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Carbon Credits

Last updated Mar 22, 2023

Expense Ratio

0.77%

Dividend Yield

10.77%

Asset Allocation


KRBN 50%GRN 50%CommodityCommodity

Performance

The chart shows the growth of $10,000 invested in Carbon Credits in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,054 for a total return of roughly 70.54%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


20.00%40.00%60.00%80.00%NovemberDecember2023FebruaryMarch
70.54%
23.31%
Carbon Credits
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 22, 2023, the Carbon Credits returned 8.80% Year-To-Date and 22.46% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-1.87%4.25%2.64%-10.31%8.28%8.28%
Carbon Credits-4.14%8.80%22.38%7.77%22.46%22.46%
KRBN
KraneShares Global Carbon ETF
-2.80%6.42%18.59%1.96%38.62%38.62%
GRN
iPath Series B Carbon ETN
-5.60%10.95%25.96%13.38%-13.19%-13.19%

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 Carbon Credits Sharpe ratio is 0.20. 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
0.20
-0.44
Carbon Credits
Benchmark (^GSPC)
Portfolio components

Dividends

Carbon Credits granted a 10.76% dividend yield in the last twelve months.


PeriodTTM20222021

Dividend yield

10.76%11.45%0.30%

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%NovemberDecember2023FebruaryMarch
-15.34%
-16.55%
Carbon Credits
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Carbon Credits. 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 Carbon Credits is 46.53%, recorded on Jul 22, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.53%May 17, 202147Jul 22, 2021
-20.75%Sep 15, 202032Oct 28, 202026Dec 4, 202058
-8.69%Jan 8, 20216Jan 15, 202112Feb 3, 202118
-7.77%Aug 31, 20206Sep 8, 20204Sep 14, 202010
-6.7%Feb 16, 202110Mar 1, 20216Mar 9, 202116
-6.64%Mar 18, 20216Mar 25, 20217Apr 6, 202113
-4.03%Aug 6, 20206Aug 13, 20207Aug 24, 202013
-3.53%Dec 16, 20204Dec 21, 20203Dec 24, 20207
-3.07%Dec 29, 20203Dec 31, 20201Jan 4, 20214
-2.59%Feb 11, 20211Feb 11, 20211Feb 12, 20212

Volatility Chart

Current Carbon Credits volatility is 42.02%. 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
38.08%
22.09%
Carbon Credits
Benchmark (^GSPC)
Portfolio components