Climate Impact
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
NEE NextEra Energy, Inc. | Utilities | 3.33% |
WM | 3.33% | |
FSLR First Solar, Inc. | Technology | 3.33% |
SU.PA | 3.33% | |
CSIQ Canadian Solar Inc. | Technology | 3.33% |
SEDG SolarEdge Technologies, Inc. | Technology | 3.33% |
ENPH Enphase Energy, Inc. | Technology | 3.33% |
STM | 3.33% | |
VIE.PA | 3.33% | |
GLW Corning Incorporated | Technology | 3.33% |
XYL | 3.33% | |
ED Consolidated Edison, Inc. | Utilities | 3.33% |
ORA Ormat Technologies, Inc. | Utilities | 3.33% |
NPI.TO Northland Power Inc. | Utilities | 3.33% |
DUK Duke Energy Corporation | Utilities | 3.33% |
FREY FREYR Battery | Industrials | 3.33% |
SPWR | 3.33% | |
AMRC Ameresco, Inc. | Industrials | 3.33% |
LTHM Livent Corporation | Basic Materials | 3.33% |
JKS JinkoSolar Holding Co., Ltd. | Technology | 3.33% |
NEP NextEra Energy Partners, LP | Utilities | 3.33% |
INE.TO Innergex Renewable Energy Inc. | Utilities | 3.33% |
ALB Albemarle Corporation | Basic Materials | 3.33% |
ADSK Autodesk, Inc. | Technology | 3.33% |
CARR Carrier Global Corporation | Industrials | 3.33% |
WY | 3.33% | |
WFG.TO | 3.33% | |
AQUA Evoqua Water Technologies Corp. | Industrials | 3.33% |
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
Самые ранние данные для этого графика доступны с 6 июл. 2021 г., начальной даты FREY
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 |
Climate Impact | -14.93% | 6.51% | -18.17% | -24.06% | N/A | N/A |
Активы портфеля: | ||||||
NEE NextEra Energy, Inc. | -27.23% | 2.09% | -18.67% | -28.28% | 7.85% | 13.82% |
WM | 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% |
SU.PA | 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% |
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/A | N/A | N/A | N/A | N/A | N/A |
VIE.PA | N/A | N/A | N/A | N/A | N/A | N/A |
GLW Corning Incorporated | -6.44% | 9.23% | -6.79% | -12.73% | 0.74% | 8.38% |
XYL | N/A | N/A | N/A | N/A | N/A | N/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/A | N/A |
SPWR | N/A | N/A | N/A | N/A | N/A | N/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/A | N/A |
WY | N/A | N/A | N/A | N/A | N/A | N/A |
WFG.TO | N/A | N/A | N/A | N/A | N/A | N/A |
AQUA Evoqua Water Technologies Corp. | N/A | N/A | N/A | N/A | N/A | N/A |
WCN | N/A | N/A | N/A | N/A | N/A | N/A |
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 | -0.73% | 6.47% | -0.13% | -9.52% | -9.71% | -12.32% | 6.75% |
Дивидендный доход
Дивидендная доходность Climate Impact за предыдущие двенадцать месяцев составила 2.18%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Climate Impact | 2.18% | 1.55% | 1.16% | 1.16% | 1.47% | 1.73% | 1.39% | 1.66% | 1.88% | 1.70% | 1.78% | 1.90% |
Активы портфеля: | ||||||||||||
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.
