PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Green Portfolio

Last updated Sep 21, 2023

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
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
Alternative Energy Equities10%
PBW
Invesco WilderHill Clean Energy ETF
Small Cap Growth Equities10%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
Alternative Energy Equities10%
CNRG
SPDR S&P Kensho Clean Power ETF
Alternative Energy Equities10%
TSLA
Tesla, Inc.
Consumer Cyclical10%
ALB
Albemarle Corporation
Basic Materials10%
ENPH
Enphase Energy, Inc.
Technology10%
CWEN
Clearway Energy, Inc.
Utilities10%
FSLR
First Solar, Inc.
Technology10%
SLDP
Solid Power, Inc.
Industrials5%
QS
QuantumScape Corporation
Consumer Cyclical5%

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


-10.00%-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-10.40%
10.86%
Green Portfolio
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%2.79%N/A
Green Portfolio-0.66%-10.69%-1.84%-21.71%0.44%N/A
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

CWENSLDPTSLAFSLRALBQSENPHGRIDCNRGPBWQCLN
CWEN1.000.290.280.400.380.310.420.520.550.460.48
SLDP0.291.000.440.350.420.580.390.440.540.640.57
TSLA0.280.441.000.420.480.540.490.580.570.640.72
FSLR0.400.350.421.000.370.460.660.540.720.630.66
ALB0.380.420.480.371.000.500.470.660.630.670.71
QS0.310.580.540.460.501.000.500.560.670.790.73
ENPH0.420.390.490.660.470.501.000.630.790.720.79
GRID0.520.440.580.540.660.560.631.000.780.760.81
CNRG0.550.540.570.720.630.670.790.781.000.920.92
PBW0.460.640.640.630.670.790.720.760.921.000.94
QCLN0.480.570.720.660.710.730.790.810.920.941.00

Sharpe Ratio

The current Green Portfolio Sharpe ratio is -0.76. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.76

The Sharpe ratio of Green Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.76
0.74
Green Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Green Portfolio granted a 1.49% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Green Portfolio1.49%1.26%0.85%0.70%1.18%1.68%1.19%1.55%1.25%0.80%0.63%0.88%
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.


0.70%
0.00%2.15%
0.61%
0.00%2.15%
0.60%
0.00%2.15%
0.45%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-33.67%
-8.22%
Green Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2021118May 11, 2022
-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 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.05%
3.47%
Green Portfolio
Benchmark (^GSPC)
Portfolio components