Renewable Energy
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
ENPH Enphase Energy, Inc. | Technology | 3.33% |
SEDG | 3.33% | |
FSLR First Solar, Inc. | Technology | 3.33% |
ED Consolidated Edison, Inc. | Utilities | 3.33% |
PLUG | 3.33% | |
ORA | 3.33% | |
NPI.TO | 3.33% | |
DUK Duke Energy Corporation | Utilities | 3.33% |
GE General Electric Company | Industrials | 3.33% |
RNW.TO | 3.33% | |
STEM | 3.33% | |
MAXN Maxeon Solar Technologies, Ltd. | Technology | 3.33% |
FREY FREYR Battery | Industrials | 3.33% |
IEA Infrastructure and Energy Alternatives, Inc. | Industrials | 3.33% |
BE Bloom Energy Corporation | Industrials | 3.33% |
AMRC Ameresco, Inc. | Industrials | 3.33% |
SPWR | 3.33% | |
CSIQ Canadian Solar Inc. | Technology | 3.33% |
NOVA | 3.33% | |
LTHM Livent Corporation | Basic Materials | 3.33% |
JKS JinkoSolar Holding Co., Ltd. | Technology | 3.33% |
AY Atlantica Sustainable Infrastructure plc | Utilities | 3.33% |
FLNC Fluence Energy, Inc. | Utilities | 3.33% |
NEP | 3.33% | |
ARRY Array Technologies, Inc. | Technology | 3.33% |
BLNK Blink Charging Co. | Consumer Cyclical | 3.33% |
INE.TO Innergex Renewable Energy Inc. | Utilities | 3.33% |
ALB Albemarle Corporation | Basic Materials | 3.33% |
IFX.DE Infineon Technologies AG | Technology | 3.33% |
TSLA | 3.33% |
Доходность
График показывает рост $10,000 инвестированных в Renewable Energy и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Самые ранние данные для этого графика доступны с 28 окт. 2021 г., начальной даты FLNC
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Renewable Energy | -25.77% | 7.92% | -28.17% | -36.11% | N/A | N/A |
Активы портфеля: | ||||||
ENPH Enphase Energy, Inc. | -59.79% | 38.84% | -41.42% | -66.07% | 81.73% | 32.12% |
SEDG | N/A | N/A | N/A | N/A | N/A | N/A |
FSLR First Solar, Inc. | 7.01% | 12.22% | -22.47% | -4.89% | 29.32% | 10.42% |
ED Consolidated Edison, Inc. | -0.35% | 3.78% | 1.76% | -2.94% | 6.53% | 9.24% |
PLUG | N/A | N/A | N/A | N/A | N/A | N/A |
ORA | N/A | N/A | N/A | N/A | N/A | N/A |
NPI.TO | N/A | N/A | N/A | N/A | N/A | N/A |
DUK Duke Energy Corporation | -6.09% | 4.66% | 5.68% | -3.58% | 5.15% | 7.32% |
GE General Electric Company | 87.80% | 14.22% | 15.95% | 84.74% | 22.71% | -0.75% |
RNW.TO | N/A | N/A | N/A | N/A | N/A | N/A |
STEM | N/A | N/A | N/A | N/A | N/A | N/A |
MAXN Maxeon Solar Technologies, Ltd. | -70.98% | -19.38% | -83.68% | -78.38% | N/A | N/A |
FREY FREYR Battery | -79.15% | -42.90% | -75.77% | -84.93% | N/A | N/A |
IEA Infrastructure and Energy Alternatives, Inc. | N/A | N/A | N/A | N/A | N/A | N/A |
