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Climate Impact
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Drawdowns
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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
NEE
NextEra Energy, Inc.
Utilities

3.45%

WM

3.45%

FSLR
First Solar, Inc.
Technology

3.45%

SU.PA

3.45%

CSIQ
Canadian Solar Inc.
Technology

3.45%

SEDG
SolarEdge Technologies, Inc.
Technology

3.45%

ENPH
Enphase Energy, Inc.
Technology

3.45%

STM

3.45%

VIE.PA

3.45%

GLW
Corning Incorporated
Technology

3.45%

XYL

3.45%

ED
Consolidated Edison, Inc.
Utilities

3.45%

ORA
Ormat Technologies, Inc.
Utilities

3.45%

NPI.TO
Northland Power Inc.
Utilities

3.45%

DUK
Duke Energy Corporation
Utilities

3.45%

FREY
FREYR Battery
Industrials

3.45%

SPWR
SunPower Corporation
Technology

3.45%

AMRC
Ameresco, Inc.
Industrials

3.45%

LTHM
Livent Corporation
Basic Materials

3.45%

JKS
JinkoSolar Holding Co., Ltd.
Technology

3.45%

NEP
NextEra Energy Partners, LP
Utilities

3.45%

INE.TO
Innergex Renewable Energy Inc.
Utilities

3.45%

ALB
Albemarle Corporation
Basic Materials

3.45%

ADSK
Autodesk, Inc.
Technology

3.45%

CARR
Carrier Global Corporation
Industrials

3.45%

WY

3.45%

WFG.TO

3.45%

WCN

3.45%

TSLA

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%OctoberNovemberDecember2024FebruaryMarch
137.51%
117.83%
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
10.04%3.53%22.79%32.16%13.15%10.96%
Climate Impact-6.14%1.81%-2.90%-19.44%N/AN/A
NEE
NextEra Energy, Inc.
5.98%14.81%13.70%-13.59%8.19%13.33%
WM
19.90%3.35%39.62%38.52%N/AN/A
FSLR
First Solar, Inc.
-2.80%15.49%3.68%-22.24%26.02%9.34%
SU.PA
12.95%1.68%37.12%43.07%N/AN/A
CSIQ
Canadian Solar Inc.
-26.04%-10.19%-21.74%-50.38%0.82%-4.89%
SEDG
SolarEdge Technologies, Inc.
-25.54%0.50%-46.70%-76.13%13.12%N/A
ENPH
Enphase Energy, Inc.
-9.34%-1.08%-0.18%-41.26%67.18%32.49%
STM
-12.17%-4.93%3.22%-14.32%N/AN/A
VIE.PA
4.31%1.51%14.35%14.31%N/AN/A
GLW
Corning Incorporated
9.38%2.71%10.93%-0.38%3.02%7.66%
XYL
13.46%2.94%42.98%29.13%N/AN/A
ED
Consolidated Edison, Inc.
-0.08%3.65%7.30%-1.86%5.01%9.44%
ORA
Ormat Technologies, Inc.
-12.37%2.20%-4.34%-21.00%4.41%8.98%
NPI.TO
Northland Power Inc.
-8.15%-2.67%3.55%-29.74%2.70%7.64%
DUK
Duke Energy Corporation
0.14%5.77%10.85%4.33%5.61%7.61%
FREY
FREYR Battery
-11.76%-1.79%-67.07%-80.22%N/AN/A
SPWR
SunPower Corporation
-40.58%-12.50%-52.95%-78.04%-7.62%-18.02%
AMRC
Ameresco, Inc.
-28.20%11.80%-40.90%-50.44%7.06%11.50%
LTHM
Livent Corporation
-8.18%0.00%-8.83%-23.49%N/AN/A
JKS
JinkoSolar Holding Co., Ltd.
-33.03%-9.41%-11.75%-48.36%7.53%-0.90%
NEP
NextEra Energy Partners, LP
-1.78%6.23%0.81%-47.84%-4.51%N/A
INE.TO
Innergex Renewable Energy Inc.
-13.16%2.25%-19.78%-40.16%-6.56%2.74%
ALB
Albemarle Corporation
-10.57%0.48%-24.84%-42.04%10.79%8.59%
ADSK
Autodesk, Inc.
7.18%1.56%25.53%31.04%10.89%18.40%
CARR
Carrier Global Corporation
0.40%4.80%3.86%29.11%N/AN/A
WY
4.38%9.85%19.67%27.16%N/AN/A
WFG.TO
1.85%10.18%19.57%25.36%N/AN/A
WCN
15.21%2.00%26.32%27.12%N/AN/A
TSLA
-27.63%-9.96%-27.01%-7.25%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.04%2.98%
2023-9.85%-10.08%-12.75%6.85%11.11%

