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Climate Impact
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NEE 3.45%WM 3.45%FSLR 3.45%SU.PA 3.45%CSIQ 3.45%SEDG 3.45%ENPH 3.45%STM 3.45%VIE.PA 3.45%GLW 3.45%XYL 3.45%ED 3.45%ORA 3.45%NPI.TO 3.45%DUK 3.45%FREY 3.45%SPWR 3.45%AMRC 3.45%LTHM 3.45%JKS 3.45%NEP 3.45%INE.TO 3.45%ALB 3.45%ADSK 3.45%CARR 3.45%WY 3.45%WFG.TO 3.45%WCN 3.45%TSLA 3.45%EquityEquity
PositionCategory/SectorWeight
ADSK
Autodesk, Inc.
Technology

3.45%

ALB
Albemarle Corporation
Basic Materials

3.45%

AMRC
Ameresco, Inc.
Industrials

3.45%

CARR
Carrier Global Corporation
Industrials

3.45%

CSIQ
Canadian Solar Inc.
Technology

3.45%

DUK
Duke Energy Corporation
Utilities

3.45%

ED
Consolidated Edison, Inc.
Utilities

3.45%

ENPH
Enphase Energy, Inc.
Technology

3.45%

FREY
FREYR Battery
Industrials

3.45%

FSLR
First Solar, Inc.
Technology

3.45%

GLW
Corning Incorporated
Technology

3.45%

INE.TO
Innergex Renewable Energy Inc.
Utilities

3.45%

JKS
JinkoSolar Holding Co., Ltd.
Technology

3.45%

LTHM
Livent Corporation
Basic Materials

3.45%

NEE
NextEra Energy, Inc.
Utilities

3.45%

NEP
NextEra Energy Partners, LP
Utilities

3.45%

NPI.TO
Northland Power Inc.
Utilities

3.45%

ORA
Ormat Technologies, Inc.
Utilities

3.45%

SEDG
SolarEdge Technologies, Inc.
Technology

3.45%

SPWR
SunPower Corporation
Technology

3.45%

STM

3.45%

SU.PA

3.45%

TSLA

3.45%

VIE.PA

3.45%

WCN

3.45%

WFG.TO

3.45%

WM

3.45%

WY

3.45%

XYL

3.45%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Climate Impact, 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


80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
147.38%
119.85%
Climate Impact
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2020, corresponding to the inception date of CARR

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.05%4.86%17.50%27.37%13.14%10.90%
Climate Impact-2.20%12.34%10.41%-13.98%N/AN/A
NEE
NextEra Energy, Inc.
26.95%23.84%37.34%4.56%11.52%15.40%
WM
18.90%3.52%24.73%29.40%N/AN/A
FSLR
First Solar, Inc.
12.97%12.45%25.96%-7.22%27.28%12.54%
SU.PA
26.14%14.21%42.17%46.36%N/AN/A
CSIQ
Canadian Solar Inc.
-38.77%5.17%-21.70%-58.52%-1.72%-2.97%
SEDG
SolarEdge Technologies, Inc.
-46.03%-15.12%-33.98%-83.33%-1.90%N/A
ENPH
Enphase Energy, Inc.
-11.57%5.78%28.87%-28.63%51.58%30.42%
STM
-16.25%3.97%-7.32%-3.19%N/AN/A
VIE.PA
10.32%18.44%16.57%15.52%N/AN/A
GLW
Corning Incorporated
16.67%13.91%25.18%18.46%6.49%8.09%
XYL
25.13%11.47%41.78%39.02%N/AN/A
ED
Consolidated Edison, Inc.
8.45%11.81%8.26%4.77%6.03%9.99%
ORA
Ormat Technologies, Inc.
-4.19%20.92%11.20%-13.52%4.43%10.62%
NPI.TO
Northland Power Inc.
-2.86%13.24%9.26%-18.35%2.37%7.82%
DUK
Duke Energy Corporation
7.18%10.74%15.33%14.38%7.50%8.25%
FREY
FREYR Battery
5.88%13.79%19.28%-74.08%N/AN/A
SPWR
SunPower Corporation
-31.88%42.42%-24.02%-69.51%-8.89%-16.98%
AMRC
Ameresco, Inc.
-13.48%40.95%5.14%-38.15%11.69%15.63%
LTHM
Livent Corporation
-8.18%0.00%24.60%-34.85%N/AN/A
JKS
JinkoSolar Holding Co., Ltd.
-32.89%10.13%-26.48%-39.72%8.02%1.16%
NEP
NextEra Energy Partners, LP
18.57%29.67%56.16%-36.56%-0.47%N/A
INE.TO
Innergex Renewable Energy Inc.
-2.12%18.10%-1.18%-31.45%-4.11%3.56%
ALB
Albemarle Corporation
-10.30%13.22%6.01%-37.26%15.16%8.17%
ADSK
Autodesk, Inc.
-9.47%-3.42%2.52%11.07%4.81%15.67%
CARR
Carrier Global Corporation
13.49%19.07%24.19%53.69%N/AN/A
WY
-9.62%-2.69%-0.40%8.57%N/AN/A
WFG.TO
-4.56%4.59%6.83%8.34%N/AN/A
WCN
12.04%1.39%23.87%19.42%N/AN/A
TSLA
-29.64%11.29%-25.15%0.56%N/AN/A