BE Bloom Energy Corporation | -19.56% | 53.49% | 6.66% | -28.53% | -1.34% | N/A |
AMRC Ameresco, Inc. | -44.49% | 24.25% | -31.01% | -51.49% | 15.10% | 13.36% |
SPWR | N/A | N/A | N/A | N/A | N/A | N/A |
CSIQ Canadian Solar Inc. | -29.19% | 12.55% | -44.68% | -36.85% | 5.31% | -2.94% |
NOVA | N/A | N/A | N/A | N/A | N/A | N/A |
LTHM Livent Corporation | -27.93% | 0.00% | -42.86% | -46.83% | -4.94% | N/A |
JKS JinkoSolar Holding Co., Ltd. | -14.92% | 13.45% | -17.69% | -29.77% | 24.67% | 1.34% |
AY Atlantica Sustainable Infrastructure plc | -17.89% | 8.27% | -17.52% | -23.06% | 6.37% | N/A |
FLNC Fluence Energy, Inc. | 50.26% | 55.05% | 9.33% | 62.28% | N/A | N/A |
NEP | N/A | N/A | N/A | N/A | N/A | N/A |
ARRY Array Technologies, Inc. | -15.83% | -2.87% | -31.52% | -20.48% | N/A | N/A |
BLNK Blink Charging Co. | -69.64% | 39.92% | -50.37% | -75.80% | 8.56% | -28.16% |
INE.TO Innergex Renewable Energy Inc. | -37.91% | 7.84% | -29.74% | -39.38% | -1.07% | 4.52% |
ALB Albemarle Corporation | -41.49% | 2.60% | -39.21% | -53.83% | 6.86% | 7.87% |
IFX.DE Infineon Technologies AG | 28.24% | 30.66% | 0.92% | 12.79% | 15.34% | 18.58% |
TSLA | N/A | N/A | N/A | N/A | N/A | N/A |
Доходность по месяцам
янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 1.52% | 3.73% | 1.74% | -14.10% | -12.43% | -17.29% | 6.47% |
Дивидендный доход
Дивидендная доходность Renewable Energy за предыдущие двенадцать месяцев составила 1.90%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Renewable Energy | 1.90% | 1.23% | 0.98% | 0.95% | 1.20% | 1.57% | 1.35% | 1.24% | 1.51% | 1.16% | 1.01% | 0.93% |
Активы портфеля: | ||||||||||||
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 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSLR First Solar, 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% |
ED Consolidated Edison, Inc. | 3.53% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% | 4.36% |
PLUG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORA | 0.69% | 0.56% | 0.61% | 0.49% | 0.59% | 1.01% | 0.64% | 0.97% | 0.71% | 0.77% | 0.29% | 0.41% |
NPI.TO | 5.31% | 3.23% | 3.18% | 2.63% | 4.41% | 5.53% | 4.67% | 4.64% | 5.79% | 7.06% | 6.98% | 5.78% |
DUK Duke Energy Corporation | 4.38% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% | 4.75% |
GE General Electric Company | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% | 3.60% |
RNW.TO | 6.28% | 8.36% | 5.01% | 4.32% | 6.06% | 8.31% | 6.76% | 6.14% | 7.88% | 6.71% | 2.70% | 0.00% |
