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Green Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QCLN 10%PBW 10%GRID 10%CNRG 10%TSLA 10%ALB 10%ENPH 10%CWEN 10%FSLR 10%SLDP 5%QS 5%EquityEquity
PositionCategory/SectorWeight
ALB
Albemarle Corporation
Basic Materials

10%

CNRG
SPDR S&P Kensho Clean Power ETF
Alternative Energy Equities

10%

CWEN
Clearway Energy, Inc.
Utilities

10%

ENPH
Enphase Energy, Inc.
Technology

10%

FSLR
First Solar, Inc.
Technology

10%

GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
Alternative Energy Equities

10%

PBW
Invesco WilderHill Clean Energy ETF
Small Cap Growth Equities

10%

QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
Alternative Energy Equities

10%

QS
QuantumScape Corporation
Consumer Cyclical

5%

SLDP
Solid Power, Inc.
Industrials

5%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

S&P 500

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


-20.00%-10.00%0.00%10.00%20.00%30.00%2024FebruaryMarchAprilMayJune
-10.05%
32.38%
Green Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2021, corresponding to the inception date of SLDP

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%2.97%14.93%24.71%13.14%10.88%
Green Portfolio-9.26%-4.33%-9.78%-19.64%N/AN/A
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
-18.19%-4.72%-18.82%-28.11%11.18%6.34%
PBW
Invesco WilderHill Clean Energy ETF
-30.14%-5.76%-30.33%-42.81%-4.76%-2.76%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
12.82%-1.40%13.89%17.31%21.03%13.97%
CNRG
SPDR S&P Kensho Clean Power ETF
-10.91%-2.24%-10.63%-20.51%12.32%N/A
TSLA
Tesla, Inc.
-26.35%5.34%-27.53%-28.68%65.52%28.06%
ALB
Albemarle Corporation
-34.03%-22.72%-36.50%-56.49%7.99%4.45%
SLDP
Solid Power, Inc.
6.21%-6.10%6.94%-31.25%N/AN/A
QS
QuantumScape Corporation
-29.21%-11.03%-30.51%-28.07%N/AN/A
ENPH
Enphase Energy, Inc.
-19.28%-9.22%-20.39%-32.78%43.40%29.03%
CWEN
Clearway Energy, Inc.
-2.51%-0.06%-2.29%-3.37%14.19%N/A
FSLR
First Solar, Inc.
50.26%3.63%51.93%40.29%32.76%14.21%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-14.42%5.18%1.37%-5.39%15.32%-9.26%
202318.07%-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%
20215.72%9.87%0.16%3.61%-3.50%24.02%-0.24%-13.22%24.89%

Expense Ratio

Green Portfolio has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for GRID: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for PBW: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for QCLN: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for CNRG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

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.


The Risk-Adjusted Performance Rank of Green Portfolio is 11
Green Portfolio
The Sharpe Ratio Rank of Green Portfolio is 11Sharpe Ratio Rank
The Sortino Ratio Rank of Green Portfolio is 11Sortino Ratio Rank
The Omega Ratio Rank of Green Portfolio is 11Omega Ratio Rank
The Calmar Ratio Rank of Green Portfolio is 11Calmar Ratio Rank
The Martin Ratio Rank of Green Portfolio is 11Martin 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.


Green Portfolio
Sharpe ratio
The chart of Sharpe ratio for Green Portfolio, currently valued at -0.66, compared to the broader market0.002.004.00-0.66
Sortino ratio
The chart of Sortino ratio for Green Portfolio, currently valued at -0.85, compared to the broader market-2.000.002.004.006.00-0.85
Omega ratio
The chart of Omega ratio for Green Portfolio, currently valued at 0.91, compared to the broader market0.801.001.201.401.601.800.91
Calmar ratio
The chart of Calmar ratio for Green Portfolio, currently valued at -0.45, compared to the broader market0.002.004.006.008.0010.00-0.45
Martin ratio
The chart of Martin ratio for Green Portfolio, currently valued at -0.83, compared to the broader market0.0010.0020.0030.0040.0050.00-0.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
-0.88-1.250.87-0.49-0.96
PBW
Invesco WilderHill Clean Energy ETF
-1.16-1.920.81-0.58-1.19
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.941.401.170.721.91
CNRG
SPDR S&P Kensho Clean Power ETF
-0.77-1.060.89-0.48-0.97
TSLA
Tesla, Inc.
-0.58-0.650.93-0.45-1.03
ALB
Albemarle Corporation
-1.12-1.850.79-0.83-1.40
SLDP
Solid Power, Inc.
-0.40-0.150.98-0.35-0.76
QS
QuantumScape Corporation
-0.37-0.120.99-0.34-0.61
ENPH
Enphase Energy, Inc.
-0.60-0.650.93-0.47-0.98
CWEN
Clearway Energy, Inc.
-0.21-0.070.99-0.14-0.47
FSLR
First Solar, Inc.
0.831.591.180.941.89

Sharpe Ratio

The current Green Portfolio Sharpe ratio is -0.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.42, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Green Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-0.66
2.24
Green Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Green Portfolio granted a 1.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Green Portfolio1.35%1.36%1.22%0.80%0.65%1.07%1.46%0.96%1.24%0.98%0.70%0.54%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.78%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%0.79%0.41%
PBW
Invesco WilderHill Clean Energy ETF
2.58%3.68%4.21%1.71%0.44%1.45%2.89%1.28%2.68%1.53%2.96%2.18%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
1.11%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%1.46%1.35%
CNRG
SPDR S&P Kensho Clean Power ETF
1.11%1.17%1.23%1.34%0.69%1.16%0.35%0.00%0.00%0.00%0.00%0.00%
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%
ALB
Albemarle Corporation
1.69%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%1.83%1.51%
SLDP
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%
QS
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%
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%
CWEN
Clearway Energy, Inc.
6.18%5.62%4.48%3.68%3.29%4.01%7.29%5.81%5.98%4.23%0.00%0.00%
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%

Drawdowns

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-40.94%
-0.41%
Green Portfolio
Benchmark (^GSPC)
Portfolio components

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 40.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.87%Nov 22, 2021487Oct 30, 2023
-8.7%Jun 29, 202114Jul 19, 202111Aug 3, 202125
-7.5%Aug 11, 20217Aug 19, 202110Sep 2, 202117
-6.42%Sep 3, 202121Oct 4, 20217Oct 13, 202128
-4.63%Nov 9, 20212Nov 10, 20217Nov 19, 20219

Volatility

Volatility Chart

The current Green Portfolio volatility is 9.77%, 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%12.00%2024FebruaryMarchAprilMayJune
9.77%
2.38%
Green Portfolio
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.

CWENSLDPTSLAFSLRALBQSENPHGRIDCNRGPBWQCLN
CWEN1.000.340.270.440.400.350.460.520.600.500.52
SLDP0.341.000.420.370.430.590.410.430.560.670.59
TSLA0.270.421.000.410.480.520.480.550.540.610.70
FSLR0.440.370.411.000.410.470.660.530.720.640.68
ALB0.400.430.480.411.000.520.500.630.620.670.72
QS0.350.590.520.470.521.000.530.560.680.800.74
ENPH0.460.410.480.660.500.531.000.610.790.730.80
GRID0.520.430.550.530.630.560.611.000.770.740.79
CNRG0.600.560.540.720.620.680.790.771.000.920.91
PBW0.500.670.610.640.670.800.730.740.921.000.94
QCLN0.520.590.700.680.720.740.800.790.910.941.00
The correlation results are calculated based on daily price changes starting from May 19, 2021