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Nuclear Power - Independants
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VST 25%CEG 25%PEG 25%NRG 25%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
147.19%
9.59%
Nuclear Power - Independants
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 19, 2022, corresponding to the inception date of CEG

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Nuclear Power - Independants43.13%0.33%64.04%103.86%N/AN/A
VST
Vistra Corp.
71.05%-4.96%107.52%183.63%23.77%N/A
CEG
Constellation Energy Corp
55.06%1.49%62.07%138.81%N/AN/A
PEG
Public Service Enterprise Group Incorporated
8.51%1.09%12.91%6.46%5.84%9.16%
NRG
NRG Energy, Inc.
36.37%4.17%75.52%111.23%14.80%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.26%21.11%17.35%
20232.30%5.39%7.47%3.33%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Nuclear Power - Independants
Sharpe ratio
The chart of Sharpe ratio for Nuclear Power - Independants, currently valued at 5.17, compared to the broader market-1.000.001.002.003.004.005.17
Sortino ratio
The chart of Sortino ratio for Nuclear Power - Independants, currently valued at 6.61, compared to the broader market-2.000.002.004.006.006.61
Omega ratio
The chart of Omega ratio for Nuclear Power - Independants, currently valued at 1.87, compared to the broader market0.801.001.201.401.601.801.87
Calmar ratio
The chart of Calmar ratio for Nuclear Power - Independants, currently valued at 8.54, compared to the broader market0.002.004.006.008.008.54
Martin ratio
The chart of Martin ratio for Nuclear Power - Independants, currently valued at 67.15, compared to the broader market0.0010.0020.0030.0040.0067.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VST
Vistra Corp.
6.066.351.8413.1262.47
CEG
Constellation Energy Corp
4.345.771.766.6836.56
PEG
Public Service Enterprise Group Incorporated
0.360.621.080.291.19
NRG
NRG Energy, Inc.
4.204.861.633.4938.59

Sharpe Ratio

The current Nuclear Power - Independants Sharpe ratio is 5.17. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.17

The Sharpe ratio of Nuclear Power - Independants is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.007.00NovemberDecember2024FebruaryMarchApril
5.17
1.66
Nuclear Power - Independants
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Nuclear Power - Independants granted a 1.91% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Nuclear Power - Independants1.91%2.44%2.93%2.18%2.33%1.42%0.94%0.94%5.16%2.24%1.39%1.52%
VST
Vistra Corp.
1.28%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
0.66%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
3.51%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.
2.20%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.17%
-5.46%
Nuclear Power - Independants
Benchmark (^GSPC)
Portfolio components

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 6.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.55%Jun 8, 202231Jul 22, 202215Aug 12, 202246
-15.74%Sep 13, 2022117Mar 1, 202386Jul 5, 2023203
-10.11%Feb 3, 202214Feb 23, 202222Mar 25, 202236
-9.2%Apr 21, 202216May 12, 202211May 27, 202227
-6.17%Apr 9, 20249Apr 19, 2024

Volatility

Volatility Chart

The current Nuclear Power - Independants volatility is 8.41%, 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%NovemberDecember2024FebruaryMarchApril
8.41%
3.15%
Nuclear Power - Independants
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.

PEGCEGVSTNRG
PEG1.000.410.410.45
CEG0.411.000.480.45
VST0.410.481.000.63
NRG0.450.450.631.00