Green Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Green Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
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%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Green Portfolio	-13.99%	13.67%	-10.96%	-9.43%	N/A	N/A
Portfolio components:
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	-13.09%	13.96%	-13.40%	-12.48%	3.37%	4.99%
PBW Invesco WilderHill Clean Energy ETF	-14.24%	21.27%	-13.73%	-16.79%	-10.28%	-2.99%
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	3.72%	13.69%	-2.00%	5.61%	21.47%	14.88%
CNRG SPDR S&P Kensho Clean Power ETF	-8.41%	20.80%	-9.59%	-9.42%	6.04%	N/A
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	40.86%	33.91%
ALB Albemarle Corporation	-32.32%	5.89%	-42.00%	-54.50%	-1.01%	0.64%
SLDP Solid Power, Inc.	-31.22%	27.45%	12.07%	-24.42%	N/A	N/A
QS QuantumScape Corporation	-21.77%	7.69%	-19.12%	-24.68%	N/A	N/A
ENPH Enphase Energy, Inc.	-26.07%	2.45%	-24.10%	-53.14%	-3.16%	17.91%
CWEN Clearway Energy, Inc.	12.81%	4.83%	7.09%	13.29%	11.61%	N/A
FSLR First Solar, Inc.	-20.18%	15.13%	-27.46%	-26.36%	26.92%	9.53%

*Annualized

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
2025	-3.03%	-9.60%	-4.29%	-4.45%	7.28%								-13.99%
2024	-14.42%	5.18%	1.37%	-5.39%	15.31%	-10.72%	8.14%	-2.72%	5.15%	-8.91%	7.48%	-1.39%	-5.11%
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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GRID

First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index

PBW

Invesco WilderHill Clean Energy ETF

QCLN

First Trust NASDAQ Clean Edge Green Energy Index Fund

CNRG

SPDR S&P Kensho Clean Power ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Green Portfolio 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	-0.39	-0.34	0.96	-0.20	-0.89
PBW Invesco WilderHill Clean Energy ETF	-0.48	-0.45	0.95	-0.23	-0.97
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	0.25	0.59	1.07	0.34	1.18
CNRG SPDR S&P Kensho Clean Power ETF	-0.31	-0.18	0.98	-0.17	-0.74
TSLA Tesla, Inc.	1.03	1.74	1.21	1.15	2.83
ALB Albemarle Corporation	-0.97	-1.53	0.82	-0.66	-1.57
SLDP Solid Power, Inc.	-0.36	-0.11	0.99	-0.29	-0.71
QS QuantumScape Corporation	-0.34	-0.18	0.98	-0.30	-0.68
ENPH Enphase Energy, Inc.	-0.84	-1.24	0.85	-0.64	-1.37
CWEN Clearway Energy, Inc.	0.51	1.19	1.16	0.67	2.62
FSLR First Solar, Inc.	-0.47	-0.40	0.96	-0.46	-0.74

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.

Green Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: -0.31
All Time: -0.15

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 0.41 to 0.94, 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 Green Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Green Portfolio provided a 1.45% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.45%	1.43%	1.36%	1.22%	0.81%	0.65%	1.07%	1.46%	0.96%	1.24%	0.98%	0.70%
Portfolio components:
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	1.07%	0.87%	0.76%	0.33%	0.01%	0.30%	0.85%	1.03%	0.45%	1.25%	0.72%	0.78%
PBW Invesco WilderHill Clean Energy ETF	2.44%	2.84%	3.68%	4.21%	1.71%	0.44%	1.45%	2.89%	1.27%	2.69%	1.54%	2.96%
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	1.05%	1.06%	1.23%	1.26%	0.63%	0.68%	1.26%	1.28%	1.07%	1.07%	1.23%	1.45%
CNRG SPDR S&P Kensho Clean Power ETF	1.33%	1.34%	1.17%	1.23%	1.34%	0.69%	1.16%	0.35%	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	2.79%	1.87%	1.11%	0.73%	0.67%	1.04%	2.02%	1.74%	1.00%	1.42%	2.07%	1.83%
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.	5.82%	6.36%	5.62%	4.48%	3.69%	3.29%	4.01%	7.29%	5.81%	5.98%	4.23%	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. 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 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 55.77%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Green Portfolio drawdown is 46.88%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-55.77%	Nov 22, 2021	847	Apr 8, 2025	—	—	—
-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 chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 10.53, 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.

	^GSPC	CWEN	SLDP	TSLA	FSLR	ALB	QS	ENPH	GRID	CNRG	PBW	QCLN	Portfolio
^GSPC	1.00	0.43	0.40	0.58	0.41	0.53	0.53	0.45	0.85	0.63	0.65	0.70	0.68
CWEN	0.43	1.00	0.31	0.24	0.42	0.36	0.33	0.44	0.48	0.58	0.48	0.50	0.56
SLDP	0.40	0.31	1.00	0.39	0.36	0.43	0.59	0.41	0.43	0.55	0.66	0.59	0.65
TSLA	0.58	0.24	0.39	1.00	0.35	0.45	0.49	0.41	0.55	0.51	0.57	0.68	0.67
FSLR	0.41	0.42	0.36	0.35	1.00	0.40	0.45	0.66	0.51	0.71	0.63	0.67	0.72
ALB	0.53	0.36	0.43	0.45	0.40	1.00	0.51	0.50	0.59	0.61	0.66	0.71	0.72
QS	0.53	0.33	0.59	0.49	0.45	0.51	1.00	0.52	0.56	0.67	0.79	0.73	0.76
ENPH	0.45	0.44	0.41	0.41	0.66	0.50	0.52	1.00	0.57	0.77	0.71	0.77	0.79
GRID	0.85	0.48	0.43	0.55	0.51	0.59	0.56	0.57	1.00	0.76	0.74	0.78	0.78
CNRG	0.63	0.58	0.55	0.51	0.71	0.61	0.67	0.77	0.76	1.00	0.92	0.91	0.92
PBW	0.65	0.48	0.66	0.57	0.63	0.66	0.79	0.71	0.74	0.92	1.00	0.94	0.94
QCLN	0.70	0.50	0.59	0.68	0.67	0.71	0.73	0.77	0.78	0.91	0.94	1.00	0.97
Portfolio	0.68	0.56	0.65	0.67	0.72	0.72	0.76	0.79	0.78	0.92	0.94	0.97	1.00

The correlation results are calculated based on daily price changes starting from May 19, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Green Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community