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Climate Impact

Последнее обновление 2 дек. 2023 г.

Распределение активов


NEE 3.33%WM 3.33%FSLR 3.33%SU.PA 3.33%CSIQ 3.33%SEDG 3.33%ENPH 3.33%STM 3.33%VIE.PA 3.33%GLW 3.33%XYL 3.33%ED 3.33%ORA 3.33%NPI.TO 3.33%DUK 3.33%FREY 3.33%SPWR 3.33%AMRC 3.33%LTHM 3.33%JKS 3.33%NEP 3.33%INE.TO 3.33%ALB 3.33%ADSK 3.33%CARR 3.33%WY 3.33%WFG.TO 3.33%AQUA 3.33%WCN 3.33%TSLA 3.33%АкцииАкции
ПозицияКатегория/СекторВес
NEE
NextEra Energy, Inc.
Utilities3.33%
WM
3.33%
FSLR
First Solar, Inc.
Technology3.33%
SU.PA
3.33%
CSIQ
Canadian Solar Inc.
Technology3.33%
SEDG
SolarEdge Technologies, Inc.
Technology3.33%
ENPH
Enphase Energy, Inc.
Technology3.33%
STM
3.33%
VIE.PA
3.33%
GLW
Corning Incorporated
Technology3.33%
XYL
3.33%
ED
Consolidated Edison, Inc.
Utilities3.33%
ORA
Ormat Technologies, Inc.
Utilities3.33%
NPI.TO
Northland Power Inc.
Utilities3.33%
DUK
Duke Energy Corporation
Utilities3.33%
FREY
FREYR Battery
Industrials3.33%
SPWR
3.33%
AMRC
Ameresco, Inc.
Industrials3.33%
LTHM
Livent Corporation
Basic Materials3.33%
JKS
JinkoSolar Holding Co., Ltd.
Technology3.33%
NEP
NextEra Energy Partners, LP
Utilities3.33%
INE.TO
Innergex Renewable Energy Inc.
Utilities3.33%
ALB
Albemarle Corporation
Basic Materials3.33%
ADSK
Autodesk, Inc.
Technology3.33%
CARR
Carrier Global Corporation
Industrials3.33%
WY
3.33%
WFG.TO
3.33%
AQUA
Evoqua Water Technologies Corp.
Industrials3.33%
WCN
3.33%
TSLA
3.33%

Доходность

График показывает рост $10,000 инвестированных в Climate Impact 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


-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-10.84%
5.78%
Climate Impact
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 6 июл. 2021 г., начальной даты FREY

Доходность по периодам


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
N/AN/AN/AN/AN/AN/A
Climate Impact-14.93%6.51%-18.17%-24.06%N/AN/A
NEE
NextEra Energy, Inc.
-27.23%2.09%-18.67%-28.28%7.85%13.82%
WM
N/AN/AN/AN/AN/AN/A
FSLR
First Solar, Inc.
7.01%12.22%-22.47%-4.89%29.32%10.42%
SU.PA
N/AN/AN/AN/AN/AN/A
CSIQ
Canadian Solar Inc.
-29.19%12.55%-44.68%-36.85%5.31%-2.94%
SEDG
SolarEdge Technologies, Inc.
-70.88%8.83%-71.66%-72.11%16.23%N/A
ENPH
Enphase Energy, Inc.
-59.79%38.84%-41.42%-66.07%81.73%32.12%
STM
N/AN/AN/AN/AN/AN/A
VIE.PA
N/AN/AN/AN/AN/AN/A
GLW
Corning Incorporated
-6.44%9.23%-6.79%-12.73%0.74%8.38%
XYL
N/AN/AN/AN/AN/AN/A
ED
Consolidated Edison, Inc.
-0.35%3.78%1.76%-2.94%6.53%9.24%
ORA
Ormat Technologies, Inc.
-19.02%13.14%-18.76%-21.90%5.08%11.34%
NPI.TO
Northland Power Inc.
-36.67%12.41%-22.20%-37.06%4.05%8.64%
DUK
Duke Energy Corporation
-6.09%4.66%5.68%-3.58%5.15%7.32%
FREY
FREYR Battery
-79.15%-42.90%-75.77%-84.93%N/AN/A
SPWR
N/AN/AN/AN/AN/AN/A
AMRC
Ameresco, Inc.
-44.49%24.25%-31.01%-51.49%15.10%13.36%
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%
NEP
NextEra Energy Partners, LP
-60.99%-3.74%-57.39%-65.69%-7.36%N/A
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%
ADSK
Autodesk, Inc.
20.40%13.11%10.16%8.73%9.28%17.29%
CARR
Carrier Global Corporation
30.61%7.17%23.47%20.46%N/AN/A
WY
N/AN/AN/AN/AN/AN/A
WFG.TO
N/AN/AN/AN/AN/AN/A
AQUA
Evoqua Water Technologies Corp.
N/AN/AN/AN/AN/AN/A
WCN
N/AN/AN/AN/AN/AN/A
TSLA
N/AN/AN/AN/AN/AN/A

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
2023-0.73%6.47%-0.13%-9.52%-9.71%-12.32%6.75%

Коэффициент Шарпа

Climate Impact на текущий момент имеет коэффициент Шарпа равный -0.95. Отрицательный коэффициент Шарпа означает, что безрисковая ставка выше доходности портфеля. Значения ниже нуля не несут никакой значимой информации.

