Green Portfolio
Asset Allocation
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 2.79% | N/A |
| Green Portfolio | -0.66% | -10.69% | -1.84% | -21.71% | 0.44% | N/A |
| Portfolio components: | ||||||
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | -1.70% | -10.37% | -5.42% | -29.72% | -9.99% | N/A |
PBW Invesco WilderHill Clean Energy ETF | -5.47% | -9.66% | -11.50% | -36.96% | -28.39% | N/A |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | -0.10% | 4.97% | 12.75% | 20.94% | 6.05% | N/A |
CNRG SPDR S&P Kensho Clean Power ETF | -2.31% | -12.61% | -12.37% | -23.13% | -10.73% | N/A |
TSLA Tesla, Inc. | 12.61% | 36.61% | 113.18% | -12.70% | 14.18% | N/A |
ALB Albemarle Corporation | -7.09% | -18.79% | -19.09% | -38.35% | 4.74% | N/A |
SLDP Solid Power, Inc. | -0.97% | -26.26% | -19.29% | -64.41% | -49.24% | N/A |
QS QuantumScape Corporation | 0.29% | -9.28% | 20.63% | -30.42% | -47.30% | N/A |
ENPH Enphase Energy, Inc. | -3.39% | -39.43% | -53.21% | -59.30% | 0.51% | N/A |
CWEN Clearway Energy, Inc. | 5.21% | -12.29% | -18.76% | -27.76% | 3.65% | N/A |
FSLR First Solar, Inc. | -4.11% | -19.48% | 12.98% | 24.84% | 43.81% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| CWEN | SLDP | TSLA | FSLR | ALB | QS | ENPH | GRID | CNRG | PBW | QCLN | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CWEN | 1.00 | 0.29 | 0.28 | 0.40 | 0.38 | 0.31 | 0.42 | 0.52 | 0.55 | 0.46 | 0.48 |
| SLDP | 0.29 | 1.00 | 0.44 | 0.35 | 0.42 | 0.58 | 0.39 | 0.44 | 0.54 | 0.64 | 0.57 |
| TSLA | 0.28 | 0.44 | 1.00 | 0.42 | 0.48 | 0.54 | 0.49 | 0.58 | 0.57 | 0.64 | 0.72 |
| FSLR | 0.40 | 0.35 | 0.42 | 1.00 | 0.37 | 0.46 | 0.66 | 0.54 | 0.72 | 0.63 | 0.66 |
| ALB | 0.38 | 0.42 | 0.48 | 0.37 | 1.00 | 0.50 | 0.47 | 0.66 | 0.63 | 0.67 | 0.71 |
| QS | 0.31 | 0.58 | 0.54 | 0.46 | 0.50 | 1.00 | 0.50 | 0.56 | 0.67 | 0.79 | 0.73 |
| ENPH | 0.42 | 0.39 | 0.49 | 0.66 | 0.47 | 0.50 | 1.00 | 0.63 | 0.79 | 0.72 | 0.79 |
| GRID | 0.52 | 0.44 | 0.58 | 0.54 | 0.66 | 0.56 | 0.63 | 1.00 | 0.78 | 0.76 | 0.81 |
| CNRG | 0.55 | 0.54 | 0.57 | 0.72 | 0.63 | 0.67 | 0.79 | 0.78 | 1.00 | 0.92 | 0.92 |
| PBW | 0.46 | 0.64 | 0.64 | 0.63 | 0.67 | 0.79 | 0.72 | 0.76 | 0.92 | 1.00 | 0.94 |
| QCLN | 0.48 | 0.57 | 0.72 | 0.66 | 0.71 | 0.73 | 0.79 | 0.81 | 0.92 | 0.94 | 1.00 |
Dividend yield
Green Portfolio granted a 1.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Green Portfolio | 1.49% | 1.26% | 0.85% | 0.70% | 1.18% | 1.68% | 1.19% | 1.55% | 1.25% | 0.80% | 0.63% | 0.88% |
| Portfolio components: | ||||||||||||
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.80% | 0.33% | 0.01% | 0.31% | 0.86% | 1.05% | 0.46% | 1.29% | 0.75% | 0.83% | 0.44% | 1.35% |
PBW Invesco WilderHill Clean Energy ETF | 4.62% | 4.31% | 1.81% | 0.47% | 1.57% | 3.18% | 1.45% | 3.08% | 1.80% | 3.53% | 2.66% | 4.97% |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 1.35% | 1.27% | 0.65% | 0.70% | 1.31% | 1.35% | 1.14% | 1.16% | 1.34% | 1.61% | 1.51% | 1.00% |
CNRG SPDR S&P Kensho Clean Power ETF | 1.14% | 1.24% | 1.36% | 0.71% | 1.22% | 0.37% | 0.00% | 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 | 0.91% | 0.73% | 0.68% | 1.07% | 2.09% | 1.84% | 1.07% | 1.54% | 2.29% | 2.07% | 1.74% | 1.50% |
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. | 6.08% | 4.67% | 4.00% | 3.73% | 4.74% | 9.05% | 7.73% | 8.45% | 6.36% | 0.00% | 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% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | -0.91 | ||||
PBW Invesco WilderHill Clean Energy ETF | -1.00 | ||||
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 0.85 | ||||
CNRG SPDR S&P Kensho Clean Power ETF | -0.86 | ||||
TSLA Tesla, Inc. | -0.25 | ||||
ALB Albemarle Corporation | -0.91 | ||||
SLDP Solid Power, Inc. | -0.88 | ||||
QS QuantumScape Corporation | -0.45 | ||||
ENPH Enphase Energy, Inc. | -1.08 | ||||
CWEN Clearway Energy, Inc. | -1.24 | ||||
FSLR First Solar, Inc. | 0.46 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Green Portfolio. 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 Green Portfolio is 39.57%, recorded on May 11, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.57% | Nov 22, 2021 | 118 | May 11, 2022 | — | — | — |
| -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 Chart
The current Green Portfolio volatility is 7.05%, 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.