Monthly Returns

The table below presents the monthly returns of Climate Impact, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.04%2.93%2.25%-5.57%-2.20%
202311.08%-4.90%1.83%-5.84%-0.79%6.71%-0.13%-9.85%-10.08%-12.75%6.85%11.10%-10.08%
2022-9.37%1.66%6.97%-11.65%6.38%-8.40%18.03%3.89%-8.01%1.43%8.10%-10.14%-5.71%
20217.11%-7.32%1.12%0.68%-0.62%4.65%2.67%3.12%-4.32%14.99%-1.53%-3.32%16.56%
20209.13%14.66%7.19%4.94%13.03%15.99%2.61%6.62%16.78%8.56%155.93%

Expense Ratio

Climate Impact has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Climate Impact is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Climate Impact is 11
Climate Impact
The Sharpe Ratio Rank of Climate Impact is 11Sharpe Ratio Rank
The Sortino Ratio Rank of Climate Impact is 00Sortino Ratio Rank
The Omega Ratio Rank of Climate Impact is 11Omega Ratio Rank
The Calmar Ratio Rank of Climate Impact is 00Calmar Ratio Rank
The Martin Ratio Rank of Climate Impact is 11Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Climate Impact
Sharpe ratio
The chart of Sharpe ratio for Climate Impact, currently valued at -0.54, compared to the broader market0.002.004.00-0.54
Sortino ratio
The chart of Sortino ratio for Climate Impact, currently valued at -0.67, compared to the broader market-2.000.002.004.006.00-0.67
Omega ratio
The chart of Omega ratio for Climate Impact, currently valued at 0.93, compared to the broader market0.801.001.201.401.601.800.93
Calmar ratio
The chart of Calmar ratio for Climate Impact, currently valued at -0.34, compared to the broader market0.002.004.006.008.0010.00-0.34
Martin ratio
The chart of Martin ratio for Climate Impact, currently valued at -0.56, compared to the broader market0.0010.0020.0030.0040.0050.00-0.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0010.0020.0030.0040.0050.009.57

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NEE
NextEra Energy, Inc.
0.260.551.070.160.42
WM
2.213.631.462.687.14
FSLR
First Solar, Inc.
-0.080.191.02-0.07-0.15
SU.PA
2.072.901.361.997.32
CSIQ
Canadian Solar Inc.
-1.26-2.360.75-0.81-1.39
SEDG
SolarEdge Technologies, Inc.
-1.26-2.900.65-0.96-1.33
ENPH
Enphase Energy, Inc.
-0.49-0.440.95-0.37-0.80
STM
-0.030.191.02-0.03-0.05
VIE.PA
1.051.531.190.912.74
GLW
Corning Incorporated
0.831.371.170.461.44
XYL
2.423.311.431.324.95
ED
Consolidated Edison, Inc.
0.450.721.090.451.26
ORA
Ormat Technologies, Inc.
-0.47-0.520.94-0.25-0.66
NPI.TO
Northland Power Inc.
-0.51-0.550.93-0.26-0.80
DUK
Duke Energy Corporation
1.161.731.200.924.58
FREY
FREYR Battery
-0.79-1.220.85-0.79-1.11
SPWR
SunPower Corporation
-0.58-0.680.92-0.71-1.19
AMRC
Ameresco, Inc.
-0.48-0.350.96-0.44-0.73
LTHM
Livent Corporation
-0.73-0.920.87-0.48-0.80
JKS
JinkoSolar Holding Co., Ltd.
-0.75-1.030.89-0.58-1.28
NEP
NextEra Energy Partners, LP
-0.62-0.620.91-0.48-0.81
INE.TO
Innergex Renewable Energy Inc.
-0.70-0.880.90-0.36-0.89
ALB
Albemarle Corporation
-0.70-0.810.90-0.55-0.93
ADSK
Autodesk, Inc.
0.440.751.100.271.50
CARR
Carrier Global Corporation
2.112.931.352.147.65
WY
0.591.081.120.421.66
WFG.TO
0.521.021.110.441.20
WCN
1.301.891.261.705.36
TSLA
-0.100.221.03-0.08-0.20