-1.000.001.002.003.00-0.95

Коэффициент Шарпа Climate Impact 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-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
1.12
Climate Impact
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Climate Impact за предыдущие двенадцать месяцев составила 2.18%.


TTM20222021202020192018201720162015201420132012
Climate Impact2.18%1.55%1.16%1.16%1.47%1.73%1.39%1.66%1.88%1.70%1.78%1.90%
NEE
NextEra Energy, Inc.
3.16%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%3.47%
WM
1.61%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%4.21%
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%
SU.PA
1.86%2.22%1.51%2.16%2.57%3.68%2.88%3.03%3.65%3.09%2.95%3.10%
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%
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%
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%
STM
0.50%0.67%0.45%0.50%0.89%1.73%1.10%2.47%6.01%5.35%5.00%5.52%
VIE.PA
3.87%4.17%2.09%2.50%3.88%4.68%3.76%4.51%3.20%4.92%6.12%7.65%
GLW
Corning Incorporated
3.88%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%2.50%
XYL
1.24%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.54%1.34%1.35%1.49%
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%
ORA
Ormat Technologies, Inc.
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
Northland Power Inc.
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%
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%
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%
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%
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%
NEP
NextEra Energy Partners, LP
13.29%4.27%3.08%3.37%3.74%3.98%3.46%5.08%3.03%0.56%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%
ADSK
Autodesk, 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%
CARR
Carrier Global Corporation
1.39%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WY
5.23%6.94%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%2.57%2.13%
WFG.TO
1.59%1.55%0.96%0.98%1.40%1.04%0.46%0.58%0.53%0.42%0.54%1.20%
AQUA
Evoqua Water Technologies Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WCN
0.75%0.71%0.62%0.74%0.73%0.78%0.70%1.64%3.25%2.61%3.06%3.42%
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 Climate Impact 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
NEE
NextEra Energy, Inc.
-1.02
WM
N/A
FSLR
First Solar, Inc.
-0.13
SU.PA
N/A
CSIQ
Canadian Solar Inc.
-0.79
SEDG
SolarEdge Technologies, Inc.
-1.20
ENPH
Enphase Energy, Inc.
-1.12
STM
N/A
VIE.PA
N/A
GLW
Corning Incorporated
-0.55
XYL
N/A
ED
Consolidated Edison, Inc.
-0.18
ORA
Ormat Technologies, Inc.
-0.83
NPI.TO
Northland Power Inc.
-1.32
DUK
Duke Energy Corporation
-0.18
FREY
FREYR Battery
-1.05
SPWR
N/A
AMRC
Ameresco, Inc.
-0.78
LTHM
Livent Corporation
-0.99
JKS
JinkoSolar Holding Co., Ltd.
-0.52
NEP
NextEra Energy Partners, LP
-1.20
INE.TO
Innergex Renewable Energy Inc.
-1.25
ALB
Albemarle Corporation
-1.18
ADSK
Autodesk, Inc.
0.36
CARR
Carrier Global Corporation
0.75
WY
N/A
WFG.TO
N/A
AQUA
Evoqua Water Technologies Corp.
N/A
WCN
N/A
TSLA
N/A

