Nuclear Power - Independants
Nuclear Power - independent
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CEG Constellation Energy Corp | Utilities | 25% |
NRG NRG Energy, Inc. | Utilities | 25% |
PEG Public Service Enterprise Group Incorporated | Utilities | 25% |
VST Vistra Corp. | Utilities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nuclear Power - Independants, 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 Jan 19, 2022, corresponding to the inception date of CEG
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Nuclear Power - Independants | 54.61% | -11.02% | 56.74% | 90.85% | N/A | N/A |
| Portfolio components: | ||||||
VST Vistra Corp. | 89.56% | -17.74% | 86.13% | 162.95% | 30.89% | N/A |
CEG Constellation Energy Corp | 50.30% | -18.98% | 51.89% | 81.06% | N/A | N/A |
PEG Public Service Enterprise Group Incorporated | 26.38% | 1.61% | 35.63% | 21.37% | 8.73% | 11.41% |
NRG NRG Energy, Inc. | 45.39% | -9.04% | 44.47% | 99.77% | 20.45% | 11.58% |
Monthly Returns
The table below presents the monthly returns of Nuclear Power - Independants, 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 | 2.26% | 21.11% | 17.35% | 5.25% | 17.35% | -7.00% | 54.61% | ||||||
| 2023 | 2.06% | -5.76% | 5.89% | -0.01% | 0.67% | 9.00% | 3.98% | 4.05% | 2.30% | 5.39% | 7.47% | 3.33% | 44.78% |
| 2022 | 3.46% | -1.89% | 9.38% | 1.69% | 8.97% | -11.41% | 8.01% | 6.87% | -7.30% | 9.91% | 2.60% | -9.29% | 19.29% |
Expense Ratio
Nuclear Power - Independants has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of Nuclear Power - Independants is 96, placing it in the top 4% 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 | |
|---|---|---|---|---|---|
VST Vistra Corp. | 4.00 | 3.88 | 1.56 | 5.12 | 20.99 |
CEG Constellation Energy Corp | 2.10 | 2.90 | 1.38 | 3.43 | 14.34 |
PEG Public Service Enterprise Group Incorporated | 1.21 | 1.71 | 1.22 | 0.96 | 4.19 |
NRG NRG Energy, Inc. | 3.52 | 4.03 | 1.54 | 5.61 | 24.72 |
Dividends
Dividend yield
Nuclear Power - Independants granted a 1.77% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nuclear Power - Independants | 1.77% | 2.44% | 2.93% | 2.18% | 2.33% | 1.42% | 0.94% | 0.94% | 5.16% | 2.24% | 1.39% | 1.52% |
| Portfolio components: | ||||||||||||
VST Vistra Corp. | 1.17% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% | 0.00% |
CEG Constellation Energy Corp | 0.72% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PEG Public Service Enterprise Group Incorporated | 3.08% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% | 3.57% | 4.49% |
NRG NRG Energy, Inc. | 2.12% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% | 1.57% |
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 Nuclear Power - Independants. 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 Nuclear Power - Independants was 17.55%, occurring on Jul 22, 2022. Recovery took 15 trading sessions.
The current Nuclear Power - Independants drawdown is 17.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.55% | Jun 8, 2022 | 31 | Jul 22, 2022 | 15 | Aug 12, 2022 | 46 |
| -17.23% | May 29, 2024 | 39 | Jul 24, 2024 | — | — | — |
| -15.74% | Sep 13, 2022 | 117 | Mar 1, 2023 | 86 | Jul 5, 2023 | 203 |
| -10.11% | Feb 3, 2022 | 14 | Feb 23, 2022 | 22 | Mar 25, 2022 | 36 |
| -9.2% | Apr 21, 2022 | 16 | May 12, 2022 | 11 | May 27, 2022 | 27 |
Volatility
Volatility Chart
The current Nuclear Power - Independants volatility is 10.46%, 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
| PEG | CEG | VST | NRG | |
|---|---|---|---|---|
| PEG | 1.00 | 0.40 | 0.40 | 0.45 |
| CEG | 0.40 | 1.00 | 0.51 | 0.47 |
| VST | 0.40 | 0.51 | 1.00 | 0.65 |
| NRG | 0.45 | 0.47 | 0.65 | 1.00 |