Green Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Green Portfolio, 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
The earliest data available for this chart is May 18, 2021, corresponding to the inception date of SLDP
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
Green Portfolio | -4.00% | 6.25% | 11.81% | -20.64% | N/A | N/A |
Portfolio components: | ||||||
First Trust NASDAQ Clean Edge Green Energy Index Fund | -14.58% | 5.02% | 2.89% | -33.06% | 10.79% | 7.13% |
Invesco WilderHill Clean Energy ETF | -26.76% | 5.61% | -10.06% | -47.61% | -4.52% | -1.93% |
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 12.34% | -0.06% | 16.80% | 11.18% | 20.68% | 14.03% |
SPDR S&P Kensho Clean Power ETF | -11.80% | 1.45% | 0.76% | -26.19% | 11.92% | N/A |
Tesla, Inc. | -13.08% | 15.29% | 18.27% | -18.29% | 70.31% | 30.72% |
Albemarle Corporation | -36.66% | -2.04% | -22.75% | -56.21% | 5.26% | 4.24% |
Solid Power, Inc. | 40.00% | 26.09% | 44.48% | -21.01% | N/A | N/A |
QuantumScape Corporation | 7.34% | 54.45% | 12.18% | -20.38% | N/A | N/A |
Enphase Energy, Inc. | -11.53% | 14.79% | 9.44% | -32.56% | 41.40% | 26.24% |
Clearway Energy, Inc. | -1.45% | 1.51% | 8.30% | 2.11% | 12.99% | N/A |
First Solar, Inc. | 28.47% | -13.79% | 48.31% | 12.12% | 27.86% | 13.23% |
Monthly Returns
The table below presents the monthly returns of Green Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -14.42% | 5.18% | 1.37% | -5.39% | 15.31% | -10.72% | -4.00% | ||||||
2023 | 18.07% | -1.09% | -0.68% | -13.07% | 4.26% | 8.55% | 4.43% | -13.26% | -9.82% | -17.71% | 11.89% | 12.21% | -3.69% |
2022 | -13.86% | 1.22% | 12.18% | -16.22% | 7.22% | -10.38% | 24.67% | 4.28% | -8.11% | 3.01% | 2.11% | -16.69% | -17.59% |
2021 | 5.72% | 9.87% | 0.16% | 3.61% | -3.50% | 24.02% | -0.24% | -13.22% | 24.89% |
Expense Ratio
Green Portfolio has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Green Portfolio 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
First Trust NASDAQ Clean Edge Green Energy Index Fund | -0.94 | -1.38 | 0.86 | -0.53 | -1.06 |
Invesco WilderHill Clean Energy ETF | -1.21 | -2.05 | 0.80 | -0.61 | -1.17 |
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 0.62 | 0.96 | 1.12 | 0.49 | 1.34 |
SPDR S&P Kensho Clean Power ETF | -0.85 | -1.21 | 0.88 | -0.55 | -1.10 |
Tesla, Inc. | -0.37 | -0.22 | 0.97 | -0.30 | -0.78 |
Albemarle Corporation | -1.05 | -1.67 | 0.81 | -0.79 | -1.47 |
Solid Power, Inc. | -0.27 | 0.14 | 1.01 | -0.24 | -0.53 |
QuantumScape Corporation | -0.24 | 0.25 | 1.03 | -0.24 | -0.41 |
Enphase Energy, Inc. | -0.54 | -0.53 | 0.94 | -0.44 | -0.94 |
Clearway Energy, Inc. | 0.01 | 0.30 | 1.03 | 0.01 | 0.04 |
First Solar, Inc. | 0.24 | 0.75 | 1.09 | 0.28 | 0.53 |
Dividends
Dividend yield
Green Portfolio granted a 1.44% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Green Portfolio | 1.44% | 1.36% | 1.22% | 0.80% | 0.65% | 1.07% | 1.46% | 0.96% | 1.24% | 0.98% | 0.70% | 0.54% |
Portfolio components: | ||||||||||||
First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.80% | 0.76% | 0.33% | 0.01% | 0.30% | 0.85% | 1.03% | 0.45% | 1.24% | 0.72% | 0.79% | 0.41% |
Invesco WilderHill Clean Energy ETF | 3.13% | 3.68% | 4.21% | 1.71% | 0.44% | 1.45% | 2.89% | 1.28% | 2.68% | 1.53% | 2.96% | 2.18% |
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 1.07% | 1.23% | 1.26% | 0.63% | 0.68% | 1.26% | 1.28% | 1.07% | 1.07% | 1.23% | 1.46% | 1.35% |
SPDR S&P Kensho Clean Power ETF | 1.55% | 1.17% | 1.23% | 1.34% | 0.69% | 1.16% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Albemarle Corporation | 1.76% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
Solid Power, 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% |
QuantumScape 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% |
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% |
Clearway Energy, Inc. | 6.11% | 5.62% | 4.48% | 3.68% | 3.29% | 4.01% | 7.29% | 5.81% | 5.98% | 4.23% | 0.00% | 0.00% |
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Green Portfolio. 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 Green Portfolio was 48.87%, occurring on Oct 30, 2023. The portfolio has not yet recovered.
