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Renewable Energy

Last updated Apr 1, 2023

Expense Ratio

0.00%

Dividend Yield

1.55%

Asset Allocation


ENPH 3.33%SEDG 3.33%FSLR 3.33%ED 3.33%PLUG 3.33%ORA 3.33%NPI.TO 3.33%DUK 3.33%GE 3.33%RNW.TO 3.33%STEM 3.33%MAXN 3.33%FREY 3.33%IEA 3.33%BE 3.33%AMRC 3.33%SPWR 3.33%CSIQ 3.33%NOVA 3.33%LTHM 3.33%JKS 3.33%AY 3.33%FLNC 3.33%NEP 3.33%ARRY 3.33%BLNK 3.33%INE.TO 3.33%ALB 3.33%IFX.DE 3.33%TSLA 3.33%EquityEquity

Performance

The chart shows the growth of $10,000 invested in Renewable Energy in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,838 for a total return of roughly -11.62%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-11.62%
-10.60%
Renewable Energy
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Renewable Energy returned 7.42% Year-To-Date and -8.09% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%-7.37%-7.37%
Renewable Energy1.72%7.42%-2.00%1.15%-8.09%-8.09%
ENPH
Enphase Energy, Inc.
-0.12%-20.64%-24.32%6.93%-4.36%-4.36%
SEDG
SolarEdge Technologies, Inc.
-4.39%7.30%29.03%-3.27%-9.46%-9.46%
FSLR
First Solar, Inc.
28.59%45.20%66.12%165.44%51.94%51.94%
ED
Consolidated Edison, Inc.
7.07%1.26%11.08%4.48%21.05%21.05%
PLUG
Plug Power Inc.
-21.18%-5.25%-44.30%-58.72%-54.49%-54.49%
ORA
Ormat Technologies, Inc.
0.43%-1.84%-1.58%6.99%11.51%11.51%
NPI.TO
Northland Power Inc.
2.51%-7.95%-14.90%-15.45%-8.05%-8.05%
DUK
Duke Energy Corporation
2.34%-5.37%3.54%-10.05%-0.15%-0.15%
GE
General Electric Company
12.96%46.35%95.67%30.09%11.38%11.38%
RNW.TO
TransAlta Renewables Inc.
9.37%12.77%-12.04%-28.28%-21.25%-21.25%
STEM
Stem, Inc.
-30.51%-36.58%-56.22%-49.19%-61.60%-61.60%
MAXN
Maxeon Solar Technologies, Ltd.
50.80%65.26%13.37%82.78%12.83%12.83%
FREY
FREYR Battery
-2.09%2.42%-35.16%-22.76%-12.45%-12.45%
IEA
Infrastructure and Energy Alternatives, Inc.
0.00%0.00%0.81%6.85%14.73%14.73%
BE
Bloom Energy Corporation
-8.11%4.24%-1.29%-18.79%-23.05%-23.05%
AMRC
Ameresco, Inc.
11.99%-13.86%-22.86%-39.71%-28.26%-28.26%
SPWR
SunPower Corporation
-7.86%-23.24%-38.60%-33.81%-44.15%-44.15%
CSIQ
Canadian Solar Inc.
0.15%28.83%6.90%13.42%-1.75%-1.75%
NOVA
Sunnova Energy International Inc.
-12.15%-13.27%-29.06%-34.73%-51.00%-51.00%
LTHM
Livent Corporation
-7.38%9.31%-29.27%-17.07%-13.77%-13.77%
JKS
JinkoSolar Holding Co., Ltd.
-3.74%24.80%-2.00%2.29%-9.95%-9.95%
AY
Atlantica Sustainable Infrastructure plc
8.87%16.02%16.06%-10.06%-13.02%-13.02%
FLNC
Fluence Energy, Inc.
8.46%18.08%41.61%51.80%-31.18%-31.18%
NEP
NextEra Energy Partners, LP
-8.32%-12.37%-15.45%-24.70%-18.13%-18.13%
ARRY
Array Technologies, Inc.
16.76%13.19%33.17%93.63%10.64%10.64%
BLNK
Blink Charging Co.
-4.42%-21.15%-52.68%-67.57%-56.85%-56.85%
INE.TO
Innergex Renewable Energy Inc.
2.23%-8.25%-12.66%-23.27%-17.12%-17.12%
ALB
Albemarle Corporation
-12.92%2.12%-16.44%-0.32%-6.46%-6.46%
IFX.DE
Infineon Technologies AG
12.43%33.72%70.52%20.36%-3.02%-3.02%
TSLA
Tesla, Inc.
0.85%68.42%-22.65%-43.11%-31.24%-31.24%

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 Renewable Energy Sharpe ratio is 0.18. 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
0.18
-0.30
Renewable Energy
Benchmark (^GSPC)
Portfolio components

Dividends

Renewable Energy granted a 1.55% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.55%1.25%1.04%1.04%1.37%1.86%1.68%1.60%2.07%1.64%1.47%1.36%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-17.25%
-14.33%
Renewable Energy
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Renewable Energy. 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 Renewable Energy is 40.59%, recorded on May 11, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.59%Nov 15, 2021127May 11, 2022
-3.89%Nov 9, 20212Nov 10, 20212Nov 12, 20214
-1.05%Nov 2, 20211Nov 2, 20211Nov 3, 20212
-0.49%Nov 5, 20211Nov 5, 20211Nov 8, 20212

Volatility Chart

Current Renewable Energy volatility is 34.97%. 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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
33.09%
15.42%
Renewable Energy
Benchmark (^GSPC)
Portfolio components