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
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The earliest data available for this chart is Mar 30, 2012, corresponding to the inception date of ENPH
Returns By Period
As of May 11, 2025, the Climate returned -2.60% Year-To-Date and 14.49% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| Climate | -2.70% | 7.58% | -5.39% | -16.55% | 18.05% | 14.25% |
| Portfolio components: | ||||||
NEE NextEra Energy, Inc. | -1.99% | 5.90% | -6.82% | -2.89% | 6.47% | 13.48% |
GE General Electric Company | 31.52% | 20.52% | 19.05% | 34.91% | 50.91% | 6.85% |
ENPH Enphase Energy, Inc. | -30.20% | -7.61% | -24.69% | -55.75% | -3.58% | 16.41% |
TAN Invesco Solar ETF | -0.27% | 19.16% | -8.15% | -21.08% | 1.34% | -2.81% |
FTEK Fuel Tech, Inc. | -8.86% | -0.84% | -4.30% | -24.65% | 0.58% | -9.85% |
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% | 7.26% | -2.70% | |||||||
| 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. | -0.10 | 0.11 | 1.01 | -0.07 | -0.13 |
GE General Electric Company | 1.03 | 1.33 | 1.19 | 1.43 | 4.42 |
ENPH Enphase Energy, Inc. | -0.86 | -1.30 | 0.85 | -0.66 | -1.40 |
TAN Invesco Solar ETF | -0.54 | -0.60 | 0.93 | -0.28 | -0.85 |
FTEK Fuel Tech, Inc. | -0.68 | -1.04 | 0.88 | -0.29 | -1.20 |
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Dividends
Dividend yield
Climate provided a 0.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.82% | 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. | 3.03% | 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 | 0.55% | 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 | 0.50% | 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.
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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 39.07%.
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.
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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 |