The current Green Portfolio drawdown is 37.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-48.87% | Nov 22, 2021 | 487 | Oct 30, 2023 | — | — | — |
-8.7% | Jun 29, 2021 | 14 | Jul 19, 2021 | 11 | Aug 3, 2021 | 25 |
-7.5% | Aug 11, 2021 | 7 | Aug 19, 2021 | 10 | Sep 2, 2021 | 17 |
-6.42% | Sep 3, 2021 | 21 | Oct 4, 2021 | 7 | Oct 13, 2021 | 28 |
-4.63% | Nov 9, 2021 | 2 | Nov 10, 2021 | 7 | Nov 19, 2021 | 9 |
Volatility
Volatility Chart
The current Green Portfolio volatility is 10.39%, 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.
Diversification
Asset Correlations Table
CWEN | SLDP | TSLA | FSLR | ALB | QS | ENPH | GRID | CNRG | PBW | QCLN | |
---|---|---|---|---|---|---|---|---|---|---|---|
CWEN | 1.00 | 0.34 | 0.26 | 0.44 | 0.39 | 0.35 | 0.47 | 0.52 | 0.60 | 0.51 | 0.52 |
SLDP | 0.34 | 1.00 | 0.42 | 0.37 | 0.43 | 0.60 | 0.42 | 0.43 | 0.57 | 0.67 | 0.59 |
TSLA | 0.26 | 0.42 | 1.00 | 0.39 | 0.47 | 0.52 | 0.46 | 0.55 | 0.53 | 0.60 | 0.69 |
FSLR | 0.44 | 0.37 | 0.39 | 1.00 | 0.41 | 0.46 | 0.66 | 0.53 | 0.72 | 0.64 | 0.68 |
ALB | 0.39 | 0.43 | 0.47 | 0.41 | 1.00 | 0.51 | 0.50 | 0.63 | 0.62 | 0.67 | 0.72 |
QS | 0.35 | 0.60 | 0.52 | 0.46 | 0.51 | 1.00 | 0.53 | 0.56 | 0.68 | 0.79 | 0.74 |
ENPH | 0.47 | 0.42 | 0.46 | 0.66 | 0.50 | 0.53 | 1.00 | 0.61 | 0.79 | 0.73 | 0.79 |
GRID | 0.52 | 0.43 | 0.55 | 0.53 | 0.63 | 0.56 | 0.61 | 1.00 | 0.77 | 0.74 | 0.79 |
CNRG | 0.60 | 0.57 | 0.53 | 0.72 | 0.62 | 0.68 | 0.79 | 0.77 | 1.00 | 0.92 | 0.91 |
PBW | 0.51 | 0.67 | 0.60 | 0.64 | 0.67 | 0.79 | 0.73 | 0.74 | 0.92 | 1.00 | 0.94 |
QCLN | 0.52 | 0.59 | 0.69 | 0.68 | 0.72 | 0.74 | 0.79 | 0.79 | 0.91 | 0.94 | 1.00 |