Expense Ratio

The 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 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.76
Climate Impact
-0.82
NEE
NextEra Energy, Inc.
-0.58
WM
2.23
FSLR
First Solar, Inc.
-0.34
SU.PA
2.19
CSIQ
Canadian Solar Inc.
-1.07
SEDG
SolarEdge Technologies, Inc.
-1.14
ENPH
Enphase Energy, Inc.
-0.61
STM
-0.38
VIE.PA
0.54
GLW
Corning Incorporated
-0.00
XYL
1.57
ED
Consolidated Edison, Inc.
-0.31
ORA
Ormat Technologies, Inc.
-0.81
NPI.TO
Northland Power Inc.
-0.93
DUK
Duke Energy Corporation
0.10
FREY
FREYR Battery
-0.88
SPWR
SunPower Corporation
-0.84
AMRC
Ameresco, Inc.
-0.68
LTHM
Livent Corporation
-0.41
JKS
JinkoSolar Holding Co., Ltd.
-0.82
NEP
NextEra Energy Partners, LP
-0.83
INE.TO
Innergex Renewable Energy Inc.
-1.11
ALB
Albemarle Corporation
-0.65
ADSK
Autodesk, Inc.
1.24
CARR
Carrier Global Corporation
1.41
WY
1.17
WFG.TO
0.77
WCN
1.50
TSLA
-0.07

Sharpe Ratio

The current Climate Impact Sharpe ratio is -0.82. 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.

