Climate
Pure play climate impact portfolio
Expense Ratio
- 0.14%
Dividend Yield
- 0.65%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NEE NextEra Energy, Inc. | Utilities | 20% |
GE General Electric Company | Industrials | 20% |
ENPH Enphase Energy, Inc. | Technology | 20% |
TAN Invesco Solar ETF | Alternative Energy Equities | 20% |
FTEK Fuel Tech, Inc. | Industrials | 20% |
Performance
The chart shows the growth of $10,000 invested in Climate in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $73,512 for a total return of roughly 635.12%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Mar 18, 2023, the Climate returned -2.45% Year-To-Date and 22.60% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.31% | 2.01% | 0.39% | -10.12% | 7.32% | 9.71% |
| Climate | -4.55% | -2.45% | -6.21% | 4.38% | 39.72% | 22.60% |
| Portfolio components: | ||||||
NEE NextEra Energy, Inc. | 0.17% | -8.90% | -11.00% | -6.25% | 16.01% | 18.16% |
GE General Electric Company | 8.18% | 38.22% | 68.44% | 22.71% | 1.76% | -2.31% |
ENPH Enphase Energy, Inc. | -11.86% | -30.69% | -41.17% | 3.63% | 108.09% | 41.81% |
TAN Invesco Solar ETF | -9.30% | -4.84% | -18.35% | -8.20% | 22.73% | 16.88% |
FTEK Fuel Tech, Inc. | -10.14% | -2.36% | -10.79% | -10.14% | -0.79% | -11.94% |
| Returns over 1 year are annualized | ||||||
Dividends
Climate granted a 0.65% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 0.65% | 0.49% | 0.41% | 0.47% | 0.57% | 1.69% | 1.93% | 2.35% | 1.71% | 1.89% | 1.74% | 3.86% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Climate. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Climate is 57.65%, recorded on May 17, 2017. It took 474 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.65% | 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 |
| -45.14% | Jan 26, 2021 | 327 | May 11, 2022 | — | — | — |
| -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 |
| -12.84% | Aug 9, 2019 | 38 | Oct 2, 2019 | 63 | Jan 2, 2020 | 101 |
| -12.26% | Jan 17, 2014 | 13 | Feb 5, 2014 | 18 | Mar 4, 2014 | 31 |
| -12.11% | May 22, 2013 | 23 | Jun 24, 2013 | 15 | Jul 16, 2013 | 38 |
| -11.36% | Mar 10, 2014 | 26 | Apr 14, 2014 | 68 | Jul 22, 2014 | 94 |
| -10.4% | May 8, 2019 | 9 | May 20, 2019 | 30 | Jul 2, 2019 | 39 |
Volatility Chart
Current Climate volatility is 46.85%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.