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Ril

Last updated Sep 21, 2023

Asset Allocation


RELIANCE.BO 50%RELI 50%EquityEquity
PositionCategory/SectorWeight
RELIANCE.BO
Reliance Industries Limited
Energy50%
RELI
Reliance Global Group, Inc.
Financial Services50%

Performance

The chart shows the growth of an initial investment of $10,000 in Ril, 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


0.00%10.00%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
12.55%
10.86%
Ril
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Ril returned -33.13% Year-To-Date and 10.62% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.26%8.44%
Ril2.76%11.44%-33.13%-43.49%16.97%10.62%
RELIANCE.BO
Reliance Industries Limited
-4.65%15.72%2.91%1.16%13.76%19.60%
RELI
Reliance Global Group, Inc.
13.02%-6.18%-71.47%-78.97%-24.33%-52.47%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

RELIRELIANCE.BO
RELI1.000.02
RELIANCE.BO0.021.00

Sharpe Ratio

The current Ril Sharpe ratio is -0.84. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.84

The Sharpe ratio of Ril is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.00AprilMayJuneJulyAugustSeptember
-0.84
1.36
Ril
Benchmark (^GSPC)
Portfolio components

Dividend yield

Ril granted a 0.19% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Ril0.19%0.16%0.15%0.17%0.22%0.27%0.31%0.50%0.52%0.56%0.54%0.55%
RELIANCE.BO
Reliance Industries Limited
0.38%0.32%0.30%0.33%0.44%0.55%0.61%1.00%1.03%1.13%1.07%1.09%
RELI
Reliance Global Group, 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%

Expense Ratio

The Ril has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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
RELIANCE.BO
Reliance Industries Limited
0.00
RELI
Reliance Global Group, Inc.
-0.85

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-89.76%
-8.22%
Ril
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Ril. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Ril is 91.01%, recorded on Mar 20, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.01%Feb 9, 2021548Mar 20, 2023
-76.17%Jul 18, 201783Nov 13, 2017101Apr 9, 2018184
-68.11%Jan 27, 2020265Feb 3, 20213Feb 8, 2021268
-59.2%Sep 21, 2015140Apr 18, 2016308Jul 10, 2017448
-52.57%Nov 19, 201824Dec 20, 2018213Oct 18, 2019237

Volatility Chart

The current Ril volatility is 19.55%, 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.


5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
19.55%
3.27%
Ril
Benchmark (^GSPC)
Portfolio components