PortfoliosLab logo
​
Инструменты
Анализ доходности
Анализ рисков
Инструменты оптимизации
Факторный анализ
Все инструменты
Анализ портфеля
Портфели
Ленивые портфелиПользовательские портфели
Скринеры
Обсуждения

Renewable Energy

Последнее обновление 2 дек. 2023 г.

Распределение активов

ENPH 3.33%SEDG 3.33%FSLR 3.33%ED 3.33%PLUG 3.33%ORA 3.33%NPI.TO 3.33%DUK 3.33%GE 3.33%RNW.TO 3.33%STEM 3.33%MAXN 3.33%FREY 3.33%IEA 3.33%BE 3.33%AMRC 3.33%SPWR 3.33%CSIQ 3.33%NOVA 3.33%LTHM 3.33%JKS 3.33%AY 3.33%FLNC 3.33%NEP 3.33%ARRY 3.33%BLNK 3.33%INE.TO 3.33%ALB 3.33%IFX.DE 3.33%TSLA 3.33%АкцииАкции
ПозицияКатегория/СекторВес
ENPH
Enphase Energy, Inc.		Technology3.33%
SEDG
3.33%
FSLR
First Solar, Inc.		Technology3.33%
ED
Consolidated Edison, Inc.		Utilities3.33%
PLUG
3.33%
ORA
3.33%
NPI.TO
3.33%
DUK
Duke Energy Corporation		Utilities3.33%
GE
General Electric Company		Industrials3.33%
RNW.TO
3.33%
STEM
3.33%
MAXN
Maxeon Solar Technologies, Ltd.		Technology3.33%
FREY
FREYR Battery		Industrials3.33%
IEA
Infrastructure and Energy Alternatives, Inc.		Industrials3.33%
BE
Bloom Energy Corporation		Industrials3.33%
AMRC
Ameresco, Inc.		Industrials3.33%
SPWR
3.33%
CSIQ
Canadian Solar Inc.		Technology3.33%
NOVA
3.33%
LTHM
Livent Corporation		Basic Materials3.33%
JKS
JinkoSolar Holding Co., Ltd.		Technology3.33%
AY
Atlantica Sustainable Infrastructure plc		Utilities3.33%
FLNC
Fluence Energy, Inc.		Utilities3.33%
NEP
3.33%
ARRY
Array Technologies, Inc.		Technology3.33%
BLNK
Blink Charging Co.		Consumer Cyclical3.33%
INE.TO
Innergex Renewable Energy Inc.		Utilities3.33%
ALB
Albemarle Corporation		Basic Materials3.33%
IFX.DE
Infineon Technologies AG		Technology3.33%
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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.48%
-0.04%
Renewable Energy
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 28 окт. 2021 г., начальной даты FLNC

Доходность по периодам

С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
N/AN/AN/AN/AN/AN/A
Renewable Energy-25.77%7.92%-28.17%-36.11%N/AN/A
Активы портфеля:
ENPH
Enphase Energy, Inc.		-59.79%38.84%-41.42%-66.07%81.73%32.12%
SEDG
N/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
ORA
N/AN/AN/AN/AN/AN/A
NPI.TO
N/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
STEM
N/AN/AN/AN/AN/AN/A
MAXN
Maxeon Solar Technologies, Ltd.		-70.98%-19.38%-83.68%-78.38%N/AN/A
FREY
FREYR Battery		-79.15%-42.90%-75.77%-84.93%N/AN/A
IEA
Infrastructure and Energy Alternatives, Inc.		N/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
CSIQ
Canadian Solar Inc.		-29.19%12.55%-44.68%-36.85%5.31%-2.94%
NOVA
N/AN/AN/AN/AN/AN/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/AN/A
NEP
N/AN/AN/AN/AN/AN/A
ARRY
Array Technologies, Inc.		-15.83%-2.87%-31.52%-20.48%N/AN/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/AN/AN/AN/AN/AN/A

Доходность по месяцам

янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20231.52%3.73%1.74%-14.10%-12.43%-17.29%6.47%

Коэффициент Шарпа

Renewable Energy на текущий момент имеет коэффициент Шарпа равный -1.01. Отрицательный коэффициент Шарпа означает, что безрисковая ставка выше доходности портфеля. Значения ниже нуля не несут никакой значимой информации.

-1.000.001.002.003.00-1.01

Коэффициент Шарпа Renewable Energy находится в нижней четверти, что указывает на то, что этот портфель не показывает хороших результатов в плане доходности с поправкой на риск по сравнению с другими. Это может быть связано с низкой доходностью, высокой волатильностью или с обоими факторами. Это может быть признаком того, что портфель нуждается в доработке.

Скользящий 12-месячный коэффициент Шарпа-1.00-0.500.000.501.00Jun 04Jun 11Jun 18Jun 25Jul 02Jul 09Jul 16Jul 23Jul 30Aug 06Aug 13Aug 20Aug 27Sep 03Sep 10Sep 17Sep 24
-0.87
0.78
Renewable Energy
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Renewable Energy за предыдущие двенадцать месяцев составила 1.90%.

TTM20222021202020192018201720162015201420132012
Renewable Energy1.90%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.