STEM | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAXN Maxeon Solar Technologies, Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FREY FREYR Battery | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEA Infrastructure and Energy Alternatives, 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% |
BE Bloom Energy 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% |
AMRC Ameresco, 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 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSIQ Canadian Solar 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% |
NOVA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LTHM Livent 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% |
JKS JinkoSolar Holding Co., Ltd. | 4.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AY Atlantica Sustainable Infrastructure plc | 9.04% | 6.83% | 4.80% | 4.37% | 5.95% | 6.79% | 6.13% | 2.34% | 7.41% | 0.14% | 0.00% | 0.00% |
FLNC Fluence 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% |
NEP | 13.29% | 4.27% | 3.08% | 3.37% | 3.74% | 3.98% | 3.46% | 5.08% | 3.03% | 0.56% | 0.00% | 0.00% |
ARRY Array 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% |
BLNK Blink Charging Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INE.TO Innergex Renewable Energy Inc. | 7.48% | 4.44% | 3.87% | 2.63% | 4.15% | 5.42% | 4.58% | 4.56% | 5.47% | 5.28% | 5.47% | 5.60% |
ALB Albemarle Corporation | 1.26% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% | 1.29% |
IFX.DE Infineon Technologies AG | 0.89% | 0.95% | 0.54% | 0.86% | 1.33% | 1.44% | 0.96% | 1.21% | 1.33% | 1.36% | 1.55% | 1.96% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Комиссия
Комиссия Renewable Energy составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс Язвы | |
---|---|---|---|---|---|
ENPH Enphase Energy, Inc. | -1.12 | ||||
SEDG | N/A | ||||
FSLR First Solar, Inc. | -0.13 | ||||
ED Consolidated Edison, Inc. | -0.18 | ||||
PLUG | N/A | ||||
ORA | N/A | ||||
NPI.TO | N/A | ||||
DUK Duke Energy Corporation | -0.18 | ||||
GE General Electric Company | 3.31 | ||||
RNW.TO | N/A | ||||
STEM | N/A | ||||
MAXN Maxeon Solar Technologies, Ltd. | -0.85 | ||||
FREY FREYR Battery | -1.05 | ||||
IEA Infrastructure and Energy Alternatives, Inc. | N/A | ||||
BE Bloom Energy Corporation | -0.47 | ||||
AMRC Ameresco, Inc. | -0.78 | ||||
SPWR | N/A | ||||
CSIQ Canadian Solar Inc. | -0.79 | ||||
NOVA | N/A | ||||
LTHM Livent Corporation | -0.99 | ||||
JKS JinkoSolar Holding Co., Ltd. | -0.52 | ||||
AY Atlantica Sustainable Infrastructure plc | -0.79 | ||||
FLNC Fluence Energy, Inc. | 0.62 | ||||
NEP | N/A | ||||
