India
1. India: FLIN
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FLIN Franklin FTSE India ETF | Asia Pacific Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in India, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| India | 15.86% | 1.44% | 15.39% | 29.85% | 13.50% | N/A |
| Portfolio components: | ||||||
FLIN Franklin FTSE India ETF | 15.86% | 1.44% | 15.39% | 29.85% | 13.50% | N/A |
Monthly Returns
The table below presents the monthly returns of India, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.29% | 2.21% | 1.04% | 1.76% | 1.87% | 5.29% | 15.86% | ||||||
| 2023 | -1.13% | -4.93% | 1.19% | 4.01% | 1.51% | 5.57% | 2.82% | -1.13% | 0.81% | -2.45% | 6.96% | 6.38% | 20.58% |
| 2022 | 0.12% | -3.94% | 1.61% | -1.95% | -5.24% | -5.26% | 8.30% | 1.23% | -4.94% | 3.30% | 5.07% | -5.42% | -7.96% |
| 2021 | -1.25% | 5.08% | 3.34% | -2.20% | 7.96% | 0.63% | 1.20% | 8.11% | 0.79% | -0.37% | -2.76% | 2.67% | 24.96% |
| 2020 | -1.57% | -6.98% | -24.90% | 13.12% | 1.55% | 7.34% | 9.36% | 3.02% | 2.06% | -1.18% | 7.87% | 10.17% | 14.51% |
| 2019 | -1.92% | -0.33% | 8.25% | 0.17% | 1.06% | -1.25% | -5.89% | -3.08% | 4.40% | 3.28% | -0.37% | 1.07% | 4.77% |
| 2018 | -1.71% | -1.66% | 2.03% | -3.56% | -1.15% | 6.01% | -0.34% | -8.64% | -7.15% | 10.19% | 0.49% | -6.70% |
Expense Ratio
India has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of India is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | 2.02 | 2.54 | 1.40 | 3.25 | 14.88 |
Dividends
Dividend yield
India granted a 1.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
| India | 1.52% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% |
| Portfolio components: | |||||||
FLIN Franklin FTSE India ETF | 1.52% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the India. 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 India was 41.90%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.
The current India drawdown is 2.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.9% | Feb 16, 2018 | 498 | Mar 23, 2020 | 168 | Nov 18, 2020 | 666 |
| -19.62% | Jan 13, 2022 | 108 | Jun 17, 2022 | 367 | Dec 4, 2023 | 475 |
| -9.37% | Oct 19, 2021 | 44 | Dec 20, 2021 | 16 | Jan 12, 2022 | 60 |
| -8.79% | Mar 12, 2021 | 28 | Apr 21, 2021 | 23 | May 24, 2021 | 51 |
| -7.1% | Jan 21, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
Volatility
Volatility Chart
The current India volatility is 3.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.