Nuclear Power - Electrical Engineering

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Nuclear Power - Electrical Engineering

Last updated Nov 13, 2024

Nuclear Power & Electrical Engineering - add GEV

Asset Allocation

Position	Category/Sector	Weight
CEG Constellation Energy Corp	Utilities	7.50%
EME EMCOR Group, Inc.	Industrials	6.70%
EMR Emerson Electric Co.	Industrials	7.50%
ETN Eaton Corporation plc	Industrials	7%
IESC IES Holdings, Inc.	Industrials	7%
ITRI Itron, Inc.	Technology	6.30%
MTZ MasTec, Inc.	Industrials	8%
MYRG MYR Group Inc.	Industrials	6.30%
NEE NextEra Energy, Inc.	Utilities	4%
NRG NRG Energy, Inc.	Utilities	7.50%
PAM Pampa Energía S.A.	Utilities	7%
PEG Public Service Enterprise Group Incorporated	Utilities	7%
PWR Quanta Services, Inc.	Industrials	7%
VRT Vertiv Holdings Co.	Industrials	5.20%
VST Vistra Corp.	Utilities	6%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuclear Power - Electrical Engineering, 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

Nuclear Power - Electrical Engineering

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Feb 2, 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	25.45%	2.91%	14.05%	35.64%	14.13%	11.39%
Nuclear Power - Electrical Engineering	88.58%	7.97%	22.46%	111.47%	N/A	N/A
Portfolio components:
VST Vistra Corp.	272.17%	7.49%	47.42%	309.35%	44.12%	N/A
CEG Constellation Energy Corp	96.70%	-15.84%	2.76%	82.15%	N/A	N/A
PEG Public Service Enterprise Group Incorporated	45.41%	-2.73%	18.33%	41.86%	11.26%	12.13%
NRG NRG Energy, Inc.	83.41%	3.33%	10.77%	100.39%	22.78%	14.12%
ETN Eaton Corporation plc	55.12%	7.07%	9.86%	63.77%	35.25%	21.99%
PWR Quanta Services, Inc.	51.81%	5.24%	20.94%	79.24%	51.38%	26.02%
EME EMCOR Group, Inc.	139.29%	13.65%	33.48%	136.91%	42.25%	28.34%
ITRI Itron, Inc.	60.55%	10.15%	11.36%	84.77%	9.78%	11.58%
MYRG MYR Group Inc.	2.54%	24.60%	-4.08%	22.35%	33.73%	18.67%
IESC IES Holdings, Inc.	253.24%	22.72%	60.24%	324.26%	69.47%	43.83%
VRT Vertiv Holdings Co.	158.01%	10.14%	18.43%	184.45%	64.99%	N/A
EMR Emerson Electric Co.	33.86%	13.99%	12.91%	48.01%	14.64%	10.29%
MTZ MasTec, Inc.	84.54%	11.40%	30.60%	170.43%	14.60%	18.76%
PAM Pampa Energía S.A.	44.77%	10.50%	46.94%	96.14%	41.56%	20.50%
NEE NextEra Energy, Inc.	24.98%	-10.43%	-2.37%	32.98%	7.76%	14.22%

Monthly Returns

The table below presents the monthly returns of Nuclear Power - Electrical Engineering, 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	-0.49%	18.70%	12.23%	2.41%	12.01%	-7.42%	1.75%	3.51%	11.49%	4.41%			88.58%
2023	4.48%	1.70%	1.44%	-0.17%	5.71%	12.91%	3.40%	6.11%	-7.06%	-2.74%	9.11%	8.40%	50.66%
2022		-6.08%	7.27%	-8.36%	5.87%	-8.65%	12.60%	-0.39%	-8.98%	14.86%	7.00%	-3.52%	8.08%

Expense Ratio

Nuclear Power - Electrical Engineering 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 Rank

The current risk-adjusted rank of Nuclear Power - Electrical Engineering is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Combined 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.

Nuclear Power - Electrical Engineering

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VST Vistra Corp.	5.96	4.85	1.67	9.13	24.59
CEG Constellation Energy Corp	1.73	2.54	1.35	3.23	8.70
PEG Public Service Enterprise Group Incorporated	2.39	3.05	1.41	2.42	11.56
NRG NRG Energy, Inc.	3.23	3.62	1.50	5.56	18.67
ETN Eaton Corporation plc	2.49	3.04	1.44	3.46	11.16
PWR Quanta Services, Inc.	2.78	3.55	1.48	5.20	16.75
EME EMCOR Group, Inc.	4.71	4.82	1.73	9.90	31.76
ITRI Itron, Inc.	2.32	3.53	1.44	4.75	15.82
MYRG MYR Group Inc.	0.62	1.05	1.16	0.57	1.22
IESC IES Holdings, Inc.	6.25	4.87	1.70	11.26	30.23
VRT Vertiv Holdings Co.	3.70	3.48	1.47	5.36	15.38
EMR Emerson Electric Co.	1.98	2.97	1.41	3.03	8.39
MTZ MasTec, Inc.	4.42	4.69	1.59	3.07	33.19
PAM Pampa Energía S.A.	2.31	3.16	1.38	3.77	10.78
NEE NextEra Energy, Inc.	1.47	1.96	1.26	1.01	6.88

