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Energy Technology

Last updated Mar 2, 2024

Asset Allocation


TSLA 25%NEE 20%ENPH 15%SEDG 15%RUN 10%SPWR 10%PLUG 5%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

25%

NEE
NextEra Energy, Inc.
Utilities

20%

ENPH
Enphase Energy, Inc.
Technology

15%

SEDG
SolarEdge Technologies, Inc.
Technology

15%

RUN
Sunrun Inc.
Technology

10%

SPWR
SunPower Corporation
Technology

10%

PLUG
Plug Power Inc.
Industrials

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Energy Technology, 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%200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
665.98%
144.64%
Energy Technology
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 5, 2015, corresponding to the inception date of RUN

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Energy Technology-18.50%1.72%-26.55%-42.97%39.29%N/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.80%28.18%
NEE
NextEra Energy, Inc.
-8.27%-4.19%-16.00%-22.90%5.75%12.07%
ENPH
Enphase Energy, Inc.
-1.88%27.42%0.72%-40.29%73.25%31.41%
SEDG
SolarEdge Technologies, Inc.
-27.48%-0.18%-58.09%-79.23%10.98%N/A
RUN
Sunrun Inc.
-37.95%-15.06%-22.96%-50.97%-4.36%N/A
SPWR
SunPower Corporation
-34.16%-7.29%-56.38%-79.59%-5.02%-18.15%
PLUG
Plug Power Inc.
-13.56%-16.52%-54.29%-71.89%16.59%-5.29%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-20.73%1.36%
2023-16.29%-10.79%-22.33%10.89%16.18%

Sharpe Ratio

The current Energy Technology Sharpe ratio is -1.00. 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.

0.002.004.00-1.00

The Sharpe ratio of Energy Technology 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-1.000.001.002.00OctoberNovemberDecember2024FebruaryMarch
-1.00
2.44
Energy Technology
Benchmark (^GSPC)
Portfolio components

Dividend yield

Energy Technology granted a 0.69% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Energy Technology0.69%0.62%0.41%0.33%0.36%0.41%0.51%0.50%0.58%0.59%0.55%0.62%
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%
NEE
NextEra Energy, Inc.
3.47%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
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%
SEDG
SolarEdge Technologies, 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%
RUN
Sunrun 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%
SPWR
SunPower 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%
PLUG
Plug 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%

Expense Ratio

The Energy Technology 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

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
^GSPC
S&P 500
2.44
Energy Technology
-1.00
TSLA
Tesla, Inc.
-0.00
NEE
NextEra Energy, Inc.
-0.68
ENPH
Enphase Energy, Inc.
-0.62
SEDG
SolarEdge Technologies, Inc.
-1.21
RUN
Sunrun Inc.
-0.59
SPWR
SunPower Corporation
-0.86
PLUG
Plug Power Inc.
-0.73

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NEETSLAPLUGENPHRUNSEDGSPWR
NEE1.000.160.180.180.200.220.20
TSLA0.161.000.370.320.350.340.36
PLUG0.180.371.000.440.500.450.50
ENPH0.180.320.441.000.540.600.57
RUN0.200.350.500.541.000.600.64
SEDG0.220.340.450.600.601.000.62
SPWR0.200.360.500.570.640.621.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-58.66%
0
Energy Technology
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Energy Technology. 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 Energy Technology was 62.12%, occurring on Nov 10, 2023. The portfolio has not yet recovered.

The current Energy Technology drawdown is 58.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.12%Nov 2, 2021510Nov 10, 2023
-52.3%Feb 21, 202019Mar 18, 202073Jul 1, 202092
-47.84%Aug 6, 2015335Dec 1, 2016239Nov 13, 2017574
-39.77%Jan 27, 202175May 13, 2021118Oct 29, 2021193
-23.83%Jul 11, 2018116Dec 24, 201843Feb 27, 2019159

Volatility Chart

The current Energy Technology volatility is 15.43%, 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.


0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
15.43%
3.47%
Energy Technology
Benchmark (^GSPC)
Portfolio components
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