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 | |
---|---|---|---|---|---|
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
ED | DUK | WM | VIE.PA | WFG.TO | SU.PA | WCN | JKS | INE.TO | TSLA | FREY | NPI.TO | NEE | NEP | FSLR | CSIQ | GLW | ORA | CARR | AQUA | LTHM | ALB | WY | ADSK | SPWR | STM | AMRC | ENPH | SEDG | XYL | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ED | 1.00 | 0.85 | 0.47 | 0.23 | 0.17 | 0.12 | 0.40 | -0.02 | 0.25 | 0.01 | 0.03 | 0.33 | 0.62 | 0.41 | 0.11 | 0.06 | 0.22 | 0.31 | 0.23 | 0.24 | 0.09 | 0.11 | 0.32 | 0.11 | 0.06 | 0.12 | 0.11 | 0.06 | 0.08 | 0.34 |
DUK | 0.85 | 1.00 | 0.48 | 0.21 | 0.15 | 0.13 | 0.40 | -0.02 | 0.26 | 0.01 | 0.04 | 0.31 | 0.66 | 0.44 | 0.11 | 0.04 | 0.24 | 0.31 | 0.25 | 0.23 | 0.06 | 0.08 | 0.29 | 0.13 | 0.06 | 0.10 | 0.10 | 0.06 | 0.08 | 0.37 |
WM | 0.47 | 0.48 | 1.00 | 0.20 | 0.18 | 0.26 | 0.78 | 0.10 | 0.21 | 0.15 | 0.15 | 0.29 | 0.49 | 0.37 | 0.16 | 0.16 | 0.30 | 0.30 | 0.40 | 0.38 | 0.20 | 0.22 | 0.35 | 0.28 | 0.14 | 0.22 | 0.22 | 0.22 | 0.17 | 0.49 |
VIE.PA | 0.23 | 0.21 | 0.20 | 1.00 | 0.32 | 0.62 | 0.24 | 0.23 | 0.32 | 0.27 | 0.26 | 0.35 | 0.29 | 0.31 | 0.26 | 0.24 | 0.35 | 0.26 | 0.35 | 0.32 | 0.32 | 0.32 | 0.39 | 0.30 | 0.25 | 0.43 | 0.30 | 0.21 | 0.26 | 0.36 |
WFG.TO | 0.17 | 0.15 | 0.18 | 0.32 | 1.00 | 0.30 | 0.25 | 0.25 | 0.23 | 0.28 | 0.28 | 0.32 | 0.23 | 0.28 | 0.21 | 0.23 | 0.48 | 0.31 | 0.40 | 0.34 | 0.35 | 0.39 | 0.57 | 0.36 | 0.28 | 0.40 | 0.32 | 0.26 | 0.27 | 0.39 |
SU.PA | 0.12 | 0.13 | 0.26 | 0.62 | 0.30 | 1.00 | 0.30 | 0.24 | 0.30 | 0.32 | 0.28 | 0.32 | 0.25 | 0.26 | 0.25 | 0.24 | 0.40 | 0.28 | 0.45 | 0.41 | 0.35 | 0.38 | 0.36 | 0.37 | 0.27 | 0.51 | 0.32 | 0.29 | 0.32 | 0.43 |
WCN | 0.40 | 0.40 | 0.78 | 0.24 | 0.25 | 0.30 | 1.00 | 0.15 | 0.30 | 0.22 | 0.22 | 0.37 | 0.46 | 0.41 | 0.25 | 0.20 | 0.34 | 0.37 | 0.43 | 0.44 | 0.24 | 0.26 | 0.37 | 0.34 | 0.22 | 0.30 | 0.29 | 0.30 | 0.26 | 0.48 |
JKS | -0.02 | -0.02 | 0.10 | 0.23 | 0.25 | 0.24 | 0.15 | 1.00 | 0.30 | 0.38 | 0.43 | 0.30 | 0.19 | 0.27 | 0.51 | 0.72 | 0.28 | 0.35 | 0.26 | 0.27 | 0.45 | 0.42 | 0.30 | 0.33 | 0.60 | 0.35 | 0.45 | 0.57 | 0.56 | 0.31 |
INE.TO | 0.25 | 0.26 | 0.21 | 0.32 | 0.23 | 0.30 | 0.30 | 0.30 | 1.00 | 0.26 | 0.33 | 0.68 | 0.38 | 0.39 | 0.33 | 0.35 | 0.26 | 0.39 | 0.31 | 0.35 | 0.33 | 0.34 | 0.37 | 0.35 | 0.36 | 0.34 | 0.37 | 0.33 | 0.35 | 0.29 |
TSLA | 0.01 | 0.01 | 0.15 | 0.27 | 0.28 | 0.32 | 0.22 | 0.38 | 0.26 | 1.00 | 0.43 | 0.24 | 0.21 | 0.27 | 0.43 | 0.42 | 0.38 | 0.30 | 0.37 | 0.42 | 0.49 | 0.49 | 0.37 | 0.51 | 0.49 | 0.52 | 0.47 | 0.49 | 0.45 | 0.38 |
