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Climate Impact

Last updated Mar 18, 2023

Expense Ratio

0.00%

Dividend Yield

1.95%

Asset Allocation


NEE 3.33%WM 3.33%FSLR 3.33%SU.PA 3.33%CSIQ 3.33%SEDG 3.33%ENPH 3.33%STM 3.33%VIE.PA 3.33%GLW 3.33%XYL 3.33%ED 3.33%ORA 3.33%NPI.TO 3.33%DUK 3.33%FREY 3.33%SPWR 3.33%AMRC 3.33%LTHM 3.33%JKS 3.33%NEP 3.33%INE.TO 3.33%ALB 3.33%ADSK 3.33%CARR 3.33%WY 3.33%WFG.TO 3.33%AQUA 3.33%WCN 3.33%TSLA 3.33%EquityEquity

Performance

The chart shows the growth of $10,000 invested in Climate Impact in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,686 for a total return of roughly 6.86%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
-3.10%
6.47%
Climate Impact
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Climate Impact returned 0.79% Year-To-Date and 3.86% 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%-5.74%-5.74%
Climate Impact-8.44%0.79%-10.27%0.96%3.86%3.86%
NEE
NextEra Energy, Inc.
0.17%-8.90%-11.00%-6.25%2.53%2.53%
WM
Waste Management, Inc.
1.67%-1.92%-9.68%0.77%5.76%5.76%
FSLR
First Solar, Inc.
20.95%33.27%51.20%157.28%56.47%56.47%
SU.PA
Schneider Electric S.E.
-3.56%11.75%17.16%-2.63%5.70%5.70%
CSIQ
Canadian Solar Inc.
-11.29%13.37%-13.25%5.64%-11.92%-11.92%
SEDG
SolarEdge Technologies, Inc.
-15.29%-5.67%-14.70%-20.04%-1.59%-1.59%
ENPH
Enphase Energy, Inc.
-11.86%-30.69%-41.17%3.63%-1.57%-1.57%
STM
STMicroelectronics N.V.
-2.95%35.03%34.86%14.93%16.03%16.03%
VIE.PA
Veolia Environnement S.A.
-5.92%10.00%18.65%-5.62%5.12%5.12%
GLW
Corning Incorporated
-6.50%3.60%2.30%-9.19%-8.61%-8.61%
XYL
Xylem Inc.
-11.48%-14.06%1.06%10.15%-11.81%-11.81%
ED
Consolidated Edison, Inc.
4.97%1.22%-0.31%10.36%21.04%21.04%
ORA
Ormat Technologies, Inc.
-12.19%-6.92%-15.19%3.15%9.79%9.79%
NPI.TO
Northland Power Inc.
0.94%-9.42%-24.53%-16.49%-10.75%-10.75%
DUK
Duke Energy Corporation
-2.11%-5.45%-7.43%-5.45%1.87%1.87%
FREY
FREYR Battery
-16.32%-16.13%-49.90%-24.48%-13.59%-13.59%
SPWR
SunPower Corporation
-21.96%-31.39%-53.34%-38.76%-39.25%-39.25%
AMRC
Ameresco, Inc.
-21.90%-24.48%-41.45%-41.31%-21.12%-21.12%
LTHM
Livent Corporation
-20.43%0.55%-40.04%-14.14%2.36%2.36%
JKS
JinkoSolar Holding Co., Ltd.
-18.12%4.60%-26.38%-12.95%-12.81%-12.81%
NEP
NextEra Energy Partners, LP
-14.28%-10.17%-22.76%-18.82%-8.36%-8.36%
INE.TO
Innergex Renewable Energy Inc.
-5.87%-8.95%-26.00%-20.74%-18.73%-18.73%
ALB
Albemarle Corporation
-22.84%-3.68%-27.04%9.93%13.67%13.67%
ADSK
Autodesk, Inc.
-12.69%6.55%-1.09%-2.64%-20.21%-20.21%
CARR
Carrier Global Corporation
-3.06%6.06%9.22%-5.12%-4.17%-4.17%
WY
Weyerhaeuser Company
-10.33%-2.64%-3.14%-21.95%-2.26%-2.26%
WFG.TO
West Fraser Timber Co. Ltd.
-8.31%3.61%-5.62%-14.54%10.52%10.52%
AQUA
Evoqua Water Technologies Corp.
-10.50%13.89%23.56%0.42%19.15%19.15%
WCN
Waste Connections, Inc.
-0.05%1.55%-7.52%-0.22%7.15%7.15%
TSLA
Tesla, Inc.
-13.92%46.23%-40.70%-35.69%-10.76%-10.76%

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 Impact Sharpe ratio is -0.09. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
-0.09
-0.62
Climate Impact
Benchmark (^GSPC)
Portfolio components

Dividends

Climate Impact granted a 1.96% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.96%1.56%1.20%1.24%1.61%1.84%1.64%2.01%2.23%2.17%2.40%2.67%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-12.68%
-18.34%
Climate Impact
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Climate Impact. 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 Impact is 26.50%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.5%Nov 22, 2021148Jun 16, 2022
-6.45%Aug 11, 202139Oct 4, 20218Oct 14, 202147
-5.76%Jul 13, 20215Jul 19, 20218Jul 29, 202113
-2.18%Nov 9, 20212Nov 10, 20212Nov 12, 20214
-1.22%Jul 8, 20211Jul 8, 20212Jul 12, 20213
-0.95%Oct 26, 20211Oct 26, 20211Oct 27, 20212
-0.82%Nov 18, 20211Nov 18, 20211Nov 19, 20212
-0.53%Nov 15, 20211Nov 15, 20211Nov 16, 20212
-0.43%Aug 4, 20211Aug 4, 20211Aug 5, 20212
-0.29%Oct 20, 20211Oct 20, 20211Oct 21, 20212

Volatility Chart

Current Climate Impact volatility is 29.86%. 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%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2023FebruaryMarch
22.72%
21.17%
Climate Impact
Benchmark (^GSPC)
Portfolio components