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Climate Impact

Currency in USD · Last updated Jun 2, 2025

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/SectorTarget Weight
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
STMicroelectronics N.V.		Technology
3.45%
SU.PA
Schneider Electric S.E.		Industrials
3.45%
TSLA
Tesla, Inc.		Consumer Cyclical
3.45%
VIE.PA
Veolia Environnement S.A.		Industrials
3.45%
WCN
Waste Connections, Inc.		Industrials
3.45%
WFG.TO
West Fraser Timber Co. Ltd.		Basic Materials
3.45%
WM
Waste Management, Inc.		Industrials
3.45%
WY
Weyerhaeuser Company		Real Estate
3.45%
XYL
Xylem Inc.		Industrials
3.45%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jul 8, 2021, corresponding to the inception date of FREY

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
Climate Impact-1.26%3.39%-5.48%-8.12%N/AN/A
Portfolio components:
NEE
NextEra Energy, Inc.		-0.65%5.29%-9.47%-9.23%4.08%13.88%
WM
Waste Management, Inc.		19.86%3.01%6.33%16.01%19.63%19.47%
FSLR
First Solar, Inc.		-10.30%21.10%-20.67%-41.83%27.66%11.99%
SU.PA
Schneider Electric S.E.		2.52%4.87%-0.73%3.63%22.23%15.55%
CSIQ
Canadian Solar Inc.		-5.31%10.26%-15.15%-46.38%-10.95%-10.57%
SEDG
SolarEdge Technologies, Inc.		31.32%36.34%13.04%-63.54%-33.93%-7.14%
ENPH
Enphase Energy, Inc.		-39.74%-9.15%-41.99%-67.64%-6.59%15.53%
STM
STMicroelectronics N.V.		0.53%6.65%-1.21%-39.65%0.86%12.93%
VIE.PA
Veolia Environnement S.A.		28.05%-1.34%23.24%7.92%14.23%9.38%
GLW
Corning Incorporated		5.55%8.98%3.05%36.33%20.21%12.06%
XYL
Xylem Inc.		9.32%1.76%0.07%-9.57%15.04%14.56%
ED
Consolidated Edison, Inc.		19.16%-4.23%5.70%14.36%10.81%9.42%
ORA
Ormat Technologies, Inc.		10.13%3.10%-8.63%-0.78%1.05%7.83%
NPI.TO
Northland Power Inc.		22.86%13.12%6.44%-5.31%-2.80%8.30%
DUK
Duke Energy Corporation		11.28%-2.29%2.43%17.95%10.93%9.06%
FREY
FREYR Battery		-48.45%0.00%-35.75%-44.58%N/AN/A
SPWR
SunPower Corporation		-22.35%-26.46%-30.85%-20.57%N/AN/A
AMRC
Ameresco, Inc.		-41.31%14.83%-51.08%-62.27%-8.48%6.84%
LTHM
Livent Corporation		0.00%0.00%0.00%0.00%N/AN/A
JKS
JinkoSolar Holding Co., Ltd.		-27.39%0.78%-18.52%-34.30%5.25%-3.45%
NEP
NextEra Energy Partners, LP		-40.79%0.00%-39.67%-66.06%N/AN/A
INE.TO
Innergex Renewable Energy Inc.		78.81%1.47%62.33%43.78%-2.31%6.51%
ALB
Albemarle Corporation		-34.86%-7.53%-47.73%-53.70%-5.09%0.56%
ADSK
Autodesk, Inc.		0.19%5.76%1.45%46.88%7.08%18.48%
CARR
Carrier Global Corporation		4.31%-0.46%-7.97%12.68%28.31%N/A
WY
Weyerhaeuser Company		-6.56%-0.15%-18.46%-11.28%9.18%1.81%
WFG.TO
West Fraser Timber Co. Ltd.		-14.68%-1.55%-24.49%-6.60%23.84%5.24%
WCN
Waste Connections, Inc.		15.24%-0.36%2.74%20.74%16.78%19.30%
TSLA
Tesla, Inc.		-14.21%20.63%0.38%94.55%44.15%35.54%
*Annualized

