Energy Technology
Asset Allocation
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
The earliest data available for this chart is Aug 5, 2015, corresponding to the inception date of RUN
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
Energy Technology | -29.98% | -9.24% | 0.47% | -26.50% | 23.37% | N/A |
Portfolio components: | ||||||
Tesla, Inc. | -10.93% | -2.87% | 47.62% | -8.80% | 67.10% | 30.81% |
NextEra Energy, Inc. | 42.03% | -0.68% | 33.55% | 63.36% | 10.31% | 16.59% |
Enphase Energy, Inc. | -29.52% | -21.43% | -14.69% | -24.80% | 30.46% | 22.77% |
SolarEdge Technologies, Inc. | -80.16% | -17.54% | -67.64% | -84.62% | -26.33% | N/A |
Sunrun Inc. | -21.55% | -24.18% | 52.32% | 33.22% | -1.96% | N/A |
SunPower Corporation | -97.46% | 0.00% | -94.57% | -97.85% | -54.58% | N/A |
Plug Power Inc. | -54.00% | -0.96% | -23.62% | -70.43% | -7.42% | -7.23% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -20.73% | 1.44% | 0.66% | -9.27% | 14.07% | -12.72% | 8.03% | -4.03% | 4.07% | -29.98% | |||
2023 | 10.08% | 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% |
2021 | 18.31% | -14.01% | -3.94% | -6.65% | -5.65% | 12.51% | -1.91% | 1.10% | -2.80% | 36.32% | -2.16% | -14.21% | 6.82% |
2020 | 23.95% | 13.58% | -27.56% | 33.32% | 13.47% | 9.43% | 29.94% | 45.37% | 3.59% | 2.41% | 29.55% | 19.15% | 422.15% |
2019 | 14.65% | 10.61% | -2.24% | 2.48% | 8.47% | 17.02% | 12.14% | 3.14% | -2.05% | 3.82% | 2.47% | 13.02% | 119.67% |
2018 | 1.04% | 10.34% | 8.15% | 2.26% | 8.33% | 6.70% | -3.05% | -4.98% | -6.75% | 4.05% | 7.82% | -12.03% | 20.83% |
2017 | 12.67% | 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.
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.
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 | |
---|---|---|---|---|---|
Tesla, Inc. | -0.23 | 0.04 | 1.00 | -0.20 | -0.55 |
NextEra Energy, Inc. | 2.24 | 2.84 | 1.38 | 1.41 | 11.11 |
Enphase Energy, Inc. | -0.41 | -0.24 | 0.97 | -0.34 | -1.36 |
SolarEdge Technologies, Inc. | -1.02 | -2.43 | 0.73 | -0.89 | -1.41 |
Sunrun Inc. | 0.33 | 1.16 | 1.13 | 0.32 | 1.01 |
SunPower Corporation | -0.61 | -1.89 | 0.72 | -0.98 | -1.56 |
Plug Power Inc. | -0.69 | -1.01 | 0.88 | -0.74 | -1.22 |
Dividends
Dividend yield
Energy Technology granted a 0.48% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Energy Technology | 0.48% | 0.62% | 0.41% | 0.33% | 0.36% | 0.41% | 0.51% | 0.50% | 0.58% | 0.59% | 0.55% | 0.62% |
Portfolio components: | ||||||||||||
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% |
NextEra Energy, Inc. | 2.38% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
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% |
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% |
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% |
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 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 64.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-65.44% | Nov 2, 2021 | 620 | Apr 22, 2024 | — | — | — |
-52.3% | Feb 21, 2020 | 19 | Mar 18, 2020 | 73 | Jul 1, 2020 | 92 |
-47.84% | Aug 6, 2015 | 335 | Dec 1, 2016 | 239 | Nov 13, 2017 | 574 |
-39.77% | Jan 27, 2021 | 75 | May 13, 2021 | 118 | Oct 29, 2021 | 193 |
-23.83% | Jul 11, 2018 | 116 | Dec 24, 2018 | 43 | Feb 27, 2019 | 159 |
Volatility
Volatility Chart
The current Energy Technology volatility is 6.86%, 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
NEE | TSLA | PLUG | ENPH | SPWR | SEDG | RUN | |
---|---|---|---|---|---|---|---|
NEE | 1.00 | 0.16 | 0.18 | 0.19 | 0.20 | 0.22 | 0.21 |
TSLA | 0.16 | 1.00 | 0.36 | 0.32 | 0.33 | 0.34 | 0.34 |
PLUG | 0.18 | 0.36 | 1.00 | 0.45 | 0.50 | 0.46 | 0.51 |
ENPH | 0.19 | 0.32 | 0.45 | 1.00 | 0.56 | 0.61 | 0.56 |
SPWR | 0.20 | 0.33 | 0.50 | 0.56 | 1.00 | 0.60 | 0.63 |
SEDG | 0.22 | 0.34 | 0.46 | 0.61 | 0.60 | 1.00 | 0.60 |
RUN | 0.21 | 0.34 | 0.51 | 0.56 | 0.63 | 0.60 | 1.00 |