ARRY Array Technologies, Inc. | -0.33 | ||||
BLNK Blink Charging Co. | -1.01 | ||||
INE.TO Innergex Renewable Energy Inc. | -1.25 | ||||
ALB Albemarle Corporation | -1.18 | ||||
IFX.DE Infineon Technologies AG | 0.45 | ||||
TSLA | N/A |
Таблица корреляции активов
DUK | ED | IEA | IFX.DE | GE | INE.TO | NPI.TO | TSLA | NEP | RNW.TO | JKS | FREY | ORA | AY | ALB | BLNK | MAXN | LTHM | FSLR | FLNC | CSIQ | AMRC | STEM | ARRY | ENPH | SEDG | NOVA | SPWR | BE | PLUG | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK | 1.00 | 0.86 | 0.05 | 0.08 | 0.18 | 0.29 | 0.32 | 0.03 | 0.45 | 0.38 | 0.01 | 0.07 | 0.33 | 0.38 | 0.09 | 0.01 | 0.07 | 0.09 | 0.15 | 0.07 | 0.09 | 0.13 | 0.09 | 0.15 | 0.10 | 0.13 | 0.14 | 0.11 | 0.11 | 0.12 |
ED | 0.86 | 1.00 | 0.08 | 0.10 | 0.20 | 0.28 | 0.35 | 0.03 | 0.42 | 0.36 | 0.02 | 0.06 | 0.34 | 0.36 | 0.12 | 0.01 | 0.08 | 0.11 | 0.14 | 0.06 | 0.10 | 0.15 | 0.09 | 0.12 | 0.10 | 0.12 | 0.13 | 0.11 | 0.10 | 0.10 |
IEA | 0.05 | 0.08 | 1.00 | 0.21 | 0.31 | 0.20 | 0.21 | 0.26 | 0.23 | 0.25 | 0.24 | 0.27 | 0.35 | 0.28 | 0.30 | 0.29 | 0.29 | 0.33 | 0.23 | 0.29 | 0.27 | 0.31 | 0.28 | 0.36 | 0.34 | 0.33 | 0.30 | 0.32 | 0.38 | 0.35 |
IFX.DE | 0.08 | 0.10 | 0.21 | 1.00 | 0.40 | 0.30 | 0.27 | 0.37 | 0.25 | 0.35 | 0.28 | 0.32 | 0.28 | 0.27 | 0.44 | 0.35 | 0.28 | 0.39 | 0.31 | 0.35 | 0.26 | 0.39 | 0.32 | 0.28 | 0.32 | 0.35 | 0.30 | 0.32 | 0.37 | 0.37 |
GE | 0.18 | 0.20 | 0.31 | 0.40 | 1.00 | 0.33 | 0.32 | 0.31 | 0.30 | 0.38 | 0.25 | 0.32 | 0.39 | 0.33 | 0.45 | 0.37 | 0.30 | 0.45 | 0.34 | 0.33 | 0.31 | 0.36 | 0.33 | 0.40 | 0.32 | 0.38 | 0.32 | 0.34 | 0.45 | 0.42 |
INE.TO | 0.29 | 0.28 | 0.20 | 0.30 | 0.33 | 1.00 | 0.69 | 0.29 | 0.40 | 0.56 | 0.31 | 0.37 | 0.40 | 0.47 | 0.35 | 0.36 | 0.32 | 0.35 | 0.34 | 0.41 | 0.37 | 0.39 | 0.38 | 0.38 | 0.35 | 0.37 | 0.39 | 0.38 | 0.43 | 0.44 |
NPI.TO | 0.32 | 0.35 | 0.21 | 0.27 | 0.32 | 0.69 | 1.00 | 0.26 | 0.45 | 0.60 | 0.31 | 0.34 | 0.43 | 0.54 | 0.35 | 0.31 | 0.34 | 0.37 | 0.35 | 0.36 | 0.36 | 0.41 | 0.36 | 0.40 | 0.37 | 0.39 | 0.39 | 0.37 | 0.43 | 0.42 |
TSLA | 0.03 | 0.03 | 0.26 | 0.37 | 0.31 | 0.29 | 0.26 | 1.00 | 0.27 | 0.31 | 0.38 | 0.45 | 0.33 | 0.31 | 0.49 | 0.55 | 0.39 | 0.50 | 0.44 | 0.45 | 0.42 | 0.47 | 0.48 | 0.39 | 0.51 | 0.46 | 0.44 | 0.49 | 0.51 | 0.57 |
NEP | 0.45 | 0.42 | 0.23 | 0.25 | 0.30 | 0.40 | 0.45 | 0.27 | 1.00 | 0.47 | 0.27 | 0.33 | 0.48 | 0.63 | 0.39 | 0.31 | 0.34 | 0.38 | 0.38 | 0.38 | 0.39 | 0.41 | 0.40 | 0.45 | 0.39 | 0.41 | 0.45 | 0.42 | 0.41 | 0.42 |
RNW.TO | 0.38 | 0.36 | 0.25 | 0.35 | 0.38 | 0.56 | 0.60 | 0.31 | 0.47 | 1.00 | 0.30 | 0.34 | 0.45 | 0.52 | 0.34 | 0.36 | 0.32 | 0.34 | 0.37 | 0.37 | 0.37 | 0.40 | 0.36 | 0.41 | 0.34 | 0.40 | 0.38 | 0.39 | 0.44 | 0.43 |