FREY | 0.03 | 0.04 | 0.15 | 0.26 | 0.28 | 0.28 | 0.22 | 0.43 | 0.33 | 0.43 | 1.00 | 0.32 | 0.24 | 0.31 | 0.43 | 0.45 | 0.33 | 0.38 | 0.33 | 0.39 | 0.46 | 0.45 | 0.36 | 0.47 | 0.51 | 0.43 | 0.48 | 0.52 | 0.51 | 0.35 |
NPI.TO | 0.33 | 0.31 | 0.29 | 0.35 | 0.32 | 0.32 | 0.37 | 0.30 | 0.68 | 0.24 | 0.32 | 1.00 | 0.45 | 0.44 | 0.32 | 0.34 | 0.26 | 0.40 | 0.32 | 0.35 | 0.35 | 0.34 | 0.38 | 0.31 | 0.35 | 0.31 | 0.39 | 0.36 | 0.37 | 0.32 |
NEE | 0.62 | 0.66 | 0.49 | 0.29 | 0.23 | 0.25 | 0.46 | 0.19 | 0.38 | 0.21 | 0.24 | 0.45 | 1.00 | 0.64 | 0.30 | 0.28 | 0.30 | 0.43 | 0.36 | 0.41 | 0.28 | 0.28 | 0.36 | 0.34 | 0.32 | 0.27 | 0.33 | 0.32 | 0.35 | 0.44 |
NEP | 0.41 | 0.44 | 0.37 | 0.31 | 0.28 | 0.26 | 0.41 | 0.27 | 0.39 | 0.27 | 0.31 | 0.44 | 0.64 | 1.00 | 0.37 | 0.37 | 0.32 | 0.46 | 0.38 | 0.41 | 0.37 | 0.39 | 0.41 | 0.35 | 0.41 | 0.30 | 0.41 | 0.38 | 0.40 | 0.43 |
FSLR | 0.11 | 0.11 | 0.16 | 0.26 | 0.21 | 0.25 | 0.25 | 0.51 | 0.33 | 0.43 | 0.43 | 0.32 | 0.30 | 0.37 | 1.00 | 0.65 | 0.30 | 0.45 | 0.33 | 0.35 | 0.45 | 0.40 | 0.35 | 0.42 | 0.65 | 0.45 | 0.53 | 0.66 | 0.66 | 0.34 |
CSIQ | 0.06 | 0.04 | 0.16 | 0.24 | 0.23 | 0.24 | 0.20 | 0.72 | 0.35 | 0.42 | 0.45 | 0.34 | 0.28 | 0.37 | 0.65 | 1.00 | 0.30 | 0.44 | 0.29 | 0.35 | 0.51 | 0.47 | 0.31 | 0.38 | 0.69 | 0.40 | 0.54 | 0.66 | 0.67 | 0.35 |
GLW | 0.22 | 0.24 | 0.30 | 0.35 | 0.48 | 0.40 | 0.34 | 0.28 | 0.26 | 0.38 | 0.33 | 0.26 | 0.30 | 0.32 | 0.30 | 0.30 | 1.00 | 0.36 | 0.53 | 0.51 | 0.43 | 0.46 | 0.55 | 0.55 | 0.36 | 0.61 | 0.42 | 0.36 | 0.39 | 0.57 |
ORA | 0.31 | 0.31 | 0.30 | 0.26 | 0.31 | 0.28 | 0.37 | 0.35 | 0.39 | 0.30 | 0.38 | 0.40 | 0.43 | 0.46 | 0.45 | 0.44 | 0.36 | 1.00 | 0.39 | 0.43 | 0.40 | 0.41 | 0.46 | 0.38 | 0.48 | 0.38 | 0.48 | 0.49 | 0.47 | 0.45 |
CARR | 0.23 | 0.25 | 0.40 | 0.35 | 0.40 | 0.45 | 0.43 | 0.26 | 0.31 | 0.37 | 0.33 | 0.32 | 0.36 | 0.38 | 0.33 | 0.29 | 0.53 | 0.39 | 1.00 | 0.53 | 0.43 | 0.48 | 0.55 | 0.56 | 0.34 | 0.51 | 0.41 | 0.37 | 0.41 | 0.67 |
AQUA | 0.24 | 0.23 | 0.38 | 0.32 | 0.34 | 0.41 | 0.44 | 0.27 | 0.35 | 0.42 | 0.39 | 0.35 | 0.41 | 0.41 | 0.35 | 0.35 | 0.51 | 0.43 | 0.53 | 1.00 | 0.46 | 0.46 | 0.46 | 0.58 | 0.42 | 0.50 | 0.46 | 0.44 | 0.45 | 0.63 |
LTHM | 0.09 | 0.06 | 0.20 | 0.32 | 0.35 | 0.35 | 0.24 | 0.45 | 0.33 | 0.49 | 0.46 | 0.35 | 0.28 | 0.37 | 0.45 | 0.51 | 0.43 | 0.40 | 0.43 | 0.46 | 1.00 | 0.84 | 0.50 | 0.48 | 0.54 | 0.51 | 0.58 | 0.53 | 0.55 | 0.45 |
