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Climate

Last updated Mar 18, 2023

Pure play climate impact portfolio

Expense Ratio

0.14%

Dividend Yield

0.65%

Asset Allocation


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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
3.92%
6.48%
Climate
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 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%
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%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Climate Sharpe ratio is 0.13. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
0.13
-0.43
Climate
Benchmark (^GSPC)
Portfolio components

Dividends

Climate granted a 0.65% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

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.


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-27.89%
-18.34%
Climate
Benchmark (^GSPC)
Portfolio components

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, 2014671May 17, 2017474Apr 5, 20191145
-48.2%Feb 21, 202019Mar 18, 202084Jul 17, 2020103
-45.14%Jan 26, 2021327May 11, 2022
-33.66%Apr 3, 2012157Nov 15, 2012109Apr 25, 2013266
-22.99%Nov 25, 20204Dec 1, 202025Jan 7, 202129
-12.84%Aug 9, 201938Oct 2, 201963Jan 2, 2020101
-12.26%Jan 17, 201413Feb 5, 201418Mar 4, 201431
-12.11%May 22, 201323Jun 24, 201315Jul 16, 201338
-11.36%Mar 10, 201426Apr 14, 201468Jul 22, 201494
-10.4%May 8, 20199May 20, 201930Jul 2, 201939

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.


15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
23.27%
21.17%
Climate
Benchmark (^GSPC)
Portfolio components