JKS | 0.01 | 0.02 | 0.24 | 0.28 | 0.25 | 0.31 | 0.31 | 0.38 | 0.27 | 0.30 | 1.00 | 0.44 | 0.37 | 0.39 | 0.42 | 0.46 | 0.54 | 0.44 | 0.50 | 0.46 | 0.71 | 0.45 | 0.48 | 0.50 | 0.56 | 0.56 | 0.57 | 0.58 | 0.55 | 0.53 |
FREY | 0.07 | 0.06 | 0.27 | 0.32 | 0.32 | 0.37 | 0.34 | 0.45 | 0.33 | 0.34 | 0.44 | 1.00 | 0.41 | 0.39 | 0.47 | 0.54 | 0.45 | 0.50 | 0.46 | 0.52 | 0.46 | 0.51 | 0.56 | 0.52 | 0.54 | 0.53 | 0.57 | 0.53 | 0.59 | 0.62 |
ORA | 0.33 | 0.34 | 0.35 | 0.28 | 0.39 | 0.40 | 0.43 | 0.33 | 0.48 | 0.45 | 0.37 | 0.41 | 1.00 | 0.56 | 0.44 | 0.37 | 0.43 | 0.45 | 0.48 | 0.42 | 0.47 | 0.52 | 0.43 | 0.47 | 0.52 | 0.50 | 0.51 | 0.52 | 0.53 | 0.52 |
AY | 0.38 | 0.36 | 0.28 | 0.27 | 0.33 | 0.47 | 0.54 | 0.31 | 0.63 | 0.52 | 0.39 | 0.39 | 0.56 | 1.00 | 0.42 | 0.38 | 0.42 | 0.43 | 0.45 | 0.41 | 0.45 | 0.48 | 0.41 | 0.48 | 0.49 | 0.51 | 0.54 | 0.51 | 0.51 | 0.50 |
ALB | 0.09 | 0.12 | 0.30 | 0.44 | 0.45 | 0.35 | 0.35 | 0.49 | 0.39 | 0.34 | 0.42 | 0.47 | 0.44 | 0.42 | 1.00 | 0.50 | 0.44 | 0.84 | 0.41 | 0.48 | 0.48 | 0.53 | 0.52 | 0.48 | 0.52 | 0.53 | 0.48 | 0.51 | 0.55 | 0.58 |
BLNK | 0.01 | 0.01 | 0.29 | 0.35 | 0.37 | 0.36 | 0.31 | 0.55 | 0.31 | 0.36 | 0.46 | 0.54 | 0.37 | 0.38 | 0.50 | 1.00 | 0.49 | 0.51 | 0.49 | 0.54 | 0.47 | 0.55 | 0.62 | 0.53 | 0.56 | 0.58 | 0.57 | 0.61 | 0.67 | 0.73 |
MAXN | 0.07 | 0.08 | 0.29 | 0.28 | 0.30 | 0.32 | 0.34 | 0.39 | 0.34 | 0.32 | 0.54 | 0.45 | 0.43 | 0.42 | 0.44 | 0.49 | 1.00 | 0.47 | 0.63 | 0.52 | 0.65 | 0.52 | 0.55 | 0.59 | 0.63 | 0.61 | 0.66 | 0.70 | 0.58 | 0.58 |
LTHM | 0.09 | 0.11 | 0.33 | 0.39 | 0.45 | 0.35 | 0.37 | 0.50 | 0.38 | 0.34 | 0.44 | 0.50 | 0.45 | 0.43 | 0.84 | 0.51 | 0.47 | 1.00 | 0.46 | 0.52 | 0.51 | 0.59 | 0.57 | 0.50 | 0.56 | 0.55 | 0.51 | 0.54 | 0.58 | 0.60 |
FSLR | 0.15 | 0.14 | 0.23 | 0.31 | 0.34 | 0.34 | 0.35 | 0.44 | 0.38 | 0.37 | 0.50 | 0.46 | 0.48 | 0.45 | 0.41 | 0.49 | 0.63 | 0.46 | 1.00 | 0.55 | 0.65 | 0.55 | 0.55 | 0.62 | 0.67 | 0.66 | 0.65 | 0.65 | 0.54 | 0.55 |
FLNC | 0.07 | 0.06 | 0.29 | 0.35 | 0.33 | 0.41 | 0.36 | 0.45 | 0.38 | 0.37 | 0.46 | 0.52 | 0.42 | 0.41 | 0.48 | 0.54 | 0.52 | 0.52 | 0.55 | 1.00 | 0.56 | 0.57 | 0.69 | 0.60 | 0.59 | 0.57 | 0.65 | 0.63 | 0.61 | 0.62 |
CSIQ | 0.09 | 0.10 | 0.27 | 0.26 | 0.31 | 0.37 | 0.36 | 0.42 | 0.39 | 0.37 | 0.71 | 0.46 | 0.47 | 0.45 | 0.48 | 0.47 | 0.65 | 0.51 | 0.65 | 0.56 | 1.00 | 0.54 | 0.56 | 0.63 | 0.66 | 0.66 | 0.65 | 0.69 | 0.61 | 0.60 |
