Climate

The chart shows the growth of an initial investment of $10,000 in Climate, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 11, 2026, the Climate returned 2.52% Year-To-Date and 23.13% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 2, 2012, Climate's average daily return is +0.09%, while the average monthly return is +1.82%. At this rate, an investment would double in approximately 3.2 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2020 with a return of +104.5%, while the worst month was Mar 2020 at -29.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 8 months.

On a daily basis, Climate closed higher 51% of trading days. The best single day was Nov 24, 2020 with a return of +44.4%, while the worst single day was Mar 12, 2020 at -16.9%.

Climate has an annualized alpha of 8.06%, beta of 1.08, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since April 02, 2012.

• This portfolio captured 123.75% of S&P 500 Index gains and 102.81% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.27 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

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.

Climate ranks 24 for risk / return — below 24% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Climate Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 1.79
• 5-Year: 0.08
• 10-Year: 0.61
• All Time: 0.48

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.13 to 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Climate compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Climate provided a 0.59% dividend yield over the last twelve months.

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.

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 13.74%.

The chart below shows the rolling one-month volatility.