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ISIN
US6418681044
CUSIP
641868104
Inception Date
Sep 2, 1982
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

NALFX Performance Chart

New Alternatives Fund (NALFX) is up 17.8% since the beginning of the year. NALFX is currently trading at $91 per share. Investors who bought $1,000 worth of NALFX shares 5 years ago would now be looking at an investment worth $1,167.


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S&P 500 Index

Returns By Period

New Alternatives Fund (NALFX) has returned 17.77% so far this year and 30.18% over the past 12 months. Over the last ten years, NALFX has returned 10.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


New Alternatives Fund

1D
1.54%
1M
0.27%
YTD
17.77%
6M
17.61%
1Y
30.18%
3Y*
9.77%
5Y*
3.13%
10Y*
10.91%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NALFX Monthly Returns History

Based on dividend-adjusted daily data since Sep 3, 1982, NALFX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jan 2000 with a return of +18.2%, while the worst month was Oct 2008 at -29.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NALFX closed higher 47% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Oct 23, 1987 at -16.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.67%7.33%-3.59%7.32%2.32%-0.97%17.77%
2025-1.90%4.72%2.66%2.70%5.26%4.68%1.15%0.27%2.08%3.59%0.05%0.04%28.13%
2024-6.48%-3.85%4.54%-2.42%12.23%-6.68%3.76%2.63%7.37%-6.60%-1.82%-6.70%-6.03%
20236.26%-5.41%4.24%-0.45%-4.42%2.09%0.47%-7.21%-10.30%-5.49%12.12%8.11%-2.49%
2022-6.91%3.67%2.09%-8.45%3.06%-5.20%6.57%-2.40%-14.32%1.93%9.39%-3.92%-15.87%
20211.73%-7.65%2.66%0.57%-0.15%-0.37%1.15%2.68%-7.74%7.98%-5.17%0.57%-4.78%

Benchmark Metrics

New Alternatives Fund has an annualized alpha of 2.00%, beta of 0.62, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since September 03, 1982.

  • This fund participated in 90.85% of S&P 500 Index downside but only 81.78% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.62 may look defensive, but with R2 of 0.40 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.40 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
2.00%
Beta
0.62
0.40
Upside Capture
81.78%
Downside Capture
90.85%

Expense Ratio

NALFX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NALFX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NALFX Risk / Return Rank: 5959
Overall Rank
NALFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NALFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
NALFX Omega Ratio Rank: 4646
Omega Ratio Rank
NALFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
NALFX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for New Alternatives Fund (NALFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NALFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.97

2.78

+1.19

Martin ratioReturn relative to average drawdown

11.61

12.44

-0.82

Dividends

Dividend History

New Alternatives Fund provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.90 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.90$0.90$1.24$2.94$3.27$4.51$4.78$3.49$3.21$2.31$1.77$0.79

Dividend yield

0.99%1.17%2.04%4.47%4.63%5.14%4.93%5.55%6.62%4.16%3.71%1.71%

Monthly Dividends

The table displays the monthly dividend distributions for New Alternatives Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.90
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24$1.24
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.94$2.94
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.27$3.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.51$4.51

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the New Alternatives Fund. 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 New Alternatives Fund was 59.67%, occurring on Oct 27, 2008. Recovery took 1626 trading sessions.

The current New Alternatives Fund drawdown is 1.23%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.67%Oct 2008
11mo 24d6y 5mo
7y 5moNov 2007 - Apr 2015
Dot-com crash2000–2002
-53.84%Oct 2002
1y 4mo3y 6mo
4y 11moMay 2001 - Apr 2006
2023 bear market2023
-42.35%Oct 2023
2y 8mo2y 7mo
5y 3moJan 2021 - May 2026
COVID crash2020
-34.32%Mar 2020
28d3mo 26d
4mo 24dFeb 2020 - Jul 2020
1998 bear market1998
-30.59%Oct 1998
6mo 8d1y 3mo
1y 9moApr 1998 - Jan 2000

Drawdown Indicators


NALFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.67%

-56.78%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-9.10%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

-18.90%

-5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-25.43%

-12.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-33.92%

-8.43%

Current Drawdown

Current decline from peak

-1.23%

-1.80%

+0.57%

Average Drawdown

Average peak-to-trough decline

-14.82%

-10.71%

-4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.03%

+0.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NALFX

Add New Alternatives Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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