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
2025-3.04%0.23%-2.21%-2.04%6.05%0.00%-1.26%
2024-9.38%2.31%1.20%-4.35%19.61%-11.00%4.40%-0.10%9.04%-8.16%4.58%-4.27%-0.11%
202311.22%-4.47%2.05%-5.65%-0.06%6.90%-2.45%-9.50%-9.95%-13.24%7.00%11.53%-10.04%
2022-8.68%1.45%6.35%-10.84%6.11%-8.04%17.05%3.22%-7.92%2.14%7.21%-9.29%-5.27%
20213.48%3.44%-4.47%13.29%-0.86%-2.28%12.23%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

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

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Climate Impact is 2, meaning it’s performing worse than 98% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Climate Impact is 22
Overall Rank
The Sharpe Ratio Rank of Climate Impact is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of Climate Impact is 22
Sortino Ratio Rank
The Omega Ratio Rank of Climate Impact is 33
Omega Ratio Rank
The Calmar Ratio Rank of Climate Impact is 33
Calmar Ratio Rank
The Martin Ratio Rank of Climate Impact is 33
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NEE
NextEra Energy, Inc.		-0.31-0.100.99-0.25-0.49
WM
Waste Management, Inc.		0.781.481.231.743.92
FSLR
First Solar, Inc.		-0.69-0.980.89-0.73-1.11
SU.PA
Schneider Electric S.E.		0.100.401.050.150.42
CSIQ
Canadian Solar Inc.		-0.56-0.320.96-0.47-1.12
SEDG
SolarEdge Technologies, Inc.		-0.59-0.510.94-0.64-1.02
ENPH
Enphase Energy, Inc.		-1.00-1.760.78-0.77-1.53
STM
STMicroelectronics N.V.		-0.75-1.140.86-0.64-1.07
VIE.PA
Veolia Environnement S.A.		0.320.701.090.471.09
GLW
Corning Incorporated		1.051.671.241.373.85
XYL
Xylem Inc.		-0.37-0.300.96-0.29-0.75
ED
Consolidated Edison, Inc.		0.711.331.160.992.36
ORA
Ormat Technologies, Inc.		-0.030.191.030.010.03
NPI.TO
Northland Power Inc.		-0.19-0.260.97-0.14-0.48
DUK
Duke Energy Corporation		0.971.521.191.654.02
FREY
FREYR Battery		-0.390.291.03-0.34-0.79
SPWR
SunPower Corporation		-0.200.701.08-0.05-0.13
AMRC
Ameresco, Inc.		-0.74-0.900.89-0.66-1.40
LTHM
Livent Corporation		———0.00—
JKS
JinkoSolar Holding Co., Ltd.		-0.460.021.00-0.29-0.75
NEP
NextEra Energy Partners, LP		-1.38-2.230.61-0.77-1.48
INE.TO
Innergex Renewable Energy Inc.		0.692.191.260.481.93
ALB
Albemarle Corporation		-0.93-1.300.85-0.60-1.80
ADSK
Autodesk, Inc.		1.611.831.250.933.86
CARR
Carrier Global Corporation		0.380.841.100.420.96
WY
Weyerhaeuser Company		-0.42-0.340.96-0.26-0.77
WFG.TO
West Fraser Timber Co. Ltd.		-0.24-0.100.99-0.18-0.35
WCN
Waste Connections, Inc.		1.161.501.211.514.41
TSLA
Tesla, Inc.		1.282.141.261.703.97

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 Impact Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: -0.33
  • All Time: -0.06