Sharpe Ratio

The current Nuclear Power - Electrical Engineering Sharpe ratio is 4.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.98, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Nuclear Power - Electrical Engineering with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Nuclear Power - Electrical Engineering

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Nuclear Power - Electrical Engineering provided a 0.73% dividend yield over the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Portfolio	0.73%	1.10%	1.25%	0.99%	1.12%	0.92%	0.93%	0.81%	1.94%	1.41%	0.97%	0.92%
Portfolio components:
VST Vistra Corp.	0.61%	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	0.59%	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	2.73%	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.	1.76%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%	2.00%	1.57%
ETN Eaton Corporation plc	1.02%	1.43%	2.06%	1.76%	2.43%	3.00%	3.85%	3.04%	3.40%	4.23%	2.88%	2.21%
PWR Quanta Services, Inc.	0.11%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.18%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%	0.42%
ITRI Itron, 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%
MYRG MYR Group 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%
IESC IES Holdings, 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%
VRT Vertiv Holdings Co.	0.08%	0.05%	0.07%	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EMR Emerson Electric Co.	1.64%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%	2.85%	2.37%
MTZ MasTec, 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%
PAM Pampa Energía S.A.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NEE NextEra Energy, Inc.	2.71%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%	3.08%

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.

Nuclear Power - Electrical Engineering

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Nuclear Power - Electrical Engineering. 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 - Electrical Engineering was 16.36%, occurring on Jun 16, 2022. Recovery took 38 trading sessions.

The current Nuclear Power - Electrical Engineering drawdown is 1.92%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-16.36%	Apr 21, 2022	40	Jun 16, 2022	38	Aug 11, 2022	78
-16.28%	May 28, 2024	48	Aug 5, 2024	32	Sep 19, 2024	80
-14.44%	Aug 19, 2022	30	Sep 30, 2022	25	Nov 4, 2022	55
-12.17%	Sep 5, 2023	39	Oct 27, 2023	29	Dec 8, 2023	68
-8.01%	Feb 3, 2022	14	Feb 23, 2022	19	Mar 22, 2022	33

Volatility

Volatility Chart

The current Nuclear Power - Electrical Engineering volatility is 7.16%, 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.

Nuclear Power - Electrical Engineering

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.

	PAM	NEE	PEG	IESC	CEG	VRT	VST	NRG	ITRI	MYRG	MTZ	EMR	EME	ETN	PWR
PAM	1.00	0.23	0.23	0.23	0.32	0.26	0.27	0.24	0.27	0.28	0.31	0.29	0.30	0.29	0.33
NEE	0.23	1.00	0.63	0.22	0.38	0.17	0.36	0.38	0.36	0.30	0.27	0.33	0.28	0.30	0.36
PEG	0.23	0.63	1.00	0.23	0.41	0.19	0.44	0.46	0.30	0.32	0.28	0.37	0.32	0.38	0.34
IESC	0.23	0.22	0.23	1.00	0.32	0.43	0.36	0.35	0.45	0.54	0.48	0.43	0.54	0.49	0.51
CEG	0.32	0.38	0.41	0.32	1.00	0.37	0.57	0.51	0.37	0.32	0.33	0.39	0.42	0.46	0.45
VRT	0.26	0.17	0.19	0.43	0.37	1.00	0.40	0.39	0.49	0.39	0.49	0.51	0.55	0.65	0.53
VST	0.27	0.36	0.44	0.36	0.57	0.40	1.00	0.64	0.34	0.36	0.35	0.40	0.45	0.45	0.45
NRG	0.24	0.38	0.46	0.35	0.51	0.39	0.64	1.00	0.38	0.38	0.41	0.43	0.43	0.47	0.46
ITRI	0.27	0.36	0.30	0.45	0.37	0.49	0.34	0.38	1.00	0.51	0.55	0.55	0.54	0.55	0.53
MYRG	0.28	0.30	0.32	0.54	0.32	0.39	0.36	0.38	0.51	1.00	0.57	0.51	0.59	0.51	0.61
MTZ	0.31	0.27	0.28	0.48	0.33	0.49	0.35	0.41	0.55	0.57	1.00	0.51	0.56	0.50	0.64
EMR	0.29	0.33	0.37	0.43	0.39	0.51	0.40	0.43	0.55	0.51	0.51	1.00	0.59	0.69	0.60
EME	0.30	0.28	0.32	0.54	0.42	0.55	0.45	0.43	0.54	0.59	0.56	0.59	1.00	0.67	0.62
ETN	0.29	0.30	0.38	0.49	0.46	0.65	0.45	0.47	0.55	0.51	0.50	0.69	0.67	1.00	0.64
PWR	0.33	0.36	0.34	0.51	0.45	0.53	0.45	0.46	0.53	0.61	0.64	0.60	0.62	0.64	1.00

The correlation results are calculated based on daily price changes starting from Feb 3, 2022

Performance Analysis

Risk Analysis

Optimization

Factor Model

Nuclear Power - Electrical Engineering

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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