-1.000.001.002.003.004.005.00-0.82

The Sharpe ratio of Climate Impact is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.82
2.76
Climate Impact
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Climate Impact granted a 2.20% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Climate Impact2.20%2.11%1.60%1.19%1.20%1.52%1.79%1.44%1.71%1.91%1.73%1.81%
NEE
NextEra Energy, Inc.
3.01%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
WM
1.33%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
1.51%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
0.55%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%4.25%
VIE.PA
3.69%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
3.39%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
XYL
1.04%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.
3.62%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.
0.72%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.
5.82%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
4.25%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.
6.06%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
11.88%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.
10.02%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
1.29%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WY
2.53%4.75%6.97%2.80%1.50%4.50%6.04%3.55%4.12%4.00%2.79%2.47%
WFG.TO
1.36%1.42%1.55%0.96%0.98%1.40%1.04%0.46%0.58%0.53%0.42%0.54%
WCN
0.63%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.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-27.35%
0
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 35.57%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Climate Impact drawdown is 27.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.57%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 6.11%, 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%OctoberNovemberDecember2024FebruaryMarch
6.11%
2.82%
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.TONEECARRORANEPLTHMGLWCSIQFSLRADSKSTMSPWRENPHXYLALBWYAMRCSEDG
ED1.000.820.460.230.040.090.160.35-0.000.010.230.260.610.190.290.340.070.250.050.080.090.080.050.020.310.120.280.130.07
DUK0.821.000.490.230.060.110.170.380.030.010.240.290.660.210.300.400.070.280.060.110.130.100.070.050.330.130.290.150.09
WM0.460.491.000.230.110.270.210.740.110.080.220.280.470.350.240.310.190.360.110.150.270.230.100.120.510.230.380.210.13
VIE.PA0.230.230.231.000.210.550.260.240.210.180.300.290.290.280.250.280.280.360.200.230.270.370.190.160.340.310.370.270.22
FREY0.040.060.110.211.000.200.240.160.330.330.290.270.220.280.340.300.340.270.380.350.370.340.410.410.290.370.290.420.42
SU.PA0.090.110.270.550.201.000.270.310.280.220.300.300.240.380.250.230.330.370.240.260.370.460.230.250.410.370.350.320.29
WFG.TO0.160.170.210.260.240.271.000.240.260.240.260.300.240.380.280.280.350.460.260.270.320.370.290.260.400.380.590.310.30
WCN0.350.380.740.240.160.310.241.000.190.150.290.350.430.340.270.330.210.350.190.240.370.310.180.240.450.250.350.280.23
TSLA-0.000.030.110.210.330.280.260.191.000.350.290.290.220.290.250.260.410.310.410.410.490.490.430.470.290.410.310.400.45
JKS0.010.010.080.180.330.220.240.150.351.000.330.330.200.240.330.290.420.270.740.560.340.380.610.580.270.410.290.440.58
INE.TO0.230.240.220.300.290.300.260.290.290.331.000.660.380.300.390.390.330.300.370.360.380.360.360.360.290.340.370.390.37
NPI.TO0.260.290.280.290.270.300.300.350.290.330.661.000.430.290.370.440.350.280.370.360.360.330.360.380.300.350.350.410.40
NEE0.610.660.470.290.220.240.240.430.220.200.380.431.000.290.420.580.250.320.290.330.340.260.300.300.380.280.340.360.34
CARR0.190.210.350.280.280.380.380.340.290.240.300.290.291.000.350.330.400.510.280.310.480.450.300.310.590.450.520.380.37
ORA0.290.300.240.250.340.250.280.270.250.330.390.370.420.351.000.430.360.360.410.410.350.340.460.420.380.410.400.460.44
NEP0.340.400.310.280.300.230.280.330.260.290.390.440.580.330.431.000.350.330.390.390.350.310.400.400.380.380.400.430.42
LTHM0.070.070.190.280.340.330.350.210.410.420.330.350.250.400.360.351.000.440.460.440.430.460.470.450.440.750.470.490.50
GLW0.250.280.360.360.270.370.460.350.310.270.300.280.320.510.360.330.441.000.300.320.520.560.350.320.590.480.580.400.38
CSIQ0.050.060.110.200.380.240.260.190.410.740.370.370.290.280.410.390.460.301.000.690.400.420.710.680.320.440.310.540.68
FSLR0.080.110.150.230.350.260.270.240.410.560.360.360.330.310.410.390.440.320.691.000.430.460.680.670.340.410.370.530.68
ADSK0.090.130.270.270.370.370.320.370.490.340.380.360.340.480.350.350.430.520.400.431.000.610.410.470.510.450.450.480.49
STM0.080.100.230.370.340.460.370.310.490.380.360.330.260.450.340.310.460.560.420.460.611.000.440.460.480.510.480.470.50
SPWR0.050.070.100.190.410.230.290.180.430.610.360.360.300.300.460.400.470.350.710.680.410.441.000.730.330.450.390.580.72
ENPH0.020.050.120.160.410.250.260.240.470.580.360.380.300.310.420.400.450.320.680.670.470.460.731.000.320.450.350.570.82
XYL0.310.330.510.340.290.410.400.450.290.270.290.300.380.590.380.380.440.590.320.340.510.480.330.321.000.490.540.400.37
ALB0.120.130.230.310.370.370.380.250.410.410.340.350.280.450.410.380.750.480.440.410.450.510.450.450.491.000.490.510.49
WY0.280.290.380.370.290.350.590.350.310.290.370.350.340.520.400.400.470.580.310.370.450.480.390.350.540.491.000.430.41
AMRC0.130.150.210.270.420.320.310.280.400.440.390.410.360.380.460.430.490.400.540.530.480.470.580.570.400.510.431.000.57
SEDG0.070.090.130.220.420.290.300.230.450.580.370.400.340.370.440.420.500.380.680.680.490.500.720.820.370.490.410.571.00