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Energy Technology
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Energy Technology

Last updated Jul 25, 2024

Asset Allocation

TSLA 25%NEE 20%ENPH 15%SEDG 15%RUN 10%SPWR 10%PLUG 5%EquityEquity
PositionCategory/SectorWeight
ENPH
Enphase Energy, Inc.		Technology

15%

NEE
NextEra Energy, Inc.		Utilities

20%

PLUG
Plug Power Inc.		Industrials

5%

RUN
Sunrun Inc.		Technology

10%

SEDG
SolarEdge Technologies, Inc.		Technology

15%

SPWR
SunPower Corporation		Technology

10%

TSLA
Tesla, Inc.		Consumer Cyclical

25%

S&P 500

Performance

Performance Chart

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
613.47%
158.45%
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 By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.78%-0.38%11.47%18.82%12.44%10.64%
Energy Technology-24.09%1.37%-5.90%-46.20%28.69%N/A
Portfolio components:
TSLA
Tesla, Inc.		-13.08%18.30%3.93%-18.58%70.31%30.72%
NEE
NextEra Energy, Inc.		26.10%2.11%34.35%3.06%10.14%14.79%
ENPH
Enphase Energy, Inc.		-11.53%8.23%8.18%-34.86%41.40%26.24%
SEDG
SolarEdge Technologies, Inc.		-73.11%-24.30%-64.15%-90.30%-16.88%N/A
RUN
Sunrun Inc.		-12.43%26.58%26.96%-15.32%-1.75%N/A
SPWR
SunPower Corporation		-79.09%-63.41%-68.54%-91.00%-31.63%-27.38%
PLUG
Plug Power Inc.		-46.00%-0.82%-30.07%-79.46%1.56%-7.72%

Monthly Returns

The table below presents the monthly returns of Energy Technology, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-20.73%1.44%0.66%-9.27%14.07%-12.72%-24.09%
202310.08%1.90%-2.57%-10.72%1.01%7.44%-0.71%-16.29%-10.79%-22.33%10.89%16.18%-21.43%
2022-17.38%7.97%13.88%-21.44%4.66%-3.80%29.90%-1.59%-8.85%-7.35%11.06%-17.19%-20.23%
202118.31%-14.01%-3.94%-6.65%-5.65%12.51%-1.91%1.10%-2.80%36.32%-2.16%-14.21%6.82%
202023.95%13.58%-27.56%33.32%13.47%9.43%29.94%45.37%3.59%2.41%29.55%19.15%422.15%
201914.65%10.61%-2.24%2.48%8.47%17.02%12.14%3.14%-2.05%3.82%2.47%13.02%119.67%
20181.04%10.34%8.15%2.26%8.33%6.70%-3.05%-4.98%-6.75%4.05%7.82%-12.03%20.83%
201712.67%10.48%-4.56%6.64%1.07%10.67%4.64%1.57%7.81%3.36%14.24%-2.92%86.14%
2016-12.24%-6.19%6.91%4.44%-10.42%-3.35%-2.51%-6.37%-6.05%-9.35%-3.59%1.76%-39.30%
2015-13.19%-6.64%-4.19%-8.49%26.15%-10.36%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of Energy Technology is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Energy Technology is 00
Energy Technology
The Sharpe Ratio Rank of Energy Technology is 00Sharpe Ratio Rank
The Sortino Ratio Rank of Energy Technology is 00Sortino Ratio Rank
The Omega Ratio Rank of Energy Technology is 00Omega Ratio Rank
The Calmar Ratio Rank of Energy Technology is 00Calmar Ratio Rank
The Martin Ratio Rank of Energy Technology is 00Martin 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.

Energy Technology
Sharpe ratio
The chart of Sharpe ratio for Energy Technology, currently valued at -1.01, compared to the broader market-1.000.001.002.003.004.00-1.01
Sortino ratio
The chart of Sortino ratio for Energy Technology, currently valued at -1.61, compared to the broader market-2.000.002.004.006.00-1.61
Omega ratio
The chart of Omega ratio for Energy Technology, currently valued at 0.83, compared to the broader market0.801.001.201.401.600.83
Calmar ratio
The chart of Calmar ratio for Energy Technology, currently valued at -0.71, compared to the broader market0.002.004.006.008.00-0.71
Martin ratio
The chart of Martin ratio for Energy Technology, currently valued at -1.20, compared to the broader market0.0010.0020.0030.0040.00-1.20
^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 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.		-0.37-0.220.97-0.30-0.78
NEE
NextEra Energy, Inc.		0.100.341.050.070.17
ENPH
Enphase Energy, Inc.		-0.54-0.530.94-0.44-0.94
SEDG
SolarEdge Technologies, Inc.		-1.19-3.280.62-0.97-1.31
RUN
Sunrun Inc.		-0.190.361.04-0.19-0.47
SPWR
SunPower Corporation		-0.63-1.220.83-0.92-1.42
PLUG
Plug Power Inc.		-0.78-1.490.83-0.83-1.22

Sharpe Ratio

The current Energy Technology Sharpe ratio is -1.01. 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 1.24 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Energy Technology 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-1.01
1.66
Energy Technology
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Energy Technology granted a 0.52% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Energy Technology0.52%0.62%0.41%0.33%0.36%0.41%0.51%0.50%0.58%0.59%0.55%0.62%
Portfolio components:
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.		2.61%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%

Drawdowns

Drawdowns Chart

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

-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-61.49%
-4.24%
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 65.44%, occurring on Apr 22, 2024. The portfolio has not yet recovered.

The current Energy Technology drawdown is 61.49%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.44%Nov 2, 2021620Apr 22, 2024———
-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

Volatility Chart

The current Energy Technology volatility is 15.63%, 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%FebruaryMarchAprilMayJuneJuly
15.63%
3.80%
Energy Technology
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.
NEETSLAPLUGENPHSEDGRUNSPWR
NEE1.000.160.180.190.230.210.20
TSLA0.161.000.360.320.340.340.34
PLUG0.180.361.000.440.450.510.51
ENPH0.190.320.441.000.610.550.58
SEDG0.230.340.450.611.000.600.62
RUN0.210.340.510.550.601.000.64
SPWR0.200.340.510.580.620.641.00
The correlation results are calculated based on daily price changes starting from Aug 6, 2015