE | GE | ENPH | TAN | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.18 | 0.37 | 0.55 | 0.38 | 0.55 | 0.55 |
| FTEK | 0.18 | 1.00 | 0.04 | 0.15 | 0.14 | 0.21 | 0.53 |
| NEE | 0.37 | 0.04 | 1.00 | 0.16 | 0.16 | 0.24 | 0.32 |
| GE | 0.55 | 0.15 | 0.16 | 1.00 | 0.21 | 0.31 | 0.45 |
| ENPH | 0.38 | 0.14 | 0.16 | 0.21 | 1.00 | 0.62 | 0.78 |
| TAN | 0.55 | 0.21 | 0.24 | 0.31 | 0.62 | 1.00 | 0.74 |
| Portfolio | 0.55 | 0.53 | 0.32 | 0.45 | 0.78 | 0.74 | 1.00 |