Sharpe Ratio

The current Climate Impact Sharpe ratio is -0.54. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.83 to 2.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Climate Impact with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.54
2.49
Climate Impact
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Climate Impact granted a 1.93% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Climate Impact1.93%2.10%1.59%1.19%1.20%1.52%1.79%1.44%1.71%1.91%1.73%1.79%
NEE
NextEra Energy, Inc.
2.51%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
WM
1.34%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
FSLR
First Solar, 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%
SU.PA
0.00%1.73%2.22%1.51%2.16%2.57%3.68%2.88%3.03%3.65%3.09%2.95%
CSIQ
Canadian Solar 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%
SEDG
SolarEdge Technologies, 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%
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%
STM
0.57%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%4.25%
VIE.PA
4.08%3.92%4.17%2.09%2.50%3.88%4.68%3.76%4.51%3.20%4.92%6.12%
GLW
Corning Incorporated
3.18%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
XYL
0.95%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.54%1.34%1.35%
ED
Consolidated Edison, Inc.
3.38%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
ORA
Ormat Technologies, Inc.
0.66%0.63%0.56%0.61%0.49%0.59%1.01%0.64%0.97%0.71%0.77%0.29%
NPI.TO
Northland Power Inc.
5.08%4.99%3.23%3.16%2.63%4.41%5.53%4.67%4.64%5.79%7.06%6.98%
DUK
Duke Energy Corporation
3.99%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%4.48%
FREY
FREYR Battery
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPWR
SunPower Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMRC
Ameresco, 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%
LTHM
Livent Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JKS
JinkoSolar Holding Co., Ltd.
6.05%4.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEP
NextEra Energy Partners, LP
10.28%11.10%4.27%3.08%3.37%3.74%3.98%3.46%5.08%3.03%0.56%0.00%
INE.TO
Innergex Renewable Energy Inc.
6.89%7.83%4.44%3.87%2.63%4.15%5.42%4.58%4.56%5.47%5.28%5.47%
ALB
Albemarle Corporation
1.24%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%1.83%1.51%
ADSK
Autodesk, 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%
CARR
Carrier Global Corporation
1.15%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WY
2.92%4.75%6.97%2.80%1.50%4.50%6.04%3.55%4.12%4.00%2.79%2.47%
WFG.TO
1.08%1.06%1.18%0.75%0.98%1.40%1.04%0.46%0.58%0.53%0.42%0.01%
WCN
0.67%0.70%0.71%0.62%0.74%0.73%0.78%0.70%1.64%3.25%2.61%3.06%
TSLA
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-24.32%
-0.21%
Climate Impact
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Climate Impact. 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 Impact was 35.59%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Climate Impact drawdown is 24.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.59%Nov 22, 2021502Oct 27, 2023
-18.47%Feb 9, 202120Mar 8, 2021110Aug 10, 2021130
-10.56%Mar 27, 20206Apr 3, 20203Apr 8, 20209
-9.31%Jun 9, 20203Jun 11, 202019Jul 8, 202022
-8.02%Sep 3, 20204Sep 8, 202015Sep 29, 202019

Volatility

Volatility Chart

The current Climate Impact volatility is 6.45%, 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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
6.45%
3.40%
Climate Impact
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