AMRC | 0.13 | 0.15 | 0.31 | 0.39 | 0.36 | 0.39 | 0.41 | 0.47 | 0.41 | 0.40 | 0.45 | 0.51 | 0.52 | 0.48 | 0.53 | 0.55 | 0.52 | 0.59 | 0.55 | 0.57 | 0.54 | 1.00 | 0.63 | 0.58 | 0.60 | 0.59 | 0.62 | 0.64 | 0.67 | 0.67 |
STEM | 0.09 | 0.09 | 0.28 | 0.32 | 0.33 | 0.38 | 0.36 | 0.48 | 0.40 | 0.36 | 0.48 | 0.56 | 0.43 | 0.41 | 0.52 | 0.62 | 0.55 | 0.57 | 0.55 | 0.69 | 0.56 | 0.63 | 1.00 | 0.60 | 0.62 | 0.60 | 0.69 | 0.67 | 0.67 | 0.72 |
ARRY | 0.15 | 0.12 | 0.36 | 0.28 | 0.40 | 0.38 | 0.40 | 0.39 | 0.45 | 0.41 | 0.50 | 0.52 | 0.47 | 0.48 | 0.48 | 0.53 | 0.59 | 0.50 | 0.62 | 0.60 | 0.63 | 0.58 | 0.60 | 1.00 | 0.66 | 0.67 | 0.69 | 0.66 | 0.62 | 0.63 |
ENPH | 0.10 | 0.10 | 0.34 | 0.32 | 0.32 | 0.35 | 0.37 | 0.51 | 0.39 | 0.34 | 0.56 | 0.54 | 0.52 | 0.49 | 0.52 | 0.56 | 0.63 | 0.56 | 0.67 | 0.59 | 0.66 | 0.60 | 0.62 | 0.66 | 1.00 | 0.81 | 0.74 | 0.76 | 0.66 | 0.68 |
SEDG | 0.13 | 0.12 | 0.33 | 0.35 | 0.38 | 0.37 | 0.39 | 0.46 | 0.41 | 0.40 | 0.56 | 0.53 | 0.50 | 0.51 | 0.53 | 0.58 | 0.61 | 0.55 | 0.66 | 0.57 | 0.66 | 0.59 | 0.60 | 0.67 | 0.81 | 1.00 | 0.72 | 0.74 | 0.65 | 0.67 |
NOVA | 0.14 | 0.13 | 0.30 | 0.30 | 0.32 | 0.39 | 0.39 | 0.44 | 0.45 | 0.38 | 0.57 | 0.57 | 0.51 | 0.54 | 0.48 | 0.57 | 0.66 | 0.51 | 0.65 | 0.65 | 0.65 | 0.62 | 0.69 | 0.69 | 0.74 | 0.72 | 1.00 | 0.83 | 0.69 | 0.72 |
SPWR | 0.11 | 0.11 | 0.32 | 0.32 | 0.34 | 0.38 | 0.37 | 0.49 | 0.42 | 0.39 | 0.58 | 0.53 | 0.52 | 0.51 | 0.51 | 0.61 | 0.70 | 0.54 | 0.65 | 0.63 | 0.69 | 0.64 | 0.67 | 0.66 | 0.76 | 0.74 | 0.83 | 1.00 | 0.69 | 0.72 |
BE | 0.11 | 0.10 | 0.38 | 0.37 | 0.45 | 0.43 | 0.43 | 0.51 | 0.41 | 0.44 | 0.55 | 0.59 | 0.53 | 0.51 | 0.55 | 0.67 | 0.58 | 0.58 | 0.54 | 0.61 | 0.61 | 0.67 | 0.67 | 0.62 | 0.66 | 0.65 | 0.69 | 0.69 | 1.00 | 0.81 |
PLUG | 0.12 | 0.10 | 0.35 | 0.37 | 0.42 | 0.44 | 0.42 | 0.57 | 0.42 | 0.43 | 0.53 | 0.62 | 0.52 | 0.50 | 0.58 | 0.73 | 0.58 | 0.60 | 0.55 | 0.62 | 0.60 | 0.67 | 0.72 | 0.63 | 0.68 | 0.67 | 0.72 | 0.72 | 0.81 | 1.00 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Renewable Energy показал максимальную просадку в 50.90%, зарегистрированную 13 нояб. 2023 г.. Портфель еще не восстановился от этой просадки.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
---|---|---|---|---|---|---|
-50.9% | 15 нояб. 2021 г. | 518 | 13 нояб. 2023 г. | — | — | — |
-3.96% | 9 нояб. 2021 г. | 2 | 10 нояб. 2021 г. | 2 | 12 нояб. 2021 г. | 4 |
-1.09% | 2 нояб. 2021 г. | 1 | 2 нояб. 2021 г. | 1 | 3 нояб. 2021 г. | 2 |
-0.49% | 5 нояб. 2021 г. | 1 | 5 нояб. 2021 г. | 1 | 8 нояб. 2021 г. | 2 |
График волатильности
Текущая волатильность Renewable Energy составляет 12.48%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.