Портфель не содержит фондов, взимающих комиссии

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 ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс 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

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
DUKEDIEAIFX.DEGEINE.TONPI.TOTSLANEPRNW.TOJKSFREYORAAYALBBLNKMAXNLTHMFSLRFLNCCSIQAMRCSTEMARRYENPHSEDGNOVASPWRBEPLUG
DUK1.000.860.050.080.180.290.320.030.450.380.010.070.330.380.090.010.070.090.150.070.090.130.090.150.100.130.140.110.110.12
ED0.861.000.080.100.200.280.350.030.420.360.020.060.340.360.120.010.080.110.140.060.100.150.090.120.100.120.130.110.100.10
IEA0.050.081.000.210.310.200.210.260.230.250.240.270.350.280.300.290.290.330.230.290.270.310.280.360.340.330.300.320.380.35
IFX.DE0.080.100.211.000.400.300.270.370.250.350.280.320.280.270.440.350.280.390.310.350.260.390.320.280.320.350.300.320.370.37
GE0.180.200.310.401.000.330.320.310.300.380.250.320.390.330.450.370.300.450.340.330.310.360.330.400.320.380.320.340.450.42
INE.TO0.290.280.200.300.331.000.690.290.400.560.310.370.400.470.350.360.320.350.340.410.370.390.380.380.350.370.390.380.430.44
NPI.TO0.320.350.210.270.320.691.000.260.450.600.310.340.430.540.350.310.340.370.350.360.360.410.360.400.370.390.390.370.430.42
TSLA0.030.030.260.370.310.290.261.000.270.310.380.450.330.310.490.550.390.500.440.450.420.470.480.390.510.460.440.490.510.57
NEP0.450.420.230.250.300.400.450.271.000.470.270.330.480.630.390.310.340.380.380.380.390.410.400.450.390.410.450.420.410.42
RNW.TO0.380.360.250.350.380.560.600.310.471.000.300.340.450.520.340.360.320.340.370.370.370.400.360.410.340.400.380.390.440.43
JKS0.010.020.240.280.250.310.310.380.270.301.000.440.370.390.420.460.540.440.500.460.710.450.480.500.560.560.570.580.550.53
FREY0.070.060.270.320.320.370.340.450.330.340.441.000.410.390.470.540.450.500.460.520.460.510.560.520.540.530.570.530.590.62
ORA0.330.340.350.280.390.400.430.330.480.450.370.411.000.560.440.370.430.450.480.420.470.520.430.470.520.500.510.520.530.52
AY0.380.360.280.270.330.470.540.310.630.520.390.390.561.000.420.380.420.430.450.410.450.480.410.480.490.510.540.510.510.50
ALB0.090.120.300.440.450.350.350.490.390.340.420.470.440.421.000.500.440.840.410.480.480.530.520.480.520.530.480.510.550.58
BLNK0.010.010.290.350.370.360.310.550.310.360.460.540.370.380.501.000.490.510.490.540.470.550.620.530.560.580.570.610.670.73
MAXN0.070.080.290.280.300.320.340.390.340.320.540.450.430.420.440.491.000.470.630.520.650.520.550.590.630.610.660.700.580.58
LTHM0.090.110.330.390.450.350.370.500.380.340.440.500.450.430.840.510.471.000.460.520.510.590.570.500.560.550.510.540.580.60
FSLR0.150.140.230.310.340.340.350.440.380.370.500.460.480.450.410.490.630.461.000.550.650.550.550.620.670.660.650.650.540.55
FLNC0.070.060.290.350.330.410.360.450.380.370.460.520.420.410.480.540.520.520.551.000.560.570.690.600.590.570.650.630.610.62
CSIQ0.090.100.270.260.310.370.360.420.390.370.710.460.470.450.480.470.650.510.650.561.000.540.560.630.660.660.650.690.610.60
AMRC0.130.150.310.390.360.390.410.470.410.400.450.510.520.480.530.550.520.590.550.570.541.000.630.580.600.590.620.640.670.67
STEM0.090.090.280.320.330.380.360.480.400.360.480.560.430.410.520.620.550.570.550.690.560.631.000.600.620.600.690.670.670.72
ARRY0.150.120.360.280.400.380.400.390.450.410.500.520.470.480.480.530.590.500.620.600.630.580.601.000.660.670.690.660.620.63
ENPH0.100.100.340.320.320.350.370.510.390.340.560.540.520.490.520.560.630.560.670.590.660.600.620.661.000.810.740.760.660.68
SEDG0.130.120.330.350.380.370.390.460.410.400.560.530.500.510.530.580.610.550.660.570.660.590.600.670.811.000.720.740.650.67
NOVA0.140.130.300.300.320.390.390.440.450.380.570.570.510.540.480.570.660.510.650.650.650.620.690.690.740.721.000.830.690.72
SPWR0.110.110.320.320.340.380.370.490.420.390.580.530.520.510.510.610.700.540.650.630.690.640.670.660.760.740.831.000.690.72
BE0.110.100.380.370.450.430.430.510.410.440.550.590.530.510.550.670.580.580.540.610.610.670.670.620.660.650.690.691.000.81
PLUG0.120.100.350.370.420.440.420.570.420.430.530.620.520.500.580.730.580.600.550.620.600.670.720.630.680.670.720.720.811.00

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.21%
-4.21%
Renewable Energy
Benchmark (^GSPC)
Активы портфеля

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.51813 нояб. 2023 г.———
-3.96%9 нояб. 2021 г.210 нояб. 2021 г.212 нояб. 2021 г.4
-1.09%2 нояб. 2021 г.12 нояб. 2021 г.13 нояб. 2021 г.2
-0.49%5 нояб. 2021 г.15 нояб. 2021 г.18 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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.48%
2.72%
Renewable Energy
Benchmark (^GSPC)
Активы портфеля
0 комментариев