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India

Last updated Mar 2, 2024

1. India: FLIN

Asset Allocation


FLIN 100%EquityEquity
PositionCategory/SectorWeight
FLIN
Franklin FTSE India ETF
Asia Pacific Equities

100%

S&P 500

Performance

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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%100.00%OctoberNovemberDecember2024FebruaryMarch
64.78%
96.11%
India
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
India6.16%2.75%17.90%32.00%11.86%N/A
FLIN
Franklin FTSE India ETF
6.16%2.75%17.90%32.00%11.86%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.29%2.21%
2023-1.13%0.81%-2.45%6.96%6.38%

Sharpe Ratio

The current India Sharpe ratio is 3.09. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.09

The Sharpe ratio of India is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.09
2.44
India
Benchmark (^GSPC)
Portfolio components

Dividend yield

India granted a 0.69% dividend yield in the last twelve months.


TTM202320222021202020192018
India0.69%0.73%0.73%2.27%0.68%0.90%0.92%
FLIN
Franklin FTSE India ETF
0.69%0.73%0.73%2.27%0.68%0.90%0.92%

Expense Ratio

The India features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
India
3.09
FLIN
Franklin FTSE India ETF
3.09

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
India
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.9%Feb 16, 2018502Mar 23, 2020168Nov 18, 2020670
-19.62%Jan 13, 2022108Jun 17, 2022366Dec 4, 2023474
-9.37%Oct 19, 202144Dec 20, 202115Jan 12, 202259
-8.79%Mar 12, 202128Apr 21, 202123May 24, 202151
-7.1%Jan 21, 20217Jan 29, 20216Feb 8, 202113

Volatility Chart

The current India volatility is 3.88%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.88%
3.47%
India
Benchmark (^GSPC)
Portfolio components
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