Climate
Pure play climate impact portfolio
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
Performance Chart
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 Quarterly
The earliest data available for this chart is Mar 30, 2012, corresponding to the inception date of ENPH
Returns By Period
As of Apr 16, 2024, the Climate returned 4.10% Year-To-Date and 16.39% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 6.12% | -1.08% | 15.73% | 22.34% | 11.82% | 10.53% |
| Climate | 4.10% | 3.36% | 11.79% | -11.50% | 30.38% | 16.39% |
| Portfolio components: | ||||||
NEE NextEra Energy, Inc. | 4.25% | 4.44% | 17.39% | -17.08% | 8.26% | 12.93% |
GE General Electric Company | 51.16% | 14.23% | 76.91% | 102.68% | 28.33% | 4.15% |
ENPH Enphase Energy, Inc. | -14.89% | 4.40% | -11.52% | -46.16% | 63.40% | 31.06% |
TAN Invesco Solar ETF | -23.90% | -4.58% | -17.01% | -46.76% | 10.18% | 1.15% |
FTEK Fuel Tech, Inc. | 8.57% | -0.87% | 2.70% | -7.23% | -12.98% | -14.75% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -7.82% | 7.56% | 8.37% | |||||||||
| 2023 | -5.16% | -13.28% | 9.57% | 10.27% |
Expense Ratio
The Climate features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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. | -0.64 | -0.76 | 0.90 | -0.40 | -0.92 |
GE General Electric Company | 4.40 | 5.87 | 1.71 | 2.30 | 36.19 |
ENPH Enphase Energy, Inc. | -0.73 | -0.89 | 0.88 | -0.60 | -1.06 |
TAN Invesco Solar ETF | -1.27 | -2.15 | 0.78 | -0.71 | -1.42 |
FTEK Fuel Tech, Inc. | -0.14 | 0.12 | 1.02 | -0.07 | -0.25 |
Dividends
Dividend yield
Climate granted a 0.70% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Climate | 0.70% | 0.70% | 0.50% | 0.41% | 0.47% | 0.56% | 1.87% | 2.06% | 2.33% | 1.65% | 1.80% | 1.58% |
| Portfolio components: | ||||||||||||
NEE NextEra Energy, Inc. | 3.06% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
GE General Electric Company | 0.34% | 0.31% | 0.48% | 0.42% | 0.46% | 0.45% | 6.12% | 6.03% | 3.69% | 3.70% | 4.41% | 3.53% |
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 | 0.12% | 0.09% | 0.00% | 0.00% | 0.09% | 0.29% | 0.69% | 1.77% | 5.04% | 1.60% | 1.88% | 1.28% |
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.
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 57.46%, occurring on May 17, 2017. Recovery took 474 trading sessions.
The current Climate drawdown is 31.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.46% | 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 |
| -46.97% | Jan 26, 2021 | 695 | Oct 27, 2023 | — | — | — |
| -33.59% | 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 current Climate volatility is 7.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| FTEK | NEE | GE | ENPH | TAN | |
|---|---|---|---|---|---|
| FTEK | 1.00 | 0.03 | 0.15 | 0.14 | 0.22 |
| NEE | 0.03 | 1.00 | 0.17 | 0.16 | 0.24 |
| GE | 0.15 | 0.17 | 1.00 | 0.21 | 0.31 |
| ENPH | 0.14 | 0.16 | 0.21 | 1.00 | 0.60 |
| TAN | 0.22 | 0.24 | 0.31 | 0.60 | 1.00 |