EDDUKWMVIE.PAFREYSU.PAWFG.TOWCNTSLAJKSINE.TONPI.TONEECARRORANEPLTHMGLWCSIQFSLRADSKSPWRSTMXYLENPHALBWYAMRCSEDG
ED1.000.820.450.230.040.080.160.35-0.000.010.230.250.610.190.300.340.070.250.060.080.080.050.080.300.020.120.280.120.06
DUK0.821.000.480.240.050.110.170.380.030.020.250.290.660.210.300.400.070.280.060.120.130.070.100.330.050.130.290.140.08
WM0.450.481.000.230.100.260.210.740.110.080.210.270.460.350.240.310.190.350.110.150.270.100.230.500.120.230.370.210.12
VIE.PA0.230.240.231.000.210.550.260.240.200.170.310.300.300.280.250.280.280.360.200.230.270.190.370.340.160.300.360.270.22
FREY0.040.050.100.211.000.200.240.150.330.340.280.270.230.280.340.300.330.270.380.350.360.410.330.290.410.370.290.430.42
SU.PA0.080.110.260.550.201.000.270.300.280.220.290.290.240.380.250.230.320.360.230.260.360.220.460.400.240.360.330.320.28
WFG.TO0.160.170.210.260.240.271.000.230.260.240.260.300.240.370.280.280.340.460.260.260.320.280.380.390.260.370.590.310.30
WCN0.350.380.740.240.150.300.231.000.190.140.290.350.430.340.280.340.210.350.190.240.370.180.310.450.240.250.350.280.22
TSLA-0.000.030.110.200.330.280.260.191.000.350.290.280.220.290.260.270.400.310.410.400.490.430.490.280.470.420.320.400.46
JKS0.010.020.080.170.340.220.240.140.351.000.320.320.200.240.330.300.420.270.740.560.340.610.370.270.580.410.300.450.58
INE.TO0.230.250.210.310.280.290.260.290.290.321.000.660.380.290.380.390.320.290.370.350.370.360.360.290.350.330.370.380.37
NPI.TO0.250.290.270.300.270.290.300.350.280.320.661.000.420.280.360.430.340.280.360.360.360.350.320.300.370.340.350.400.39
NEE0.610.660.460.300.230.240.240.430.220.200.380.421.000.290.420.580.250.320.290.330.340.300.260.380.300.280.350.360.33
CARR0.190.210.350.280.280.380.370.340.290.240.290.280.291.000.350.340.390.510.280.310.490.300.450.580.320.450.520.380.37
ORA0.300.300.240.250.340.250.280.280.260.330.380.360.420.351.000.440.350.360.410.410.340.460.340.380.420.410.400.460.44
NEP0.340.400.310.280.300.230.280.340.270.300.390.430.580.340.441.000.350.330.390.390.350.400.310.380.410.390.400.440.42
LTHM0.070.070.190.280.330.320.340.210.400.420.320.340.250.390.350.351.000.430.450.430.420.460.450.430.450.740.470.480.49
GLW0.250.280.350.360.270.360.460.350.310.270.290.280.320.510.360.330.431.000.300.320.520.340.550.590.320.480.570.400.38
CSIQ0.060.060.110.200.380.230.260.190.410.740.370.360.290.280.410.390.450.301.000.680.390.700.420.320.680.440.310.540.68
FSLR0.080.120.150.230.350.260.260.240.400.560.350.360.330.310.410.390.430.320.681.000.430.660.450.340.660.410.370.520.67
ADSK0.080.130.270.270.360.360.320.370.490.340.370.360.340.490.340.350.420.520.390.431.000.400.600.510.470.440.460.480.48
SPWR0.050.070.100.190.410.220.280.180.430.610.360.350.300.300.460.400.460.340.700.660.401.000.430.320.730.460.390.580.72
STM0.080.100.230.370.330.460.380.310.490.370.360.320.260.450.340.310.450.550.420.450.600.431.000.480.460.500.470.470.49
XYL0.300.330.500.340.290.400.390.450.280.270.290.300.380.580.380.380.430.590.320.340.510.320.481.000.320.480.540.400.36
ENPH0.020.050.120.160.410.240.260.240.470.580.350.370.300.320.420.410.450.320.680.660.470.730.460.321.000.460.350.560.81
ALB0.120.130.230.300.370.360.370.250.420.410.330.340.280.450.410.390.740.480.440.410.440.460.500.480.461.000.490.520.49
WY0.280.290.370.360.290.330.590.350.320.300.370.350.350.520.400.400.470.570.310.370.460.390.470.540.350.491.000.430.41
AMRC0.120.140.210.270.430.320.310.280.400.450.380.400.360.380.460.440.480.400.540.520.480.580.470.400.560.520.431.000.57
SEDG0.060.080.120.220.420.280.300.220.460.580.370.390.330.370.440.420.490.380.680.670.480.720.490.360.810.490.410.571.00