ALB | 0.11 | 0.08 | 0.22 | 0.32 | 0.39 | 0.38 | 0.26 | 0.42 | 0.34 | 0.49 | 0.45 | 0.34 | 0.28 | 0.39 | 0.40 | 0.47 | 0.46 | 0.41 | 0.48 | 0.46 | 0.84 | 1.00 | 0.49 | 0.50 | 0.50 | 0.54 | 0.53 | 0.51 | 0.52 | 0.47 |
WY | 0.32 | 0.29 | 0.35 | 0.39 | 0.57 | 0.36 | 0.37 | 0.30 | 0.37 | 0.37 | 0.36 | 0.38 | 0.36 | 0.41 | 0.35 | 0.31 | 0.55 | 0.46 | 0.55 | 0.46 | 0.50 | 0.49 | 1.00 | 0.50 | 0.42 | 0.50 | 0.45 | 0.38 | 0.41 | 0.52 |
ADSK | 0.11 | 0.13 | 0.28 | 0.30 | 0.36 | 0.37 | 0.34 | 0.33 | 0.35 | 0.51 | 0.47 | 0.31 | 0.34 | 0.35 | 0.42 | 0.38 | 0.55 | 0.38 | 0.56 | 0.58 | 0.48 | 0.50 | 0.50 | 1.00 | 0.45 | 0.65 | 0.49 | 0.48 | 0.50 | 0.60 |
SPWR | 0.06 | 0.06 | 0.14 | 0.25 | 0.28 | 0.27 | 0.22 | 0.60 | 0.36 | 0.49 | 0.51 | 0.35 | 0.32 | 0.41 | 0.65 | 0.69 | 0.36 | 0.48 | 0.34 | 0.42 | 0.54 | 0.50 | 0.42 | 0.45 | 1.00 | 0.46 | 0.63 | 0.76 | 0.74 | 0.37 |
STM | 0.12 | 0.10 | 0.22 | 0.43 | 0.40 | 0.51 | 0.30 | 0.35 | 0.34 | 0.52 | 0.43 | 0.31 | 0.27 | 0.30 | 0.45 | 0.40 | 0.61 | 0.38 | 0.51 | 0.50 | 0.51 | 0.54 | 0.50 | 0.65 | 0.46 | 1.00 | 0.51 | 0.49 | 0.50 | 0.52 |
AMRC | 0.11 | 0.10 | 0.22 | 0.30 | 0.32 | 0.32 | 0.29 | 0.45 | 0.37 | 0.47 | 0.48 | 0.39 | 0.33 | 0.41 | 0.53 | 0.54 | 0.42 | 0.48 | 0.41 | 0.46 | 0.58 | 0.53 | 0.45 | 0.49 | 0.63 | 0.51 | 1.00 | 0.58 | 0.58 | 0.43 |
ENPH | 0.06 | 0.06 | 0.22 | 0.21 | 0.26 | 0.29 | 0.30 | 0.57 | 0.33 | 0.49 | 0.52 | 0.36 | 0.32 | 0.38 | 0.66 | 0.66 | 0.36 | 0.49 | 0.37 | 0.44 | 0.53 | 0.51 | 0.38 | 0.48 | 0.76 | 0.49 | 0.58 | 1.00 | 0.81 | 0.39 |
SEDG | 0.08 | 0.08 | 0.17 | 0.26 | 0.27 | 0.32 | 0.26 | 0.56 | 0.35 | 0.45 | 0.51 | 0.37 | 0.35 | 0.40 | 0.66 | 0.67 | 0.39 | 0.47 | 0.41 | 0.45 | 0.55 | 0.52 | 0.41 | 0.50 | 0.74 | 0.50 | 0.58 | 0.81 | 1.00 | 0.40 |
XYL | 0.34 | 0.37 | 0.49 | 0.36 | 0.39 | 0.43 | 0.48 | 0.31 | 0.29 | 0.38 | 0.35 | 0.32 | 0.44 | 0.43 | 0.34 | 0.35 | 0.57 | 0.45 | 0.67 | 0.63 | 0.45 | 0.47 | 0.52 | 0.60 | 0.37 | 0.52 | 0.43 | 0.39 | 0.40 | 1.00 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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. | 502 | 27 окт. 2023 г. | — | — | — |
-6.57% | 11 авг. 2021 г. | 39 | 4 окт. 2021 г. | 8 | 14 окт. 2021 г. | 47 |
-6.01% | 13 июл. 2021 г. | 5 | 19 июл. 2021 г. | 8 | 29 июл. 2021 г. | 13 |
-2.27% | 9 нояб. 2021 г. | 2 | 10 нояб. 2021 г. | 2 | 12 нояб. 2021 г. | 4 |
-1.23% | 8 июл. 2021 г. | 1 | 8 июл. 2021 г. | 2 | 12 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.