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 0.59 to 1.12, 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 Impact compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Climate Impact provided a 2.42% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.42%2.54%2.18%1.67%1.26%1.25%1.60%1.78%1.43%1.70%1.91%1.73%
Portfolio components:
NEE
NextEra Energy, Inc.		3.79%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
WM
Waste Management, Inc.		1.28%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
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
Schneider Electric S.E.		1.76%1.45%1.73%2.22%1.51%2.16%2.57%3.68%2.88%3.03%3.65%3.09%
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
STMicroelectronics N.V.		1.44%1.32%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%
VIE.PA
Veolia Environnement S.A.		4.62%4.61%3.92%4.17%2.09%2.50%3.88%4.68%3.76%4.51%3.20%4.92%
GLW
Corning Incorporated		2.26%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%
XYL
Xylem Inc.		1.21%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%
ED
Consolidated Edison, Inc.		3.22%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
ORA
Ormat Technologies, Inc.		0.65%0.71%0.63%0.56%0.61%0.49%0.59%1.01%0.64%0.97%0.71%0.77%
NPI.TO
Northland Power Inc.		8.45%11.02%6.95%5.01%5.04%4.11%6.77%5.53%4.67%4.64%5.79%7.06%
DUK
Duke Energy Corporation		3.55%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%
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.		8.30%6.02%4.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEP
NextEra Energy Partners, LP		17.29%20.20%11.10%4.27%3.08%3.37%3.74%3.98%3.46%5.08%3.03%0.56%
INE.TO
Innergex Renewable Energy Inc.		2.64%4.47%7.83%4.44%3.87%2.63%4.15%5.42%4.58%4.56%5.47%5.28%
ALB
Albemarle Corporation		2.90%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%
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		1.17%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%
WY
Weyerhaeuser Company		3.16%3.34%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%
WFG.TO
West Fraser Timber Co. Ltd.		1.77%1.39%1.42%1.55%0.96%0.98%1.40%1.04%0.46%0.58%0.53%0.42%
WCN
Waste Connections, Inc.		0.62%0.68%0.70%0.71%0.62%0.74%0.73%0.78%0.70%1.64%3.25%2.61%
TSLA
Tesla, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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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 34.74%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Climate Impact drawdown is 22.32%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.74%Nov 22, 2021502Oct 27, 2023———
-6.84%Sep 3, 202122Oct 4, 202111Oct 19, 202133
-6%Aug 11, 20217Aug 19, 202110Sep 2, 202117
-5.38%Jul 13, 20215Jul 19, 20218Jul 29, 202113
-2.33%Nov 9, 20212Nov 10, 20212Nov 12, 20214
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 29 assets, with an effective number of assets of 29.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSPWREDDUKWMVIE.PASU.PAWCNWFG.TOINE.TOTSLAJKSLTHMNEENPI.TOFREYNEPFSLRGLWADSKCSIQALBORACARRSTMWYENPHSEDGAMRCXYLPortfolio
^GSPC1.000.130.180.200.390.320.450.470.440.330.590.340.460.380.360.410.380.400.670.750.400.530.450.670.680.560.450.450.480.690.72
SPWR0.131.00-0.04-0.01-0.020.100.120.010.100.090.120.160.050.050.140.200.170.140.160.120.140.130.130.120.100.120.130.150.150.120.27
ED0.18-0.041.000.830.430.220.020.370.170.23-0.05-0.030.070.600.240.020.340.050.130.040.040.070.290.180.040.320.070.090.100.260.20
DUK0.20-0.010.831.000.450.190.030.380.140.24-0.04-0.040.050.650.250.020.370.070.160.070.020.040.300.200.040.300.070.080.110.280.21