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

EDDUKWMVIE.PAWFG.TOSU.PAWCNJKSINE.TOTSLAFREYNPI.TONEENEPFSLRCSIQGLWORACARRAQUALTHMALBWYADSKSPWRSTMAMRCENPHSEDGXYL
ED1.000.850.470.230.170.120.40-0.020.250.010.030.330.620.410.110.060.220.310.230.240.090.110.320.110.060.120.110.060.080.34
DUK0.851.000.480.210.150.130.40-0.020.260.010.040.310.660.440.110.040.240.310.250.230.060.080.290.130.060.100.100.060.080.37
WM0.470.481.000.200.180.260.780.100.210.150.150.290.490.370.160.160.300.300.400.380.200.220.350.280.140.220.220.220.170.49
VIE.PA0.230.210.201.000.320.620.240.230.320.270.260.350.290.310.260.240.350.260.350.320.320.320.390.300.250.430.300.210.260.36
WFG.TO0.170.150.180.321.000.300.250.250.230.280.280.320.230.280.210.230.480.310.400.340.350.390.570.360.280.400.320.260.270.39
SU.PA0.120.130.260.620.301.000.300.240.300.320.280.320.250.260.250.240.400.280.450.410.350.380.360.370.270.510.320.290.320.43
WCN0.400.400.780.240.250.301.000.150.300.220.220.370.460.410.250.200.340.370.430.440.240.260.370.340.220.300.290.300.260.48
JKS-0.02-0.020.100.230.250.240.151.000.300.380.430.300.190.270.510.720.280.350.260.270.450.420.300.330.600.350.450.570.560.31
INE.TO0.250.260.210.320.230.300.300.301.000.260.330.680.380.390.330.350.260.390.310.350.330.340.370.350.360.340.370.330.350.29
TSLA0.010.010.150.270.280.320.220.380.261.000.430.240.210.270.430.420.380.300.370.420.490.490.370.510.490.520.470.490.450.38
FREY0.030.040.150.260.280.280.220.430.330.431.000.320.240.310.430.450.330.380.330.390.460.450.360.470.510.430.480.520.510.35
NPI.TO0.330.310.290.350.320.320.370.300.680.240.321.000.450.440.320.340.260.400.320.350.350.340.380.310.350.310.390.360.370.32
NEE0.620.660.490.290.230.250.460.190.380.210.240.451.000.640.300.280.300.430.360.410.280.280.360.340.320.270.330.320.350.44
NEP0.410.440.370.310.280.260.410.270.390.270.310.440.641.000.370.370.320.460.380.410.370.390.410.350.410.300.410.380.400.43
FSLR0.110.110.160.260.210.250.250.510.330.430.430.320.300.371.000.650.300.450.330.350.450.400.350.420.650.450.530.660.660.34
CSIQ0.060.040.160.240.230.240.200.720.350.420.450.340.280.370.651.000.300.440.290.350.510.470.310.380.690.400.540.660.670.35
GLW0.220.240.300.350.480.400.340.280.260.380.330.260.300.320.300.301.000.360.530.510.430.460.550.550.360.610.420.360.390.57
ORA0.310.310.300.260.310.280.370.350.390.300.380.400.430.460.450.440.361.000.390.430.400.410.460.380.480.380.480.490.470.45
CARR0.230.250.400.350.400.450.430.260.310.370.330.320.360.380.330.290.530.391.000.530.430.480.550.560.340.510.410.370.410.67
AQUA0.240.230.380.320.340.410.440.270.350.420.390.350.410.410.350.350.510.430.531.000.460.460.460.580.420.500.460.440.450.63
LTHM0.090.060.200.320.350.350.240.450.330.490.460.350.280.370.450.510.430.400.430.461.000.840.500.480.540.510.580.530.550.45
ALB0.110.080.220.320.390.380.260.420.340.490.450.340.280.390.400.470.460.410.480.460.841.000.490.500.500.540.530.510.520.47
WY0.320.290.350.390.570.360.370.300.370.370.360.380.360.410.350.310.550.460.550.460.500.491.000.500.420.500.450.380.410.52
ADSK0.110.130.280.300.360.370.340.330.350.510.470.310.340.350.420.380.550.380.560.580.480.500.501.000.450.650.490.480.500.60
SPWR0.060.060.140.250.280.270.220.600.360.490.510.350.320.410.650.690.360.480.340.420.540.500.420.451.000.460.630.760.740.37
STM0.120.100.220.430.400.510.300.350.340.520.430.310.270.300.450.400.610.380.510.500.510.540.500.650.461.000.510.490.500.52
AMRC0.110.100.220.300.320.320.290.450.370.470.480.390.330.410.530.540.420.480.410.460.580.530.450.490.630.511.000.580.580.43
ENPH0.060.060.220.210.260.290.300.570.330.490.520.360.320.380.660.660.360.490.370.440.530.510.380.480.760.490.581.000.810.39
SEDG0.080.080.170.260.270.320.260.560.350.450.510.370.350.400.660.670.390.470.410.450.550.520.410.500.740.500.580.811.000.40
XYL0.340.370.490.360.390.430.480.310.290.380.350.320.440.430.340.350.570.450.670.630.450.470.520.600.370.520.430.390.401.00

График просадок

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


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.81%
-4.21%
Climate Impact
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Climate Impact показал максимальную просадку в 34.38%, зарегистрированную 27 окт. 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

-34.38%22 нояб. 2021 г.50227 окт. 2023 г.
-6.57%11 авг. 2021 г.394 окт. 2021 г.814 окт. 2021 г.47
-6.01%13 июл. 2021 г.519 июл. 2021 г.829 июл. 2021 г.13
-2.27%9 нояб. 2021 г.210 нояб. 2021 г.212 нояб. 2021 г.4
-1.23%8 июл. 2021 г.18 июл. 2021 г.212 июл. 2021 г.3

График волатильности

Текущая волатильность Climate Impact составляет 7.87%, 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%JulyAugustSeptemberOctoberNovemberDecember
7.87%
2.72%
Climate Impact
Benchmark (^GSPC)
Активы портфеля
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