WM0.39-0.020.430.451.000.150.160.760.140.170.110.030.140.390.190.080.260.070.250.250.070.150.230.350.170.310.150.120.150.420.27
VIE.PA0.320.100.220.190.151.000.540.210.300.280.190.160.260.240.300.210.250.190.270.230.180.250.220.280.360.320.180.210.250.290.40
SU.PA0.450.120.020.030.160.541.000.220.280.240.280.210.280.190.260.250.220.240.360.340.220.320.240.410.450.280.230.250.300.390.46
WCN0.470.010.370.380.760.210.221.000.210.250.180.100.180.380.270.140.310.190.300.320.140.200.310.380.250.340.240.200.230.440.36
WFG.TO0.440.100.170.140.140.300.280.211.000.240.240.240.280.230.310.290.270.230.420.320.250.340.330.390.350.550.260.280.340.370.48
INE.TO0.330.090.230.240.170.280.240.250.241.000.230.280.250.340.650.300.390.300.230.280.350.310.390.280.320.350.330.340.350.280.50
TSLA0.590.12-0.05-0.040.110.190.280.180.240.231.000.330.380.170.240.380.210.350.380.490.370.460.290.350.490.320.400.360.390.360.56
JKS0.340.16-0.03-0.040.030.160.210.100.240.280.331.000.350.180.290.420.300.490.260.280.730.440.370.260.360.290.550.550.490.310.65
LTHM0.460.050.070.050.140.260.280.180.280.250.380.351.000.210.260.340.280.340.350.390.370.630.330.330.400.390.390.380.430.370.57
NEE0.380.050.600.650.390.240.190.380.230.340.170.180.211.000.380.220.540.290.240.230.260.240.440.320.220.370.310.310.330.360.47
NPI.TO0.360.140.240.250.190.300.260.270.310.650.240.290.260.381.000.290.400.330.240.260.350.300.400.300.290.350.350.360.390.300.53
FREY0.410.200.020.020.080.210.250.140.290.300.380.420.340.220.291.000.330.420.310.390.470.450.400.330.400.340.490.490.490.340.66
NEP0.380.170.340.370.260.250.220.310.270.390.210.300.280.540.400.331.000.390.280.280.370.360.460.330.280.380.400.400.420.390.57
FSLR0.400.140.050.070.070.190.240.190.230.300.350.490.340.290.330.420.391.000.270.330.620.400.450.310.410.320.640.610.520.320.67
GLW0.670.160.130.160.250.270.360.300.420.230.380.260.350.240.240.310.280.271.000.530.270.380.340.520.540.470.300.320.390.530.56
ADSK0.750.120.040.070.250.230.340.320.320.280.490.280.390.230.260.390.280.330.531.000.310.430.320.540.560.440.390.390.420.570.59
CSIQ0.400.140.040.020.070.180.220.140.250.350.370.730.370.260.350.470.370.620.270.311.000.480.470.310.410.330.660.660.580.350.72
ALB0.530.130.070.040.150.250.320.200.340.310.460.440.630.240.300.450.360.400.380.430.481.000.410.440.510.440.500.500.490.440.69
ORA0.450.130.290.300.230.220.240.310.330.390.290.370.330.440.400.400.460.450.340.320.470.411.000.390.370.450.510.480.500.430.64
CARR0.670.120.180.200.350.280.410.380.390.280.350.260.330.320.300.330.330.310.520.540.310.440.391.000.490.510.350.380.410.650.59
STM0.680.100.040.040.170.360.450.250.350.320.490.360.400.220.290.400.280.410.540.560.410.510.370.491.000.430.450.460.460.490.65
WY0.560.120.320.300.310.320.280.340.550.350.320.290.390.370.350.340.380.320.470.440.330.440.450.510.431.000.360.400.440.520.61
ENPH0.450.130.070.070.150.180.230.240.260.330.400.550.390.310.350.490.400.640.300.390.660.500.510.350.450.361.000.790.550.370.73
SEDG0.450.150.090.080.120.210.250.200.280.340.360.550.380.310.360.490.400.610.320.390.660.500.480.380.460.400.791.000.570.370.74
AMRC0.480.150.100.110.150.250.300.230.340.350.390.490.430.330.390.490.420.520.390.420.580.490.500.410.460.440.550.571.000.430.74
XYL0.690.120.260.280.420.290.390.440.370.280.360.310.370.360.300.340.390.320.530.570.350.440.430.650.490.520.370.370.431.000.62
Portfolio0.720.270.200.210.270.400.460.360.480.500.560.650.570.470.530.660.570.670.560.590.720.690.640.590.650.610.730.740.740.621.00
The correlation results are calculated based on daily price changes starting from Jul 9, 2021
Go to the full Correlations tool for more customization options